CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 25-Jan-2007
Day Change Summary Previous Current 24-Jan-2007 25-Jan-2007 Change Change % Previous Week Open 1.9657 1.9624 -0.0033 -0.2% 1.9609 High 1.9700 1.9624 -0.0076 -0.4% 1.9720 Low 1.9700 1.9624 -0.0076 -0.4% 1.9610 Close 1.9657 1.9624 -0.0033 -0.2% 1.9718 Range ATR 0.0085 0.0082 -0.0004 -4.4% 0.0000 Volume 207 297 90 43.5% 1,594
Daily Pivots for day following 25-Jan-2007 Classic Woodie Camarilla DeMark R4 1.9624 1.9624 1.9624 R3 1.9624 1.9624 1.9624 R2 1.9624 1.9624 1.9624 R1 1.9624 1.9624 1.9624 1.9624 PP 1.9624 1.9624 1.9624 1.9624 S1 1.9624 1.9624 1.9624 1.9624 S2 1.9624 1.9624 1.9624 S3 1.9624 1.9624 1.9624 S4 1.9624 1.9624 1.9624	Weekly Pivots for week ending 19-Jan-2007 Classic Woodie Camarilla DeMark R4 2.0013 1.9975 1.9779 R3 1.9903 1.9865 1.9748 R2 1.9793 1.9793 1.9738 R1 1.9755 1.9755 1.9728 1.9774 PP 1.9683 1.9683 1.9683 1.9692 S1 1.9645 1.9645 1.9708 1.9664 S2 1.9573 1.9573 1.9698 S3 1.9463 1.9535 1.9688 S4 1.9353 1.9425 1.9658
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9900 1.9624 0.0276 1.4% 0.0020 0.1% 0% False True 270 10 1.9900 1.9450 0.0450 2.3% 0.0019 0.1% 39% False False 328 20 1.9900 1.9280 0.0620 3.2% 0.0012 0.1% 55% False False 212 40 1.9900 1.9280 0.0620 3.2% 0.0006 0.0% 55% False False 129 60 1.9900 1.8887 0.1013 5.2% 0.0006 0.0% 73% False False 86
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch -0.0008	Fibonacci Retracements and Extensions 4.250 1.9624 2.618 1.9624 1.618 1.9624 1.000 1.9624 0.618 1.9624 HIGH 1.9624 0.618 1.9624 0.500 1.9624 0.382 1.9624 LOW 1.9624 0.618 1.9624 1.000 1.9624 1.618 1.9624 2.618 1.9624 4.250 1.9624
Fisher Pivots for day following 25-Jan-2007 Pivot 1 day 3 day R1 1.9624 1.9762 PP 1.9624 1.9716 S1 1.9624 1.9670

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