CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary Previous Current 09-Mar-2007 12-Mar-2007 Change Change % Previous Week Open 1.9293 1.9296 0.0003 0.0% 1.9200 High 1.9293 1.9296 0.0003 0.0% 1.9312 Low 1.9293 1.9296 0.0003 0.0% 1.9200 Close 1.9293 1.9296 0.0003 0.0% 1.9293 Range ATR 0.0059 0.0055 -0.0004 -6.8% 0.0000 Volume 1 0 -1 -100.0% 8
Daily Pivots for day following 12-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9296 1.9296 1.9296 R3 1.9296 1.9296 1.9296 R2 1.9296 1.9296 1.9296 R1 1.9296 1.9296 1.9296 1.9296 PP 1.9296 1.9296 1.9296 1.9296 S1 1.9296 1.9296 1.9296 1.9296 S2 1.9296 1.9296 1.9296 S3 1.9296 1.9296 1.9296 S4 1.9296 1.9296 1.9296	Weekly Pivots for week ending 09-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9604 1.9561 1.9355 R3 1.9492 1.9449 1.9324 R2 1.9380 1.9380 1.9314 R1 1.9337 1.9337 1.9303 1.9359 PP 1.9268 1.9268 1.9268 1.9279 S1 1.9225 1.9225 1.9283 1.9247 S2 1.9156 1.9156 1.9272 S3 1.9044 1.9113 1.9262 S4 1.8932 1.9001 1.9231
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9312 1.9268 0.0044 0.2% 0.0000 0.0% 64% False False 1 10 1.9622 1.9200 0.0422 2.2% 0.0000 0.0% 23% False False 20 1.9626 1.9200 0.0426 2.2% 0.0000 0.0% 23% False False 1 40 1.9790 1.9200 0.0590 3.1% 0.0000 0.0% 16% False False 1 60 1.9790 1.9200 0.0590 3.1% 0.0000 0.0% 16% False False 1
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 True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.9296 2.618 1.9296 1.618 1.9296 1.000 1.9296 0.618 1.9296 HIGH 1.9296 0.618 1.9296 0.500 1.9296 0.382 1.9296 LOW 1.9296 0.618 1.9296 1.000 1.9296 1.618 1.9296 2.618 1.9296 4.250 1.9296
Fisher Pivots for day following 12-Mar-2007 Pivot 1 day 3 day R1 1.9296 1.9292 PP 1.9296 1.9288 S1 1.9296 1.9285

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