CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 16-Mar-2007
Day Change Summary Previous Current 15-Mar-2007 16-Mar-2007 Change Change % Previous Week Open 1.9343 1.9398 0.0055 0.3% 1.9296 High 1.9343 1.9398 0.0055 0.3% 1.9398 Low 1.9343 1.9398 0.0055 0.3% 1.9282 Close 1.9343 1.9398 0.0055 0.3% 1.9398 Range ATR 0.0049 0.0049 0.0000 0.9% 0.0000 Volume 147 0 -147 -100.0% 151
Daily Pivots for day following 16-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9398 1.9398 1.9398 R3 1.9398 1.9398 1.9398 R2 1.9398 1.9398 1.9398 R1 1.9398 1.9398 1.9398 1.9398 PP 1.9398 1.9398 1.9398 1.9398 S1 1.9398 1.9398 1.9398 1.9398 S2 1.9398 1.9398 1.9398 S3 1.9398 1.9398 1.9398 S4 1.9398 1.9398 1.9398	Weekly Pivots for week ending 16-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9707 1.9669 1.9462 R3 1.9591 1.9553 1.9430 R2 1.9475 1.9475 1.9419 R1 1.9437 1.9437 1.9409 1.9456 PP 1.9359 1.9359 1.9359 1.9369 S1 1.9321 1.9321 1.9387 1.9340 S2 1.9243 1.9243 1.9377 S3 1.9127 1.9205 1.9366 S4 1.9011 1.9089 1.9334
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9398 1.9282 0.0116 0.6% 0.0000 0.0% 100% True False 30 10 1.9398 1.9200 0.0198 1.0% 0.0000 0.0% 100% True False 15 20 1.9626 1.9200 0.0426 2.2% 0.0000 0.0% 46% False False 8 40 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 34% False False 5 60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 34% False False 4
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 0.0000	Fibonacci Retracements and Extensions 4.250 1.9398 2.618 1.9398 1.618 1.9398 1.000 1.9398 0.618 1.9398 HIGH 1.9398 0.618 1.9398 0.500 1.9398 0.382 1.9398 LOW 1.9398 0.618 1.9398 1.000 1.9398 1.618 1.9398 2.618 1.9398 4.250 1.9398
Fisher Pivots for day following 16-Mar-2007 Pivot 1 day 3 day R1 1.9398 1.9387 PP 1.9398 1.9376 S1 1.9398 1.9365

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