ICE US Dollar Index Future September 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	83.655	83.015	-0.640	-0.8%	83.995
High	83.670	83.260	-0.410	-0.5%	84.730
Low	82.735	82.950	0.215	0.3%	83.270
Close	82.978	83.087	0.109	0.1%	83.671
Range	0.935	0.310	-0.625	-66.8%	1.460
ATR	0.617	0.595	-0.022	-3.6%	0.000
Volume	2,236	350	-1,886	-84.3%	2,285

Daily Pivots for day following 04-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.029	83.868	83.258
R3	83.719	83.558	83.172
R2	83.409	83.409	83.144
R1	83.248	83.248	83.115	83.329
PP	83.099	83.099	83.099	83.139
S1	82.938	82.938	83.059	83.019
S2	82.789	82.789	83.030
S3	82.479	82.628	83.002
S4	82.169	82.318	82.917

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	88.270	87.431	84.474
R3	86.810	85.971	84.073
R2	85.350	85.350	83.939
R1	84.511	84.511	83.805	84.201
PP	83.890	83.890	83.890	83.735
S1	83.051	83.051	83.537	82.741
S2	82.430	82.430	83.403
S3	80.970	81.591	83.270
S4	79.510	80.131	82.868

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.730	82.735	1.995	2.4%	0.707	0.9%	18%	False	False	843
10	84.835	82.735	2.100	2.5%	0.650	0.8%	17%	False	False	698
20	84.835	81.975	2.860	3.4%	0.625	0.8%	39%	False	False	456
40	84.835	81.510	3.325	4.0%	0.526	0.6%	47%	False	False	273
60	84.835	81.510	3.325	4.0%	0.481	0.6%	47%	False	False	226
80	84.835	80.533	4.302	5.2%	0.362	0.4%	59%	False	False	169
100	84.835	79.465	5.370	6.5%	0.290	0.3%	67%	False	False	135
120	84.835	79.465	5.370	6.5%	0.242	0.3%	67%	False	False	113

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.094
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	84.578
2.618	84.072
1.618	83.762
1.000	83.570
0.618	83.452
HIGH	83.260
0.618	83.142
0.500	83.105
0.382	83.068
LOW	82.950
0.618	82.758
1.000	82.640
1.618	82.448
2.618	82.138
4.250	81.633

Fisher Pivots for day following 04-Jun-2013
Pivot	1 day	3 day
R1	83.105	83.330
PP	83.099	83.249
S1	83.093	83.168

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

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