ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 09-Aug-2013

Day Change Summary
	Previous	Current
	08-Aug-2013	09-Aug-2013	Change	Change %	Previous Week
Open	81.325	81.100	-0.225	-0.3%	82.010
High	81.395	81.225	-0.170	-0.2%	82.160
Low	80.895	80.970	0.075	0.1%	80.895
Close	81.027	81.170	0.143	0.2%	81.170
Range	0.500	0.255	-0.245	-49.0%	1.265
ATR	0.607	0.582	-0.025	-4.1%	0.000
Volume	36,433	18,619	-17,814	-48.9%	147,780

Daily Pivots for day following 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.887	81.783	81.310
R3	81.632	81.528	81.240
R2	81.377	81.377	81.217
R1	81.273	81.273	81.193	81.325
PP	81.122	81.122	81.122	81.148
S1	81.018	81.018	81.147	81.070
S2	80.867	80.867	81.123
S3	80.612	80.763	81.100
S4	80.357	80.508	81.030

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.203	84.452	81.866
R3	83.938	83.187	81.518
R2	82.673	82.673	81.402
R1	81.922	81.922	81.286	81.665
PP	81.408	81.408	81.408	81.280
S1	80.657	80.657	81.054	80.400
S2	80.143	80.143	80.938
S3	78.878	79.392	80.822
S4	77.613	78.127	80.474

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.160	80.895	1.265	1.6%	0.434	0.5%	22%	False	False	29,556
10	82.610	80.895	1.715	2.1%	0.523	0.6%	16%	False	False	36,015
20	83.620	80.895	2.725	3.4%	0.531	0.7%	10%	False	False	33,110
40	84.965	80.615	4.350	5.4%	0.590	0.7%	13%	False	False	36,741
60	84.965	80.615	4.350	5.4%	0.616	0.8%	13%	False	False	26,357
80	84.965	80.615	4.350	5.4%	0.585	0.7%	13%	False	False	19,793
100	84.965	80.615	4.350	5.4%	0.557	0.7%	13%	False	False	15,860
120	84.965	80.615	4.350	5.4%	0.481	0.6%	13%	False	False	13,226

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.158
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	82.309
2.618	81.893
1.618	81.638
1.000	81.480
0.618	81.383
HIGH	81.225
0.618	81.128
0.500	81.098
0.382	81.067
LOW	80.970
0.618	80.812
1.000	80.715
1.618	80.557
2.618	80.302
4.250	79.886

Fisher Pivots for day following 09-Aug-2013
Pivot	1 day	3 day
R1	81.146	81.388
PP	81.122	81.315
S1	81.098	81.243

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

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