ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 05-Aug-2013

Day Change Summary
	Previous	Current
	02-Aug-2013	05-Aug-2013	Change	Change %	Previous Week
Open	82.430	82.010	-0.420	-0.5%	81.775
High	82.610	82.160	-0.450	-0.5%	82.610
Low	81.900	81.810	-0.090	-0.1%	81.480
Close	81.978	81.936	-0.042	-0.1%	81.978
Range	0.710	0.350	-0.360	-50.7%	1.130
ATR	0.650	0.628	-0.021	-3.3%	0.000
Volume	43,028	24,480	-18,548	-43.1%	212,371

Daily Pivots for day following 05-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.019	82.827	82.129
R3	82.669	82.477	82.032
R2	82.319	82.319	82.000
R1	82.127	82.127	81.968	82.048
PP	81.969	81.969	81.969	81.929
S1	81.777	81.777	81.904	81.698
S2	81.619	81.619	81.872
S3	81.269	81.427	81.840
S4	80.919	81.077	81.744

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.413	84.825	82.600
R3	84.283	83.695	82.289
R2	83.153	83.153	82.185
R1	82.565	82.565	82.082	82.859
PP	82.023	82.023	82.023	82.170
S1	81.435	81.435	81.874	81.729
S2	80.893	80.893	81.771
S3	79.763	80.305	81.667
S4	78.633	79.175	81.357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.610	81.480	1.130	1.4%	0.616	0.8%	40%	False	False	41,923
10	82.610	81.480	1.130	1.4%	0.543	0.7%	40%	False	False	34,805
20	84.965	81.480	3.485	4.3%	0.604	0.7%	13%	False	False	35,808
40	84.965	80.615	4.350	5.3%	0.603	0.7%	30%	False	False	35,796
60	84.965	80.615	4.350	5.3%	0.618	0.8%	30%	False	False	24,315
80	84.965	80.615	4.350	5.3%	0.589	0.7%	30%	False	False	18,263
100	84.965	80.615	4.350	5.3%	0.551	0.7%	30%	False	False	14,628
120	84.965	80.615	4.350	5.3%	0.466	0.6%	30%	False	False	12,198

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.143
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	83.648
2.618	83.076
1.618	82.726
1.000	82.510
0.618	82.376
HIGH	82.160
0.618	82.026
0.500	81.985
0.382	81.944
LOW	81.810
0.618	81.594
1.000	81.460
1.618	81.244
2.618	80.894
4.250	80.323

Fisher Pivots for day following 05-Aug-2013
Pivot	1 day	3 day
R1	81.985	82.150
PP	81.969	82.079
S1	81.952	82.007

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

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