CME British Pound Future June 2007

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Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary Previous Current 25-Jan-2007 26-Jan-2007 Change Change % Previous Week Open 1.9624 1.9571 -0.0053 -0.3% 1.9742 High 1.9624 1.9571 -0.0053 -0.3% 1.9900 Low 1.9624 1.9571 -0.0053 -0.3% 1.9571 Close 1.9624 1.9571 -0.0053 -0.3% 1.9571 Range ATR 0.0082 0.0079 -0.0002 -2.5% 0.0000 Volume 297 25 -272 -91.6% 819
Daily Pivots for day following 26-Jan-2007 Classic Woodie Camarilla DeMark R4 1.9571 1.9571 1.9571 R3 1.9571 1.9571 1.9571 R2 1.9571 1.9571 1.9571 R1 1.9571 1.9571 1.9571 1.9571 PP 1.9571 1.9571 1.9571 1.9571 S1 1.9571 1.9571 1.9571 1.9571 S2 1.9571 1.9571 1.9571 S3 1.9571 1.9571 1.9571 S4 1.9571 1.9571 1.9571	Weekly Pivots for week ending 26-Jan-2007 Classic Woodie Camarilla DeMark R4 2.0668 2.0448 1.9752 R3 2.0339 2.0119 1.9661 R2 2.0010 2.0010 1.9631 R1 1.9790 1.9790 1.9601 1.9736 PP 1.9681 1.9681 1.9681 1.9653 S1 1.9461 1.9461 1.9541 1.9407 S2 1.9352 1.9352 1.9511 S3 1.9023 1.9132 1.9481 S4 1.8694 1.8803 1.9390
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9900 1.9571 0.0329 1.7% 0.0020 0.1% 0% False True 163 10 1.9900 1.9570 0.0330 1.7% 0.0013 0.1% 0% False False 325 20 1.9900 1.9280 0.0620 3.2% 0.0012 0.1% 47% False False 213 40 1.9900 1.9280 0.0620 3.2% 0.0006 0.0% 47% False False 129 60 1.9900 1.8887 0.1013 5.2% 0.0006 0.0% 68% 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 1.9571 2.618 1.9571 1.618 1.9571 1.000 1.9571 0.618 1.9571 HIGH 1.9571 0.618 1.9571 0.500 1.9571 0.382 1.9571 LOW 1.9571 0.618 1.9571 1.000 1.9571 1.618 1.9571 2.618 1.9571 4.250 1.9571
Fisher Pivots for day following 26-Jan-2007 Pivot 1 day 3 day R1 1.9571 1.9636 PP 1.9571 1.9614 S1 1.9571 1.9593

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