CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 21-Mar-2007
Day Change Summary Previous Current 20-Mar-2007 21-Mar-2007 Change Change % Previous Week Open 1.9584 1.9600 0.0016 0.1% 1.9296 High 1.9590 1.9640 0.0050 0.3% 1.9398 Low 1.9590 1.9640 0.0050 0.3% 1.9282 Close 1.9584 1.9662 0.0078 0.4% 1.9398 Range ATR 0.0056 0.0056 0.0000 0.0% 0.0000 Volume 1 72 71 7,100.0% 151
Daily Pivots for day following 21-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9647 1.9655 1.9662 R3 1.9647 1.9655 1.9662 R2 1.9647 1.9647 1.9662 R1 1.9655 1.9655 1.9662 1.9651 PP 1.9647 1.9647 1.9647 1.9646 S1 1.9655 1.9655 1.9662 1.9651 S2 1.9647 1.9647 1.9662 S3 1.9647 1.9655 1.9662 S4 1.9647 1.9655 1.9662	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 1.9640 1.9343 0.0297 1.5% 0.0000 0.0% 107% True False 48 10 1.9640 1.9273 0.0367 1.9% 0.0000 0.0% 106% True False 24 20 1.9640 1.9200 0.0440 2.2% 0.0000 0.0% 105% True False 13 40 1.9679 1.9200 0.0479 2.4% 0.0000 0.0% 96% False False 7 60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 78% False False 5
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 -0.0005	Fibonacci Retracements and Extensions 4.250 1.9640 2.618 1.9640 1.618 1.9640 1.000 1.9640 0.618 1.9640 HIGH 1.9640 0.618 1.9640 0.500 1.9640 0.382 1.9640 LOW 1.9640 0.618 1.9640 1.000 1.9640 1.618 1.9640 2.618 1.9640 4.250 1.9640
Fisher Pivots for day following 21-Mar-2007 Pivot 1 day 3 day R1 1.9655 1.9618 PP 1.9647 1.9574 S1 1.9640 1.9531

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