CME British Pound Future September 2007

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Trading Metrics calculated at close of trading on 30-Mar-2007
Day Change Summary Previous Current 29-Mar-2007 30-Mar-2007 Change Change % Previous Week Open 1.9592 1.9649 0.0057 0.3% 1.9672 High 1.9592 1.9649 0.0057 0.3% 1.9672 Low 1.9592 1.9649 0.0057 0.3% 1.9592 Close 1.9592 1.9649 0.0057 0.3% 1.9649 Range ATR 0.0051 0.0051 0.0000 0.9% 0.0000 Volume 217 265 48 22.1% 875
Daily Pivots for day following 30-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9649 1.9649 1.9649 R3 1.9649 1.9649 1.9649 R2 1.9649 1.9649 1.9649 R1 1.9649 1.9649 1.9649 1.9649 PP 1.9649 1.9649 1.9649 1.9649 S1 1.9649 1.9649 1.9649 1.9649 S2 1.9649 1.9649 1.9649 S3 1.9649 1.9649 1.9649 S4 1.9649 1.9649 1.9649	Weekly Pivots for week ending 30-Mar-2007 Classic Woodie Camarilla DeMark R4 1.9878 1.9843 1.9693 R3 1.9798 1.9763 1.9671 R2 1.9718 1.9718 1.9664 R1 1.9683 1.9683 1.9656 1.9661 PP 1.9638 1.9638 1.9638 1.9626 S1 1.9603 1.9603 1.9642 1.9581 S2 1.9558 1.9558 1.9634 S3 1.9478 1.9523 1.9627 S4 1.9398 1.9443 1.9605
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.9672 1.9592 0.0080 0.4% 0.0000 0.0% 71% False False 175 10 1.9672 1.9421 0.0251 1.3% 0.0002 0.0% 91% False False 143 20 1.9672 1.9200 0.0472 2.4% 0.0001 0.0% 95% False False 79 40 1.9679 1.9200 0.0479 2.4% 0.0001 0.0% 94% False False 40 60 1.9790 1.9200 0.0590 3.0% 0.0000 0.0% 76% False False 28
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 -0.0006	Fibonacci Retracements and Extensions 4.250 1.9649 2.618 1.9649 1.618 1.9649 1.000 1.9649 0.618 1.9649 HIGH 1.9649 0.618 1.9649 0.500 1.9649 0.382 1.9649 LOW 1.9649 0.618 1.9649 1.000 1.9649 1.618 1.9649 2.618 1.9649 4.250 1.9649
Fisher Pivots for day following 30-Mar-2007 Pivot 1 day 3 day R1 1.9649 1.9640 PP 1.9649 1.9630 S1 1.9649 1.9621

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