CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 28-May-2009

Day Change Summary
	Previous	Current
	27-May-2009	28-May-2009	Change	Change %	Previous Week
Open	1.5970	1.5952	-0.0018	-0.1%	1.5217
High	1.6075	1.6001	-0.0074	-0.5%	1.5933
Low	1.5925	1.5853	-0.0072	-0.5%	1.5217
Close	1.6040	1.5945	-0.0095	-0.6%	1.5912
Range	0.0150	0.0148	-0.0002	-1.3%	0.0716
ATR	0.0182	0.0183	0.0000	0.2%	0.0000
Volume	5,110	888	-4,222	-82.6%	7,830

Daily Pivots for day following 28-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.6377	1.6309	1.6026
R3	1.6229	1.6161	1.5986
R2	1.6081	1.6081	1.5972
R1	1.6013	1.6013	1.5959	1.5973
PP	1.5933	1.5933	1.5933	1.5913
S1	1.5865	1.5865	1.5931	1.5825
S2	1.5785	1.5785	1.5918
S3	1.5637	1.5717	1.5904
S4	1.5489	1.5569	1.5864

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	1.5507	0.0568	3.6%	0.0204	1.3%	77%	False	False	3,155
10	1.6075	1.5074	0.1001	6.3%	0.0195	1.2%	87%	False	False	1,849
20	1.6075	1.4775	0.1300	8.2%	0.0168	1.1%	90%	False	False	992
40	1.6075	1.4392	0.1683	10.6%	0.0132	0.8%	92%	False	False	508

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0041
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.6630
2.618	1.6388
1.618	1.6240
1.000	1.6149
0.618	1.6092
HIGH	1.6001
0.618	1.5944
0.500	1.5927
0.382	1.5910
LOW	1.5853
0.618	1.5762
1.000	1.5705
1.618	1.5614
2.618	1.5466
4.250	1.5224

Fisher Pivots for day following 28-May-2009
Pivot	1 day	3 day
R1	1.5939	1.5938
PP	1.5933	1.5931
S1	1.5927	1.5924

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

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