CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 05-Aug-2009

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	1.6932	1.6936	0.0004	0.0%	1.6441
High	1.7004	1.7043	0.0039	0.2%	1.6733
Low	1.6886	1.6901	0.0015	0.1%	1.6339
Close	1.6920	1.7018	0.0098	0.6%	1.6687
Range	0.0118	0.0142	0.0024	20.3%	0.0394
ATR	0.0200	0.0196	-0.0004	-2.1%	0.0000
Volume	130,730	102,748	-27,982	-21.4%	499,135

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7413	1.7358	1.7096
R3	1.7271	1.7216	1.7057
R2	1.7129	1.7129	1.7044
R1	1.7074	1.7074	1.7031	1.7102
PP	1.6987	1.6987	1.6987	1.7001
S1	1.6932	1.6932	1.7005	1.6960
S2	1.6845	1.6845	1.6992
S3	1.6703	1.6790	1.6979
S4	1.6561	1.6648	1.6940

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7768	1.7622	1.6904
R3	1.7374	1.7228	1.6795
R2	1.6980	1.6980	1.6759
R1	1.6834	1.6834	1.6723	1.6907
PP	1.6586	1.6586	1.6586	1.6623
S1	1.6440	1.6440	1.6651	1.6513
S2	1.6192	1.6192	1.6615
S3	1.5798	1.6046	1.6579
S4	1.5404	1.5652	1.6470

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.7043	1.6339	0.0704	4.1%	0.0200	1.2%	96%	True	False	122,702
10	1.7043	1.6339	0.0704	4.1%	0.0174	1.0%	96%	True	False	107,830
20	1.7043	1.6026	0.1017	6.0%	0.0185	1.1%	98%	True	False	97,966
40	1.7043	1.5981	0.1062	6.2%	0.0209	1.2%	98%	True	False	95,675
60	1.7043	1.5074	0.1969	11.6%	0.0221	1.3%	99%	True	False	65,241
80	1.7043	1.4446	0.2597	15.3%	0.0195	1.1%	99%	True	False	48,948
100	1.7043	1.3900	0.3143	18.5%	0.0173	1.0%	99%	True	False	39,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7647
2.618	1.7415
1.618	1.7273
1.000	1.7185
0.618	1.7131
HIGH	1.7043
0.618	1.6989
0.500	1.6972
0.382	1.6955
LOW	1.6901
0.618	1.6813
1.000	1.6759
1.618	1.6671
2.618	1.6529
4.250	1.6298

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	1.7003	1.6968
PP	1.6987	1.6918
S1	1.6972	1.6869

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

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