ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 21-Mar-2013

Day Change Summary
	Previous	Current
	20-Mar-2013	21-Mar-2013	Change	Change %	Previous Week
Open	83.370	83.105	-0.265	-0.3%	83.000
High	83.370	83.265	-0.105	-0.1%	83.600
Low	82.970	82.950	-0.020	0.0%	82.686
Close	83.143	83.090	-0.053	-0.1%	82.686
Range	0.400	0.315	-0.085	-21.3%	0.914
ATR	0.281	0.284	0.002	0.9%	0.000
Volume	41	275	234	570.7%	1,020

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.047	83.883	83.263
R3	83.732	83.568	83.177
R2	83.417	83.417	83.148
R1	83.253	83.253	83.119	83.178
PP	83.102	83.102	83.102	83.064
S1	82.938	82.938	83.061	82.863
S2	82.787	82.787	83.032
S3	82.472	82.623	83.003
S4	82.157	82.308	82.917

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	83.500	82.686	0.814	1.0%	0.299	0.4%	50%	False	False	67
10	83.600	82.686	0.914	1.1%	0.220	0.3%	44%	False	False	135
20	83.600	82.005	1.595	1.9%	0.116	0.1%	68%	False	False	68
40	83.600	79.465	4.135	5.0%	0.058	0.1%	88%	False	False	34
60	83.600	79.465	4.135	5.0%	0.039	0.0%	88%	False	False	22
80	83.600	79.465	4.135	5.0%	0.029	0.0%	88%	False	False	17

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	0.017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.604
2.618	84.090
1.618	83.775
1.000	83.580
0.618	83.460
HIGH	83.265
0.618	83.145
0.500	83.108
0.382	83.070
LOW	82.950
0.618	82.755
1.000	82.635
1.618	82.440
2.618	82.125
4.250	81.611

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	83.108	83.225
PP	83.102	83.180
S1	83.096	83.135

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

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