ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 05-Jun-2013

Day Change Summary
	Previous	Current
	04-Jun-2013	05-Jun-2013	Change	Change %	Previous Week
Open	83.015	83.095	0.080	0.1%	83.995
High	83.260	83.190	-0.070	-0.1%	84.730
Low	82.950	82.755	-0.195	-0.2%	83.270
Close	83.087	82.857	-0.230	-0.3%	83.671
Range	0.310	0.435	0.125	40.3%	1.460
ATR	0.595	0.583	-0.011	-1.9%	0.000
Volume	350	3,256	2,906	830.3%	2,285

Daily Pivots for day following 05-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.239	83.983	83.096
R3	83.804	83.548	82.977
R2	83.369	83.369	82.937
R1	83.113	83.113	82.897	83.024
PP	82.934	82.934	82.934	82.889
S1	82.678	82.678	82.817	82.589
S2	82.499	82.499	82.777
S3	82.064	82.243	82.737
S4	81.629	81.808	82.618

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	84.045	82.735	1.310	1.6%	0.618	0.7%	9%	False	False	1,372
10	84.835	82.735	2.100	2.5%	0.600	0.7%	6%	False	False	974
20	84.835	82.105	2.730	3.3%	0.617	0.7%	28%	False	False	615
40	84.835	81.510	3.325	4.0%	0.530	0.6%	41%	False	False	353
60	84.835	81.510	3.325	4.0%	0.488	0.6%	41%	False	False	271
80	84.835	80.537	4.298	5.2%	0.368	0.4%	54%	False	False	210
100	84.835	79.465	5.370	6.5%	0.294	0.4%	63%	False	False	168
120	84.835	79.465	5.370	6.5%	0.245	0.3%	63%	False	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.070
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.039
2.618	84.329
1.618	83.894
1.000	83.625
0.618	83.459
HIGH	83.190
0.618	83.024
0.500	82.973
0.382	82.921
LOW	82.755
0.618	82.486
1.000	82.320
1.618	82.051
2.618	81.616
4.250	80.906

Fisher Pivots for day following 05-Jun-2013
Pivot	1 day	3 day
R1	82.973	83.203
PP	82.934	83.087
S1	82.896	82.972

Download as Excel Spreadsheet

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

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