ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 03-Jun-2013

Day Change Summary
	Previous	Current
	31-May-2013	03-Jun-2013	Change	Change %	Previous Week
Open	83.100	83.355	0.255	0.3%	83.725
High	83.650	83.415	-0.235	-0.3%	84.430
Low	83.050	82.455	-0.595	-0.7%	83.010
Close	83.401	82.688	-0.713	-0.9%	83.401
Range	0.600	0.960	0.360	60.0%	1.420
ATR	0.659	0.681	0.021	3.3%	0.000
Volume	40,093	50,020	9,927	24.8%	177,024

Daily Pivots for day following 03-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.733	85.170	83.216
R3	84.773	84.210	82.952
R2	83.813	83.813	82.864
R1	83.250	83.250	82.776	83.052
PP	82.853	82.853	82.853	82.753
S1	82.290	82.290	82.600	82.092
S2	81.893	81.893	82.512
S3	80.933	81.330	82.424
S4	79.973	80.370	82.160

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	87.874	87.057	84.182
R3	86.454	85.637	83.792
R2	85.034	85.034	83.661
R1	84.217	84.217	83.531	83.916
PP	83.614	83.614	83.614	83.463
S1	82.797	82.797	83.271	82.496
S2	82.194	82.194	83.141
S3	80.774	81.377	83.011
S4	79.354	79.957	82.620

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.430	82.455	1.975	2.4%	0.773	0.9%	12%	False	True	45,408
10	84.595	82.455	2.140	2.6%	0.747	0.9%	11%	False	True	47,642
20	84.595	81.780	2.815	3.4%	0.675	0.8%	32%	False	False	40,764
40	84.595	81.370	3.225	3.9%	0.600	0.7%	41%	False	False	35,515
60	84.595	81.370	3.225	3.9%	0.595	0.7%	41%	False	False	32,636
80	84.595	80.180	4.415	5.3%	0.558	0.7%	57%	False	False	24,601
100	84.595	79.090	5.505	6.7%	0.502	0.6%	65%	False	False	19,689
120	84.595	79.090	5.505	6.7%	0.450	0.5%	65%	False	False	16,422

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	0.125
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	87.495
2.618	85.928
1.618	84.968
1.000	84.375
0.618	84.008
HIGH	83.415
0.618	83.048
0.500	82.935
0.382	82.822
LOW	82.455
0.618	81.862
1.000	81.495
1.618	80.902
2.618	79.942
4.250	78.375

Fisher Pivots for day following 03-Jun-2013
Pivot	1 day	3 day
R1	82.935	83.110
PP	82.853	82.969
S1	82.770	82.829

Download as Excel Spreadsheet

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

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