ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	82.915	82.530	-0.385	-0.5%	82.760
High	83.180	82.605	-0.575	-0.7%	83.180
Low	82.440	82.060	-0.380	-0.5%	82.060
Close	82.623	82.256	-0.367	-0.4%	82.256
Range	0.740	0.545	-0.195	-26.4%	1.120
ATR	0.530	0.533	0.002	0.4%	0.000
Volume	36,804	15,347	-21,457	-58.3%	163,772

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.942	83.644	82.556
R3	83.397	83.099	82.406
R2	82.852	82.852	82.356
R1	82.554	82.554	82.306	82.431
PP	82.307	82.307	82.307	82.245
S1	82.009	82.009	82.206	81.886
S2	81.762	81.762	82.156
S3	81.217	81.464	82.106
S4	80.672	80.919	81.956

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.859	85.177	82.872
R3	84.739	84.057	82.564
R2	83.619	83.619	82.461
R1	82.937	82.937	82.359	82.718
PP	82.499	82.499	82.499	82.389
S1	81.817	81.817	82.153	81.598
S2	81.379	81.379	82.051
S3	80.259	80.697	81.948
S4	79.139	79.577	81.640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.180	82.060	1.120	1.4%	0.550	0.7%	18%	False	True	32,754
10	83.180	81.955	1.225	1.5%	0.553	0.7%	25%	False	False	30,881
20	83.180	80.305	2.875	3.5%	0.546	0.7%	68%	False	False	32,840
40	83.180	78.915	4.265	5.2%	0.480	0.6%	78%	False	False	30,592
60	83.180	78.915	4.265	5.2%	0.465	0.6%	78%	False	False	28,399
80	83.180	78.915	4.265	5.2%	0.442	0.5%	78%	False	False	22,742
100	83.180	78.915	4.265	5.2%	0.410	0.5%	78%	False	False	18,212
120	83.180	78.915	4.265	5.2%	0.375	0.5%	78%	False	False	15,182

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	0.116
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.921
2.618	84.032
1.618	83.487
1.000	83.150
0.618	82.942
HIGH	82.605
0.618	82.397
0.500	82.333
0.382	82.268
LOW	82.060
0.618	81.723
1.000	81.515
1.618	81.178
2.618	80.633
4.250	79.744

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	82.333	82.620
PP	82.307	82.499
S1	82.282	82.377

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

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