ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	81.545	81.400	-0.145	-0.2%	81.320
High	81.700	81.555	-0.145	-0.2%	81.950
Low	81.245	81.305	0.060	0.1%	80.770
Close	81.392	81.441	0.049	0.1%	81.392
Range	0.455	0.250	-0.205	-45.1%	1.180
ATR	0.552	0.530	-0.022	-3.9%	0.000
Volume	30,453	16,701	-13,752	-45.2%	154,316

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.184	82.062	81.579
R3	81.934	81.812	81.510
R2	81.684	81.684	81.487
R1	81.562	81.562	81.464	81.623
PP	81.434	81.434	81.434	81.464
S1	81.312	81.312	81.418	81.373
S2	81.184	81.184	81.395
S3	80.934	81.062	81.372
S4	80.684	80.812	81.304

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.911	84.331	82.041
R3	83.731	83.151	81.717
R2	82.551	82.551	81.608
R1	81.971	81.971	81.500	82.261
PP	81.371	81.371	81.371	81.516
S1	80.791	80.791	81.284	81.081
S2	80.191	80.191	81.176
S3	79.011	79.611	81.068
S4	77.831	78.431	80.743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.950	80.770	1.180	1.4%	0.496	0.6%	57%	False	False	29,949
10	81.995	80.770	1.225	1.5%	0.472	0.6%	55%	False	False	28,191
20	82.610	80.770	1.840	2.3%	0.503	0.6%	36%	False	False	31,797
40	84.965	80.770	4.195	5.2%	0.550	0.7%	16%	False	False	32,877
60	84.965	80.615	4.350	5.3%	0.586	0.7%	19%	False	False	31,320
80	84.965	80.615	4.350	5.3%	0.588	0.7%	19%	False	False	23,573
100	84.965	80.615	4.350	5.3%	0.556	0.7%	19%	False	False	18,876
120	84.965	80.615	4.350	5.3%	0.523	0.6%	19%	False	False	15,751

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.109
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	82.618
2.618	82.210
1.618	81.960
1.000	81.805
0.618	81.710
HIGH	81.555
0.618	81.460
0.500	81.430
0.382	81.401
LOW	81.305
0.618	81.151
1.000	81.055
1.618	80.901
2.618	80.651
4.250	80.243

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	81.437	81.598
PP	81.434	81.545
S1	81.430	81.493

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

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