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By Sam Holden LONDON, Nov 24 (Reuters) - Manchester City manager Manuel Pellegrini is feeling the pressure ahead of his side's must-win match at home to Bayern Munich in the Champions League on Tuesday but the Chilean says it is all self-inflicted. The Premier League champions are bottom of Group E with just two points from four games and require victories from their remaining two matches to stand a chance of qualifying for the last 16. After a disappointing start to their Premier League title defence and facing an early European exit, Pellegrini says he, more than anyone, understands the importance of winning the match. "My own pressure to continue to the next round is an important pressure, more maybe than the owners," he told reporters. "Of course, I think we must be in the next stage." If beating the 2013 European and current German champions Bayern wasn't enough of a daunting task, City will be without suspended midfield pair, Yaya Toure and Fernandinho, while playmaker David Silva is still sidelined through injury. The Manchester side did, however, receive a boost when captain Vincent Kompany returned from a calf problem in the side's 2-1 home win against Swansea City on Saturday. A City win on Tuesday would mean they visit AS Roma in the final group game with a chance of qualifying for the knockout stage. Roma travel to CSKA Moscow on Tuesday with both teams level on four points. Bayern are undefeated in all competitions this season, with Saturday's 4-0 demolition of Hoffenheim further proof of their devastating power even when dealing with a string of injuries. Captain Philipp Lahm is out for three months with a broken ankle and Bayern are still without Thiago Alcantara, Holger Badstuber, David Alaba and Javi Martinez. But Germany captain Bastian Schweinsteiger celebrated his comeback from injury on Saturday by setting up Bayern's fourth goal after coming on as a 77th minute substitute. Bayern have already secured top spot in the group with two games to spare but promise no complacency in Manchester. "We will not just go there and play relaxed and see what comes out," said winger Arjen Robben. (Additional reporting by Karolos Grohmann in Berlin; Editing by Ian Chadband)