CME British Pound Future June 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	1.4045	1.4301	0.0256	1.8%	1.4124
High	1.4306	1.4603	0.0297	2.1%	1.4177
Low	1.3850	1.4166	0.0316	2.3%	1.3662
Close	1.4227	1.4515	0.0288	2.0%	1.3975
Range	0.0456	0.0437	-0.0019	-4.2%	0.0515
ATR	0.0261	0.0273	0.0013	4.8%	0.0000
Volume	47,923	74,447	26,524	55.3%	158,439

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5739	1.5564	1.4755
R3	1.5302	1.5127	1.4635
R2	1.4865	1.4865	1.4595
R1	1.4690	1.4690	1.4555	1.4778
PP	1.4428	1.4428	1.4428	1.4472
S1	1.4253	1.4253	1.4475	1.4341
S2	1.3991	1.3991	1.4435
S3	1.3554	1.3816	1.4395
S4	1.3117	1.3379	1.4275

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5483	1.5244	1.4258
R3	1.4968	1.4729	1.4117
R2	1.4453	1.4453	1.4069
R1	1.4214	1.4214	1.4022	1.4076
PP	1.3938	1.3938	1.3938	1.3869
S1	1.3699	1.3699	1.3928	1.3561
S2	1.3423	1.3423	1.3881
S3	1.2908	1.3184	1.3833
S4	1.2393	1.2669	1.3692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4603	1.3707	0.0896	6.2%	0.0312	2.2%	90%	True	False	57,570
10	1.4603	1.3662	0.0941	6.5%	0.0290	2.0%	91%	True	False	35,426
20	1.4641	1.3662	0.0979	6.7%	0.0264	1.8%	87%	False	False	18,684
40	1.4950	1.3618	0.1332	9.2%	0.0237	1.6%	67%	False	False	9,391

Crabel Price Patterns
NR	True
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	0.0093
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.6460
2.618	1.5747
1.618	1.5310
1.000	1.5040
0.618	1.4873
HIGH	1.4603
0.618	1.4436
0.500	1.4385
0.382	1.4333
LOW	1.4166
0.618	1.3896
1.000	1.3729
1.618	1.3459
2.618	1.3022
4.250	1.2309

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	1.4472	1.4419
PP	1.4428	1.4323
S1	1.4385	1.4227

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

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