ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 28-Aug-2014

Day Change Summary
	Previous	Current
	27-Aug-2014	28-Aug-2014	Change	Change %	Previous Week
Open	82.690	82.490	-0.200	-0.2%	81.500
High	82.755	82.625	-0.130	-0.2%	82.510
Low	82.425	82.340	-0.085	-0.1%	81.430
Close	82.449	82.516	0.067	0.1%	82.377
Range	0.330	0.285	-0.045	-13.6%	1.080
ATR	0.279	0.280	0.000	0.1%	0.000
Volume	19,537	19,799	262	1.3%	107,117

Daily Pivots for day following 28-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.349	83.217	82.673
R3	83.064	82.932	82.594
R2	82.779	82.779	82.568
R1	82.647	82.647	82.542	82.713
PP	82.494	82.494	82.494	82.527
S1	82.362	82.362	82.490	82.428
S2	82.209	82.209	82.464
S3	81.924	82.077	82.438
S4	81.639	81.792	82.359

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	85.346	84.941	82.971
R3	84.266	83.861	82.674
R2	83.186	83.186	82.575
R1	82.781	82.781	82.476	82.984
PP	82.106	82.106	82.106	82.207
S1	81.701	81.701	82.278	81.904
S2	81.026	81.026	82.179
S3	79.946	80.621	82.080
S4	78.866	79.541	81.783

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.755	82.125	0.630	0.8%	0.291	0.4%	62%	False	False	19,878
10	82.755	81.420	1.335	1.6%	0.292	0.4%	82%	False	False	19,765
20	82.755	81.265	1.490	1.8%	0.278	0.3%	84%	False	False	20,728
40	82.755	79.975	2.780	3.4%	0.255	0.3%	91%	False	False	19,163
60	82.755	79.770	2.985	3.6%	0.269	0.3%	92%	False	False	18,256
80	82.755	79.055	3.700	4.5%	0.264	0.3%	94%	False	False	13,816
100	82.755	79.055	3.700	4.5%	0.259	0.3%	94%	False	False	11,079
120	82.755	79.055	3.700	4.5%	0.252	0.3%	94%	False	False	9,238

Crabel Price Patterns
NR	True
NR4	False
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	0.072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.836
2.618	83.371
1.618	83.086
1.000	82.910
0.618	82.801
HIGH	82.625
0.618	82.516
0.500	82.483
0.382	82.449
LOW	82.340
0.618	82.164
1.000	82.055
1.618	81.879
2.618	81.594
4.250	81.129

Fisher Pivots for day following 28-Aug-2014
Pivot	1 day	3 day
R1	82.505	82.548
PP	82.494	82.537
S1	82.483	82.527

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

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