CME British Pound Future June 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	1.4250	1.4021	-0.0229	-1.6%	1.4490
High	1.4280	1.4156	-0.0124	-0.9%	1.4641
Low	1.3956	1.3990	0.0034	0.2%	1.4125
Close	1.4036	1.4077	0.0041	0.3%	1.4323
Range	0.0324	0.0166	-0.0158	-48.8%	0.0516
ATR	0.0256	0.0249	-0.0006	-2.5%	0.0000
Volume	935	2,084	1,149	122.9%	8,911

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4572	1.4491	1.4168
R3	1.4406	1.4325	1.4123
R2	1.4240	1.4240	1.4107
R1	1.4159	1.4159	1.4092	1.4200
PP	1.4074	1.4074	1.4074	1.4095
S1	1.3993	1.3993	1.4062	1.4034
S2	1.3908	1.3908	1.4047
S3	1.3742	1.3827	1.4031
S4	1.3576	1.3661	1.3986

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5911	1.5633	1.4607
R3	1.5395	1.5117	1.4465
R2	1.4879	1.4879	1.4418
R1	1.4601	1.4601	1.4370	1.4482
PP	1.4363	1.4363	1.4363	1.4304
S1	1.4085	1.4085	1.4276	1.3966
S2	1.3847	1.3847	1.4228
S3	1.3331	1.3569	1.4181
S4	1.2815	1.3053	1.4039

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4635	1.3956	0.0679	4.8%	0.0278	2.0%	18%	False	False	1,897
10	1.4641	1.3956	0.0685	4.9%	0.0228	1.6%	18%	False	False	1,358
20	1.4950	1.3956	0.0994	7.1%	0.0218	1.5%	12%	False	False	734
40	1.5300	1.3618	0.1682	11.9%	0.0226	1.6%	27%	False	False	451

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0038
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4862
2.618	1.4591
1.618	1.4425
1.000	1.4322
0.618	1.4259
HIGH	1.4156
0.618	1.4093
0.500	1.4073
0.382	1.4053
LOW	1.3990
0.618	1.3887
1.000	1.3824
1.618	1.3721
2.618	1.3555
4.250	1.3285

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	1.4076	1.4162
PP	1.4074	1.4133
S1	1.4073	1.4105

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

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