CME British Pound Future September 2009

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	1.6655	1.6683	0.0028	0.2%	1.6399
High	1.6742	1.6689	-0.0053	-0.3%	1.6742
Low	1.6646	1.6523	-0.0123	-0.7%	1.6322
Close	1.6689	1.6579	-0.0110	-0.7%	1.6689
Range	0.0096	0.0166	0.0070	72.9%	0.0420
ATR	0.0180	0.0179	-0.0001	-0.6%	0.0000
Volume	81,566	29,601	-51,965	-63.7%	401,579

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7095	1.7003	1.6670
R3	1.6929	1.6837	1.6625
R2	1.6763	1.6763	1.6609
R1	1.6671	1.6671	1.6594	1.6634
PP	1.6597	1.6597	1.6597	1.6579
S1	1.6505	1.6505	1.6564	1.6468
S2	1.6431	1.6431	1.6549
S3	1.6265	1.6339	1.6533
S4	1.6099	1.6173	1.6488

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	1.7844	1.7687	1.6920
R3	1.7424	1.7267	1.6805
R2	1.7004	1.7004	1.6766
R1	1.6847	1.6847	1.6728	1.6926
PP	1.6584	1.6584	1.6584	1.6624
S1	1.6427	1.6427	1.6651	1.6506
S2	1.6164	1.6164	1.6612
S3	1.5744	1.6007	1.6574
S4	1.5324	1.5587	1.6458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.6742	1.6322	0.0420	2.5%	0.0175	1.1%	61%	False	False	86,236
10	1.6742	1.6110	0.0632	3.8%	0.0178	1.1%	74%	False	False	93,345
20	1.6742	1.6110	0.0632	3.8%	0.0181	1.1%	74%	False	False	92,916
40	1.7043	1.6110	0.0933	5.6%	0.0183	1.1%	50%	False	False	99,507
60	1.7043	1.5981	0.1062	6.4%	0.0191	1.2%	56%	False	False	98,856
80	1.7043	1.5507	0.1536	9.3%	0.0212	1.3%	70%	False	False	82,008
100	1.7043	1.4446	0.2597	15.7%	0.0198	1.2%	82%	False	False	65,648
120	1.7043	1.4180	0.2863	17.3%	0.0181	1.1%	84%	False	False	54,711

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0047
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.7395
2.618	1.7124
1.618	1.6958
1.000	1.6855
0.618	1.6792
HIGH	1.6689
0.618	1.6626
0.500	1.6606
0.382	1.6586
LOW	1.6523
0.618	1.6420
1.000	1.6357
1.618	1.6254
2.618	1.6088
4.250	1.5818

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	1.6606	1.6612
PP	1.6597	1.6601
S1	1.6588	1.6590

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

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