CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	1.6575	1.6290	-0.0285	-1.7%	1.5925
High	1.6658	1.6426	-0.0232	-1.4%	1.6199
Low	1.6235	1.6081	-0.0154	-0.9%	1.5772
Close	1.6272	1.6188	-0.0084	-0.5%	1.6132
Range	0.0423	0.0345	-0.0078	-18.4%	0.0427
ATR	0.0220	0.0229	0.0009	4.0%	0.0000
Volume	4,470	9,844	5,374	120.2%	12,162

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7267	1.7072	1.6378
R3	1.6922	1.6727	1.6283
R2	1.6577	1.6577	1.6251
R1	1.6382	1.6382	1.6220	1.6307
PP	1.6232	1.6232	1.6232	1.6194
S1	1.6037	1.6037	1.6156	1.5962
S2	1.5887	1.5887	1.6125
S3	1.5542	1.5692	1.6093
S4	1.5197	1.5347	1.5998

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7315	1.7151	1.6367
R3	1.6888	1.6724	1.6249
R2	1.6461	1.6461	1.6210
R1	1.6297	1.6297	1.6171	1.6379
PP	1.6034	1.6034	1.6034	1.6076
S1	1.5870	1.5870	1.6093	1.5952
S2	1.5607	1.5607	1.6054
S3	1.5180	1.5443	1.6015
S4	1.4753	1.5016	1.5897

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6658	1.5948	0.0710	4.4%	0.0324	2.0%	34%	False	False	4,700
10	1.6658	1.5507	0.1151	7.1%	0.0264	1.6%	59%	False	False	3,928
20	1.6658	1.4968	0.1690	10.4%	0.0218	1.3%	72%	False	False	2,160
40	1.6658	1.4446	0.2212	13.7%	0.0163	1.0%	79%	False	False	1,094

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	0.0072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7892
2.618	1.7329
1.618	1.6984
1.000	1.6771
0.618	1.6639
HIGH	1.6426
0.618	1.6294
0.500	1.6254
0.382	1.6213
LOW	1.6081
0.618	1.5868
1.000	1.5736
1.618	1.5523
2.618	1.5178
4.250	1.4615

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	1.6254	1.6370
PP	1.6232	1.6309
S1	1.6210	1.6249

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

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