CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 24-Apr-2009

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	1.4497	1.4750	0.0253	1.7%	1.4650
High	1.4555	1.4750	0.0195	1.3%	1.4750
Low	1.4446	1.4711	0.0265	1.8%	1.4446
Close	1.4696	1.4670	-0.0026	-0.2%	1.4670
Range	0.0109	0.0039	-0.0070	-64.2%	0.0304
ATR	0.0152	0.0145	-0.0007	-4.6%	0.0000
Volume	38	4	-34	-89.5%	147

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.4827	1.4788	1.4691
R3	1.4788	1.4749	1.4681
R2	1.4749	1.4749	1.4677
R1	1.4710	1.4710	1.4674	1.4710
PP	1.4710	1.4710	1.4710	1.4711
S1	1.4671	1.4671	1.4666	1.4671
S2	1.4671	1.4671	1.4663
S3	1.4632	1.4632	1.4659
S4	1.4593	1.4593	1.4649

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5534	1.5406	1.4837
R3	1.5230	1.5102	1.4754
R2	1.4926	1.4926	1.4726
R1	1.4798	1.4798	1.4698	1.4862
PP	1.4622	1.4622	1.4622	1.4654
S1	1.4494	1.4494	1.4642	1.4558
S2	1.4318	1.4318	1.4614
S3	1.4014	1.4190	1.4586
S4	1.3710	1.3886	1.4503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4750	1.4446	0.0304	2.1%	0.0114	0.8%	74%	True	False	29
10	1.5062	1.4446	0.0616	4.2%	0.0113	0.8%	36%	False	False	30
20	1.5062	1.4180	0.0882	6.0%	0.0100	0.7%	56%	False	False	28

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	0.0006
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.4916
2.618	1.4852
1.618	1.4813
1.000	1.4789
0.618	1.4774
HIGH	1.4750
0.618	1.4735
0.500	1.4731
0.382	1.4726
LOW	1.4711
0.618	1.4687
1.000	1.4672
1.618	1.4648
2.618	1.4609
4.250	1.4545

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	1.4731	1.4646
PP	1.4710	1.4622
S1	1.4690	1.4598

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

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