ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 24-Jun-2013

Day Change Summary
	Previous	Current
	21-Jun-2013	24-Jun-2013	Change	Change %	Previous Week
Open	81.910	82.710	0.800	1.0%	80.810
High	82.745	83.050	0.305	0.4%	82.745
Low	81.765	82.525	0.760	0.9%	80.615
Close	82.517	82.633	0.116	0.1%	82.517
Range	0.980	0.525	-0.455	-46.4%	2.130
ATR	0.671	0.661	-0.010	-1.5%	0.000
Volume	53,829	42,419	-11,410	-21.2%	233,133

Daily Pivots for day following 24-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.311	83.997	82.922
R3	83.786	83.472	82.777
R2	83.261	83.261	82.729
R1	82.947	82.947	82.681	82.842
PP	82.736	82.736	82.736	82.683
S1	82.422	82.422	82.585	82.317
S2	82.211	82.211	82.537
S3	81.686	81.897	82.489
S4	81.161	81.372	82.344

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	88.349	87.563	83.689
R3	86.219	85.433	83.103
R2	84.089	84.089	82.908
R1	83.303	83.303	82.712	83.696
PP	81.959	81.959	81.959	82.156
S1	81.173	81.173	82.322	81.566
S2	79.829	79.829	82.127
S3	77.699	79.043	81.931
S4	75.569	76.913	81.346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.050	80.615	2.435	2.9%	0.776	0.9%	83%	True	False	49,198
10	83.050	80.615	2.435	2.9%	0.650	0.8%	83%	True	False	40,078
20	84.730	80.615	4.115	5.0%	0.692	0.8%	49%	False	False	21,645
40	84.835	80.615	4.220	5.1%	0.633	0.8%	48%	False	False	10,941
60	84.835	80.615	4.220	5.1%	0.564	0.7%	48%	False	False	7,321
80	84.835	80.615	4.220	5.1%	0.485	0.6%	48%	False	False	5,520
100	84.835	79.878	4.957	6.0%	0.388	0.5%	56%	False	False	4,416
120	84.835	79.465	5.370	6.5%	0.323	0.4%	59%	False	False	3,680

Crabel Price Patterns
NR	True
NR4	True
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	0.148
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.281
2.618	84.424
1.618	83.899
1.000	83.575
0.618	83.374
HIGH	83.050
0.618	82.849
0.500	82.788
0.382	82.726
LOW	82.525
0.618	82.201
1.000	82.000
1.618	81.676
2.618	81.151
4.250	80.294

Fisher Pivots for day following 24-Jun-2013
Pivot	1 day	3 day
R1	82.788	82.504
PP	82.736	82.374
S1	82.685	82.245

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

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