CME British Pound Future March 2009

Trading Metrics calculated at close of trading on 18-Feb-2009

Day Change Summary
	Previous	Current
	17-Feb-2009	18-Feb-2009	Change	Change %	Previous Week
Open	1.4225	1.4242	0.0017	0.1%	1.4795
High	1.4316	1.4297	-0.0019	-0.1%	1.4979
Low	1.4121	1.4090	-0.0031	-0.2%	1.4132
Close	1.4263	1.4217	-0.0046	-0.3%	1.4381
Range	0.0195	0.0207	0.0012	6.2%	0.0847
ATR	0.0341	0.0332	-0.0010	-2.8%	0.0000
Volume	0	78,680	78,680		416,706

Daily Pivots for day following 18-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4822	1.4727	1.4331
R3	1.4615	1.4520	1.4274
R2	1.4408	1.4408	1.4255
R1	1.4313	1.4313	1.4236	1.4257
PP	1.4201	1.4201	1.4201	1.4174
S1	1.4106	1.4106	1.4198	1.4050
S2	1.3994	1.3994	1.4179
S3	1.3787	1.3899	1.4160
S4	1.3580	1.3692	1.4103

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7038	1.6557	1.4847
R3	1.6191	1.5710	1.4614
R2	1.5344	1.5344	1.4536
R1	1.4863	1.4863	1.4459	1.4680
PP	1.4497	1.4497	1.4497	1.4406
S1	1.4016	1.4016	1.4303	1.3833
S2	1.3650	1.3650	1.4226
S3	1.2803	1.3169	1.4148
S4	1.1956	1.2322	1.3915

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4604	1.4090	0.0514	3.6%	0.0257	1.8%	25%	False	True	69,767
10	1.4979	1.4090	0.0889	6.3%	0.0288	2.0%	14%	False	True	73,827
20	1.4979	1.3492	0.1487	10.5%	0.0325	2.3%	49%	False	False	79,304
40	1.5356	1.3492	0.1864	13.1%	0.0334	2.4%	39%	False	False	62,943
60	1.5700	1.3492	0.2208	15.5%	0.0338	2.4%	33%	False	False	48,651
80	1.6565	1.3492	0.3073	21.6%	0.0327	2.3%	24%	False	False	36,544
100	1.8292	1.3492	0.4800	33.8%	0.0299	2.1%	15%	False	False	29,274

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0057
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5177
2.618	1.4839
1.618	1.4632
1.000	1.4504
0.618	1.4425
HIGH	1.4297
0.618	1.4218
0.500	1.4194
0.382	1.4169
LOW	1.4090
0.618	1.3962
1.000	1.3883
1.618	1.3755
2.618	1.3548
4.250	1.3210

Fisher Pivots for day following 18-Feb-2009
Pivot	1 day	3 day
R1	1.4209	1.4347
PP	1.4201	1.4304
S1	1.4194	1.4260

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These figures are updated between 7pm and 10pm EST after a trading day.

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