CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 13-May-2009

Day Change Summary
	Previous	Current
	12-May-2009	13-May-2009	Change	Change %	Previous Week
Open	1.5170	1.5313	0.0143	0.9%	1.4850
High	1.5300	1.5313	0.0013	0.1%	1.5220
Low	1.5170	1.5106	-0.0064	-0.4%	1.4850
Close	1.5268	1.5165	-0.0103	-0.7%	1.5213
Range	0.0130	0.0207	0.0077	59.2%	0.0370
ATR	0.0152	0.0156	0.0004	2.6%	0.0000
Volume	90	175	85	94.4%	518

Daily Pivots for day following 13-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5816	1.5697	1.5279
R3	1.5609	1.5490	1.5222
R2	1.5402	1.5402	1.5203
R1	1.5283	1.5283	1.5184	1.5239
PP	1.5195	1.5195	1.5195	1.5173
S1	1.5076	1.5076	1.5146	1.5032
S2	1.4988	1.4988	1.5127
S3	1.4781	1.4869	1.5108
S4	1.4574	1.4662	1.5051

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	1.5313	1.4968	0.0345	2.3%	0.0159	1.0%	57%	True	False	242
10	1.5313	1.4775	0.0538	3.5%	0.0142	0.9%	72%	True	False	134
20	1.5313	1.4446	0.0867	5.7%	0.0127	0.8%	83%	True	False	82
40	1.5313	1.3900	0.1413	9.3%	0.0111	0.7%	90%	True	False	53

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	1.6193
2.618	1.5855
1.618	1.5648
1.000	1.5520
0.618	1.5441
HIGH	1.5313
0.618	1.5234
0.500	1.5210
0.382	1.5185
LOW	1.5106
0.618	1.4978
1.000	1.4899
1.618	1.4771
2.618	1.4564
4.250	1.4226

Fisher Pivots for day following 13-May-2009
Pivot	1 day	3 day
R1	1.5210	1.5197
PP	1.5195	1.5186
S1	1.5180	1.5176

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

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