CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 11-May-2009

Day Change Summary
	Previous	Current
	08-May-2009	11-May-2009	Change	Change %	Previous Week
Open	1.5061	1.5120	0.0059	0.4%	1.4850
High	1.5220	1.5217	-0.0003	0.0%	1.5220
Low	1.5061	1.5081	0.0020	0.1%	1.4850
Close	1.5213	1.5130	-0.0083	-0.5%	1.5213
Range	0.0159	0.0136	-0.0023	-14.5%	0.0370
ATR	0.0152	0.0151	-0.0001	-0.7%	0.0000
Volume	23	514	491	2,134.8%	518

Daily Pivots for day following 11-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5551	1.5476	1.5205
R3	1.5415	1.5340	1.5167
R2	1.5279	1.5279	1.5155
R1	1.5204	1.5204	1.5142	1.5242
PP	1.5143	1.5143	1.5143	1.5161
S1	1.5068	1.5068	1.5118	1.5106
S2	1.5007	1.5007	1.5105
S3	1.4871	1.4932	1.5093
S4	1.4735	1.4796	1.5055

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6204	1.6079	1.5417
R3	1.5834	1.5709	1.5315
R2	1.5464	1.5464	1.5281
R1	1.5339	1.5339	1.5247	1.5402
PP	1.5094	1.5094	1.5094	1.5126
S1	1.4969	1.4969	1.5179	1.5032
S2	1.4724	1.4724	1.5145
S3	1.4354	1.4599	1.5111
S4	1.3984	1.4229	1.5010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5220	1.4968	0.0252	1.7%	0.0148	1.0%	64%	False	False	203
10	1.5220	1.4564	0.0656	4.3%	0.0131	0.9%	86%	False	False	112
20	1.5220	1.4446	0.0774	5.1%	0.0116	0.8%	88%	False	False	70
40	1.5220	1.3900	0.1320	8.7%	0.0102	0.7%	93%	False	False	47

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5795
2.618	1.5573
1.618	1.5437
1.000	1.5353
0.618	1.5301
HIGH	1.5217
0.618	1.5165
0.500	1.5149
0.382	1.5133
LOW	1.5081
0.618	1.4997
1.000	1.4945
1.618	1.4861
2.618	1.4725
4.250	1.4503

Fisher Pivots for day following 11-May-2009
Pivot	1 day	3 day
R1	1.5149	1.5118
PP	1.5143	1.5106
S1	1.5136	1.5094

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

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