ICE US Dollar Index Future September 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	83.025	83.370	0.345	0.4%	83.000
High	83.500	83.370	-0.130	-0.2%	83.600
Low	83.025	82.970	-0.055	-0.1%	82.686
Close	83.451	83.143	-0.308	-0.4%	82.686
Range	0.475	0.400	-0.075	-15.8%	0.914
ATR	0.266	0.281	0.015	5.8%	0.000
Volume	9	41	32	355.6%	1,020

Daily Pivots for day following 20-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.361	84.152	83.363
R3	83.961	83.752	83.253
R2	83.561	83.561	83.216
R1	83.352	83.352	83.180	83.257
PP	83.161	83.161	83.161	83.113
S1	82.952	82.952	83.106	82.857
S2	82.761	82.761	83.070
S3	82.361	82.552	83.033
S4	81.961	82.152	82.923

Weekly Pivots for week ending 15-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.733	85.123	83.189
R3	84.819	84.209	82.937
R2	83.905	83.905	82.854
R1	83.295	83.295	82.770	83.143
PP	82.991	82.991	82.991	82.915
S1	82.381	82.381	82.602	82.229
S2	82.077	82.077	82.518
S3	81.163	81.467	82.435
S4	80.249	80.553	82.183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.600	82.686	0.914	1.1%	0.276	0.3%	50%	False	False	13
10	83.600	82.500	1.100	1.3%	0.200	0.2%	58%	False	False	108
20	83.600	81.971	1.629	2.0%	0.100	0.1%	72%	False	False	54
40	83.600	79.465	4.135	5.0%	0.050	0.1%	89%	False	False	27
60	83.600	79.465	4.135	5.0%	0.033	0.0%	89%	False	False	18
80	83.600	79.465	4.135	5.0%	0.025	0.0%	89%	False	False	13

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	0.001
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.070
2.618	84.417
1.618	84.017
1.000	83.770
0.618	83.617
HIGH	83.370
0.618	83.217
0.500	83.170
0.382	83.123
LOW	82.970
0.618	82.723
1.000	82.570
1.618	82.323
2.618	81.923
4.250	81.270

Fisher Pivots for day following 20-Mar-2013
Pivot	1 day	3 day
R1	83.170	83.200
PP	83.161	83.181
S1	83.152	83.162

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

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