CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 20-May-2009

Day Change Summary
	Previous	Current
	19-May-2009	20-May-2009	Change	Change %	Previous Week
Open	1.5324	1.5450	0.0126	0.8%	1.5120
High	1.5512	1.5778	0.0266	1.7%	1.5313
Low	1.5320	1.5450	0.0130	0.8%	1.5074
Close	1.5504	1.5768	0.0264	1.7%	1.5156
Range	0.0192	0.0328	0.0136	70.8%	0.0239
ATR	0.0159	0.0171	0.0012	7.6%	0.0000
Volume	153	1,896	1,743	1,139.2%	1,358

Daily Pivots for day following 20-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6649	1.6537	1.5948
R3	1.6321	1.6209	1.5858
R2	1.5993	1.5993	1.5828
R1	1.5881	1.5881	1.5798	1.5937
PP	1.5665	1.5665	1.5665	1.5694
S1	1.5553	1.5553	1.5738	1.5609
S2	1.5337	1.5337	1.5708
S3	1.5009	1.5225	1.5678
S4	1.4681	1.4897	1.5588

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	1.5778	1.5074	0.0704	4.5%	0.0185	1.2%	99%	True	False	543
10	1.5778	1.4968	0.0810	5.1%	0.0172	1.1%	99%	True	False	392
20	1.5778	1.4446	0.1332	8.4%	0.0141	0.9%	99%	True	False	207
40	1.5778	1.4180	0.1598	10.1%	0.0120	0.8%	99%	True	False	117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	1.7172
2.618	1.6637
1.618	1.6309
1.000	1.6106
0.618	1.5981
HIGH	1.5778
0.618	1.5653
0.500	1.5614
0.382	1.5575
LOW	1.5450
0.618	1.5247
1.000	1.5122
1.618	1.4919
2.618	1.4591
4.250	1.4056

Fisher Pivots for day following 20-May-2009
Pivot	1 day	3 day
R1	1.5717	1.5678
PP	1.5665	1.5588
S1	1.5614	1.5498

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

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