ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 20-Mar-2013

Day Change Summary
	Previous	Current
	19-Mar-2013	20-Mar-2013	Change	Change %	Previous Week
Open	82.935	83.240	0.305	0.4%	83.020
High	83.315	83.245	-0.070	-0.1%	83.420
Low	82.830	82.725	-0.105	-0.1%	82.255
Close	83.211	82.948	-0.263	-0.3%	82.466
Range	0.485	0.520	0.035	7.2%	1.165
ATR	0.512	0.512	0.001	0.1%	0.000
Volume	32,722	30,489	-2,233	-6.8%	164,781

Daily Pivots for day following 20-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.533	84.260	83.234
R3	84.013	83.740	83.091
R2	83.493	83.493	83.043
R1	83.220	83.220	82.996	83.097
PP	82.973	82.973	82.973	82.911
S1	82.700	82.700	82.900	82.577
S2	82.453	82.453	82.853
S3	81.933	82.180	82.805
S4	81.413	81.660	82.662

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%	0.569	0.7%	59%	False	False	37,970
10	83.420	82.210	1.210	1.5%	0.577	0.7%	61%	False	False	26,896
20	83.420	81.350	2.070	2.5%	0.538	0.6%	77%	False	False	13,751
40	83.420	79.090	4.330	5.2%	0.437	0.5%	89%	False	False	6,907
60	83.420	79.090	4.330	5.2%	0.373	0.5%	89%	False	False	4,612
80	83.420	79.090	4.330	5.2%	0.293	0.4%	89%	False	False	3,485
100	83.420	79.090	4.330	5.2%	0.234	0.3%	89%	False	False	2,788

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.119
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.455
2.618	84.606
1.618	84.086
1.000	83.765
0.618	83.566
HIGH	83.245
0.618	83.046
0.500	82.985
0.382	82.924
LOW	82.725
0.618	82.404
1.000	82.205
1.618	81.884
2.618	81.364
4.250	80.515

Fisher Pivots for day following 20-Mar-2013
Pivot	1 day	3 day
R1	82.985	82.970
PP	82.973	82.963
S1	82.960	82.955

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

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