ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 15-Mar-2013

Day Change Summary
	Previous	Current
	14-Mar-2013	15-Mar-2013	Change	Change %	Previous Week
Open	83.160	82.785	-0.375	-0.5%	83.020
High	83.420	82.860	-0.560	-0.7%	83.420
Low	82.665	82.255	-0.410	-0.5%	82.255
Close	82.858	82.466	-0.392	-0.5%	82.466
Range	0.755	0.605	-0.150	-19.9%	1.165
ATR	0.497	0.504	0.008	1.6%	0.000
Volume	49,631	46,700	-2,931	-5.9%	164,781

Daily Pivots for day following 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.342	84.009	82.799
R3	83.737	83.404	82.632
R2	83.132	83.132	82.577
R1	82.799	82.799	82.521	82.663
PP	82.527	82.527	82.527	82.459
S1	82.194	82.194	82.411	82.058
S2	81.922	81.922	82.355
S3	81.317	81.589	82.300
S4	80.712	80.984	82.133

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	86.209	85.502	83.107
R3	85.044	84.337	82.786
R2	83.879	83.879	82.680
R1	83.172	83.172	82.573	82.943
PP	82.714	82.714	82.714	82.599
S1	82.007	82.007	82.359	81.778
S2	81.549	81.549	82.252
S3	80.384	80.842	82.146
S4	79.219	79.677	81.825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.420	82.255	1.165	1.4%	0.562	0.7%	18%	False	True	32,956
10	83.420	82.165	1.255	1.5%	0.560	0.7%	24%	False	False	17,892
20	83.420	80.550	2.870	3.5%	0.525	0.6%	67%	False	False	9,087
40	83.420	79.090	4.330	5.3%	0.415	0.5%	78%	False	False	4,572
60	83.420	79.090	4.330	5.3%	0.352	0.4%	78%	False	False	3,054
80	83.420	79.090	4.330	5.3%	0.274	0.3%	78%	False	False	2,316
100	83.420	79.090	4.330	5.3%	0.219	0.3%	78%	False	False	1,853

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	0.114
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.431
2.618	84.444
1.618	83.839
1.000	83.465
0.618	83.234
HIGH	82.860
0.618	82.629
0.500	82.558
0.382	82.486
LOW	82.255
0.618	81.881
1.000	81.650
1.618	81.276
2.618	80.671
4.250	79.684

Fisher Pivots for day following 15-Mar-2013
Pivot	1 day	3 day
R1	82.558	82.838
PP	82.527	82.714
S1	82.497	82.590

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

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