CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 19-Mar-2007
Day Change Summary Previous Current 16-Mar-2007 19-Mar-2007 Change Change % Previous Week Open 1.9398 1.9421 0.0023 0.1% 1.9296 High 1.9398 1.9421 0.0023 0.1% 1.9398 Low 1.9398 1.9421 0.0023 0.1% 1.9282 Close 1.9398 1.9421 0.0023 0.1% 1.9398 Range ATR 0.0049 0.0047 -0.0002 -3.8% 0.0000 Volume 0 22 22 151
Daily Pivots for day following 19-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9421 1.9421 1.9421 R3 1.9421 1.9421 1.9421 R2 1.9421 1.9421 1.9421 R1 1.9421 1.9421 1.9421 1.9421 PP 1.9421 1.9421 1.9421 1.9421 S1 1.9421 1.9421 1.9421 1.9421 S2 1.9421 1.9421 1.9421 S3 1.9421 1.9421 1.9421 S4 1.9421 1.9421 1.9421	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 1.9421 1.9282 0.0139 0.7% 0.0000 0.0% 100% True False 34 10 1.9421 1.9268 0.0153 0.8% 0.0000 0.0% 100% True False 18 20 1.9626 1.9200 0.0426 2.2% 0.0000 0.0% 52% False False 9 40 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 37% False False 5 60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 37% 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 1.9421 2.618 1.9421 1.618 1.9421 1.000 1.9421 0.618 1.9421 HIGH 1.9421 0.618 1.9421 0.500 1.9421 0.382 1.9421 LOW 1.9421 0.618 1.9421 1.000 1.9421 1.618 1.9421 2.618 1.9421 4.250 1.9421
Fisher Pivots for day following 19-Mar-2007 Pivot 1 day 3 day R1 1.9421 1.9408 PP 1.9421 1.9395 S1 1.9421 1.9382

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