ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 07-Jun-2013

Day Change Summary
	Previous	Current
	06-Jun-2013	07-Jun-2013	Change	Change %	Previous Week
Open	82.830	81.870	-0.960	-1.2%	83.655
High	82.940	82.130	-0.810	-1.0%	83.670
Low	81.345	81.345	0.000	0.0%	81.345
Close	81.802	81.930	0.128	0.2%	81.930
Range	1.595	0.785	-0.810	-50.8%	2.325
ATR	0.656	0.665	0.009	1.4%	0.000
Volume	9,691	5,477	-4,214	-43.5%	21,010

Daily Pivots for day following 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.157	83.828	82.362
R3	83.372	83.043	82.146
R2	82.587	82.587	82.074
R1	82.258	82.258	82.002	82.423
PP	81.802	81.802	81.802	81.884
S1	81.473	81.473	81.858	81.638
S2	81.017	81.017	81.786
S3	80.232	80.688	81.714
S4	79.447	79.903	81.498

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	89.290	87.935	83.209
R3	86.965	85.610	82.569
R2	84.640	84.640	82.356
R1	83.285	83.285	82.143	82.800
PP	82.315	82.315	82.315	82.073
S1	80.960	80.960	81.717	80.475
S2	79.990	79.990	81.504
S3	77.665	78.635	81.291
S4	75.340	76.310	80.651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.670	81.345	2.325	2.8%	0.812	1.0%	25%	False	True	4,202
10	84.730	81.345	3.385	4.1%	0.702	0.9%	17%	False	True	2,329
20	84.835	81.345	3.490	4.3%	0.648	0.8%	17%	False	True	1,354
40	84.835	81.345	3.490	4.3%	0.575	0.7%	17%	False	True	731
60	84.835	81.345	3.490	4.3%	0.516	0.6%	17%	False	True	516
80	84.835	80.900	3.935	4.8%	0.397	0.5%	26%	False	False	400
100	84.835	79.465	5.370	6.6%	0.318	0.4%	46%	False	False	320
120	84.835	79.465	5.370	6.6%	0.265	0.3%	46%	False	False	266

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	0.091
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.466
2.618	84.185
1.618	83.400
1.000	82.915
0.618	82.615
HIGH	82.130
0.618	81.830
0.500	81.738
0.382	81.645
LOW	81.345
0.618	80.860
1.000	80.560
1.618	80.075
2.618	79.290
4.250	78.009

Fisher Pivots for day following 07-Jun-2013
Pivot	1 day	3 day
R1	81.866	82.268
PP	81.802	82.155
S1	81.738	82.043

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

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