ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 03-Jul-2014

Day Change Summary
	Previous	Current
	02-Jul-2014	03-Jul-2014	Change	Change %	Previous Week
Open	79.860	79.990	0.130	0.2%	80.445
High	80.025	80.600	0.575	0.7%	80.505
Low	79.835	79.975	0.140	0.2%	80.060
Close	79.985	80.281	0.296	0.4%	80.086
Range	0.190	0.625	0.435	228.9%	0.445
ATR	0.268	0.294	0.025	9.5%	0.000
Volume	15,146	23,384	8,238	54.4%	89,868

Daily Pivots for day following 03-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.160	81.846	80.625
R3	81.535	81.221	80.453
R2	80.910	80.910	80.396
R1	80.596	80.596	80.338	80.753
PP	80.285	80.285	80.285	80.364
S1	79.971	79.971	80.224	80.128
S2	79.660	79.660	80.166
S3	79.035	79.346	80.109
S4	78.410	78.721	79.937

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.552	81.264	80.331
R3	81.107	80.819	80.208
R2	80.662	80.662	80.168
R1	80.374	80.374	80.127	80.296
PP	80.217	80.217	80.217	80.178
S1	79.929	79.929	80.045	79.851
S2	79.772	79.772	80.004
S3	79.327	79.484	79.964
S4	78.882	79.039	79.841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.600	79.770	0.830	1.0%	0.295	0.4%	62%	True	False	19,722
10	80.600	79.770	0.830	1.0%	0.269	0.3%	62%	True	False	18,552
20	81.010	79.770	1.240	1.5%	0.291	0.4%	41%	False	False	17,414
40	81.170	79.055	2.115	2.6%	0.284	0.4%	58%	False	False	9,052
60	81.170	79.055	2.115	2.6%	0.263	0.3%	58%	False	False	6,077
80	81.170	79.055	2.115	2.6%	0.256	0.3%	58%	False	False	4,568
100	81.220	79.055	2.165	2.7%	0.227	0.3%	57%	False	False	3,655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	83.256
2.618	82.236
1.618	81.611
1.000	81.225
0.618	80.986
HIGH	80.600
0.618	80.361
0.500	80.288
0.382	80.214
LOW	79.975
0.618	79.589
1.000	79.350
1.618	78.964
2.618	78.339
4.250	77.319

Fisher Pivots for day following 03-Jul-2014
Pivot	1 day	3 day
R1	80.288	80.249
PP	80.285	80.217
S1	80.283	80.185

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

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