CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	1.5120	1.5170	0.0050	0.3%	1.4850
High	1.5217	1.5300	0.0083	0.5%	1.5220
Low	1.5081	1.5170	0.0089	0.6%	1.4850
Close	1.5130	1.5268	0.0138	0.9%	1.5213
Range	0.0136	0.0130	-0.0006	-4.4%	0.0370
ATR	0.0151	0.0152	0.0001	0.9%	0.0000
Volume	514	90	-424	-82.5%	518

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5636	1.5582	1.5340
R3	1.5506	1.5452	1.5304
R2	1.5376	1.5376	1.5292
R1	1.5322	1.5322	1.5280	1.5349
PP	1.5246	1.5246	1.5246	1.5260
S1	1.5192	1.5192	1.5256	1.5219
S2	1.5116	1.5116	1.5244
S3	1.4986	1.5062	1.5232
S4	1.4856	1.4932	1.5197

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	1.5300	1.4968	0.0332	2.2%	0.0142	0.9%	90%	True	False	215
10	1.5300	1.4688	0.0612	4.0%	0.0133	0.9%	95%	True	False	119
20	1.5300	1.4446	0.0854	5.6%	0.0121	0.8%	96%	True	False	74
40	1.5300	1.3900	0.1400	9.2%	0.0105	0.7%	98%	True	False	48

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.5853
2.618	1.5640
1.618	1.5510
1.000	1.5430
0.618	1.5380
HIGH	1.5300
0.618	1.5250
0.500	1.5235
0.382	1.5220
LOW	1.5170
0.618	1.5090
1.000	1.5040
1.618	1.4960
2.618	1.4830
4.250	1.4618

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	1.5257	1.5239
PP	1.5246	1.5210
S1	1.5235	1.5181

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

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