ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 04-Jun-2013

Day Change Summary
	Previous	Current
	03-Jun-2013	04-Jun-2013	Change	Change %	Previous Week
Open	83.355	82.730	-0.625	-0.7%	83.725
High	83.415	83.000	-0.415	-0.5%	84.430
Low	82.455	82.630	0.175	0.2%	83.010
Close	82.688	82.802	0.114	0.1%	83.401
Range	0.960	0.370	-0.590	-61.5%	1.420
ATR	0.681	0.658	-0.022	-3.3%	0.000
Volume	50,020	25,272	-24,748	-49.5%	177,024

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.921	83.731	83.006
R3	83.551	83.361	82.904
R2	83.181	83.181	82.870
R1	82.991	82.991	82.836	83.086
PP	82.811	82.811	82.811	82.858
S1	82.621	82.621	82.768	82.716
S2	82.441	82.441	82.734
S3	82.071	82.251	82.700
S4	81.701	81.881	82.599

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%	0.715	0.9%	18%	False	False	42,634
10	84.595	82.455	2.140	2.6%	0.724	0.9%	16%	False	False	46,700
20	84.595	81.780	2.815	3.4%	0.672	0.8%	36%	False	False	41,026
40	84.595	81.370	3.225	3.9%	0.600	0.7%	44%	False	False	35,663
60	84.595	81.370	3.225	3.9%	0.587	0.7%	44%	False	False	32,931
80	84.595	80.180	4.415	5.3%	0.558	0.7%	59%	False	False	24,916
100	84.595	79.090	5.505	6.6%	0.502	0.6%	67%	False	False	19,942
120	84.595	79.090	5.505	6.6%	0.453	0.5%	67%	False	False	16,628

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.119
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	84.573
2.618	83.969
1.618	83.599
1.000	83.370
0.618	83.229
HIGH	83.000
0.618	82.859
0.500	82.815
0.382	82.771
LOW	82.630
0.618	82.401
1.000	82.260
1.618	82.031
2.618	81.661
4.250	81.058

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	82.815	83.053
PP	82.811	82.969
S1	82.806	82.886

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

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