CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 15-May-2009

Day Change Summary
	Previous	Current
	14-May-2009	15-May-2009	Change	Change %	Previous Week
Open	1.5074	1.5206	0.0132	0.9%	1.5120
High	1.5225	1.5291	0.0066	0.4%	1.5313
Low	1.5074	1.5157	0.0083	0.6%	1.5074
Close	1.5226	1.5156	-0.0070	-0.5%	1.5156
Range	0.0151	0.0134	-0.0017	-11.3%	0.0239
ATR	0.0156	0.0154	-0.0002	-1.0%	0.0000
Volume	528	51	-477	-90.3%	1,358

Daily Pivots for day following 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5603	1.5514	1.5230
R3	1.5469	1.5380	1.5193
R2	1.5335	1.5335	1.5181
R1	1.5246	1.5246	1.5168	1.5224
PP	1.5201	1.5201	1.5201	1.5190
S1	1.5112	1.5112	1.5144	1.5090
S2	1.5067	1.5067	1.5131
S3	1.4933	1.4978	1.5119
S4	1.4799	1.4844	1.5082

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.5898	1.5766	1.5287
R3	1.5659	1.5527	1.5222
R2	1.5420	1.5420	1.5200
R1	1.5288	1.5288	1.5178	1.5354
PP	1.5181	1.5181	1.5181	1.5214
S1	1.5049	1.5049	1.5134	1.5115
S2	1.4942	1.4942	1.5112
S3	1.4703	1.4810	1.5090
S4	1.4464	1.4571	1.5025

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.5313	1.5074	0.0239	1.6%	0.0152	1.0%	34%	False	False	271
10	1.5313	1.4850	0.0463	3.1%	0.0151	1.0%	66%	False	False	187
20	1.5313	1.4446	0.0867	5.7%	0.0130	0.9%	82%	False	False	105
40	1.5313	1.4180	0.1133	7.5%	0.0108	0.7%	86%	False	False	64

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.5861
2.618	1.5642
1.618	1.5508
1.000	1.5425
0.618	1.5374
HIGH	1.5291
0.618	1.5240
0.500	1.5224
0.382	1.5208
LOW	1.5157
0.618	1.5074
1.000	1.5023
1.618	1.4940
2.618	1.4806
4.250	1.4588

Fisher Pivots for day following 15-May-2009
Pivot	1 day	3 day
R1	1.5224	1.5194
PP	1.5201	1.5181
S1	1.5179	1.5169

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

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