CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 27-May-2009

Day Change Summary
	Previous	Current
	26-May-2009	27-May-2009	Change	Change %	Previous Week
Open	1.5925	1.5970	0.0045	0.3%	1.5217
High	1.5960	1.6075	0.0115	0.7%	1.5933
Low	1.5772	1.5925	0.0153	1.0%	1.5217
Close	1.5920	1.6040	0.0120	0.8%	1.5912
Range	0.0188	0.0150	-0.0038	-20.2%	0.0716
ATR	0.0184	0.0182	-0.0002	-1.1%	0.0000
Volume	4,089	5,110	1,021	25.0%	7,830

Daily Pivots for day following 27-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6463	1.6402	1.6123
R3	1.6313	1.6252	1.6081
R2	1.6163	1.6163	1.6068
R1	1.6102	1.6102	1.6054	1.6133
PP	1.6013	1.6013	1.6013	1.6029
S1	1.5952	1.5952	1.6026	1.5983
S2	1.5863	1.5863	1.6013
S3	1.5713	1.5802	1.5999
S4	1.5563	1.5652	1.5958

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7835	1.7590	1.6306
R3	1.7119	1.6874	1.6109
R2	1.6403	1.6403	1.6043
R1	1.6158	1.6158	1.5978	1.6281
PP	1.5687	1.5687	1.5687	1.5749
S1	1.5442	1.5442	1.5846	1.5565
S2	1.4971	1.4971	1.5781
S3	1.4255	1.4726	1.5715
S4	1.3539	1.4010	1.5518

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6075	1.5450	0.0625	3.9%	0.0240	1.5%	94%	True	False	3,357
10	1.6075	1.5074	0.1001	6.2%	0.0201	1.3%	97%	True	False	1,778
20	1.6075	1.4688	0.1387	8.6%	0.0167	1.0%	97%	True	False	948
40	1.6075	1.4248	0.1827	11.4%	0.0132	0.8%	98%	True	False	486

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0036
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.6713
2.618	1.6468
1.618	1.6318
1.000	1.6225
0.618	1.6168
HIGH	1.6075
0.618	1.6018
0.500	1.6000
0.382	1.5982
LOW	1.5925
0.618	1.5832
1.000	1.5775
1.618	1.5682
2.618	1.5532
4.250	1.5288

Fisher Pivots for day following 27-May-2009
Pivot	1 day	3 day
R1	1.6027	1.6000
PP	1.6013	1.5960
S1	1.6000	1.5921

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

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