CME British Pound Future June 2010

Trading Metrics calculated at close of trading on 28-May-2010

Day Change Summary
	Previous	Current
	27-May-2010	28-May-2010	Change	Change %	Previous Week
Open	1.4373	1.4562	0.0189	1.3%	1.4462
High	1.4609	1.4613	0.0004	0.0%	1.4613
Low	1.4373	1.4435	0.0062	0.4%	1.4260
Close	1.4587	1.4488	-0.0099	-0.7%	1.4488
Range	0.0236	0.0178	-0.0058	-24.6%	0.0353
ATR	0.0208	0.0205	-0.0002	-1.0%	0.0000
Volume	109,077	138,585	29,508	27.1%	574,736

Daily Pivots for day following 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5046	1.4945	1.4586
R3	1.4868	1.4767	1.4537
R2	1.4690	1.4690	1.4521
R1	1.4589	1.4589	1.4504	1.4551
PP	1.4512	1.4512	1.4512	1.4493
S1	1.4411	1.4411	1.4472	1.4373
S2	1.4334	1.4334	1.4455
S3	1.4156	1.4233	1.4439
S4	1.3978	1.4055	1.4390

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.5513	1.5353	1.4682
R3	1.5160	1.5000	1.4585
R2	1.4807	1.4807	1.4553
R1	1.4647	1.4647	1.4520	1.4727
PP	1.4454	1.4454	1.4454	1.4494
S1	1.4294	1.4294	1.4456	1.4374
S2	1.4101	1.4101	1.4423
S3	1.3748	1.3941	1.4391
S4	1.3395	1.3588	1.4294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4613	1.4260	0.0353	2.4%	0.0178	1.2%	65%	True	False	114,947
10	1.4613	1.4227	0.0386	2.7%	0.0205	1.4%	68%	True	False	136,403
20	1.5317	1.4227	0.1090	7.5%	0.0233	1.6%	24%	False	False	155,505
40	1.5520	1.4227	0.1293	8.9%	0.0190	1.3%	20%	False	False	130,871
60	1.5520	1.4227	0.1293	8.9%	0.0183	1.3%	20%	False	False	118,000
80	1.5906	1.4227	0.1679	11.6%	0.0179	1.2%	16%	False	False	88,830
100	1.6434	1.4227	0.2207	15.2%	0.0169	1.2%	12%	False	False	71,106

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	0.0034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.5370
2.618	1.5079
1.618	1.4901
1.000	1.4791
0.618	1.4723
HIGH	1.4613
0.618	1.4545
0.500	1.4524
0.382	1.4503
LOW	1.4435
0.618	1.4325
1.000	1.4257
1.618	1.4147
2.618	1.3969
4.250	1.3679

Fisher Pivots for day following 28-May-2010
Pivot	1 day	3 day
R1	1.4524	1.4483
PP	1.4512	1.4477
S1	1.4500	1.4472

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

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