ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	82.120	81.965	-0.155	-0.2%	83.655
High	82.355	82.000	-0.355	-0.4%	83.670
Low	81.855	81.230	-0.625	-0.8%	81.345
Close	81.903	81.310	-0.593	-0.7%	81.930
Range	0.500	0.770	0.270	54.0%	2.325
ATR	0.653	0.661	0.008	1.3%	0.000
Volume	8,845	13,528	4,683	52.9%	21,010

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.823	83.337	81.734
R3	83.053	82.567	81.522
R2	82.283	82.283	81.451
R1	81.797	81.797	81.381	81.655
PP	81.513	81.513	81.513	81.443
S1	81.027	81.027	81.239	80.885
S2	80.743	80.743	81.169
S3	79.973	80.257	81.098
S4	79.203	79.487	80.887

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	83.190	81.230	1.960	2.4%	0.817	1.0%	4%	False	True	8,159
10	84.730	81.230	3.500	4.3%	0.762	0.9%	2%	False	True	4,501
20	84.835	81.230	3.605	4.4%	0.668	0.8%	2%	False	True	2,456
40	84.835	81.230	3.605	4.4%	0.583	0.7%	2%	False	True	1,286
60	84.835	81.230	3.605	4.4%	0.532	0.7%	2%	False	True	888
80	84.835	80.900	3.935	4.8%	0.413	0.5%	10%	False	False	679
100	84.835	79.465	5.370	6.6%	0.331	0.4%	34%	False	False	543
120	84.835	79.465	5.370	6.6%	0.276	0.3%	34%	False	False	453

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	0.111
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.273
2.618	84.016
1.618	83.246
1.000	82.770
0.618	82.476
HIGH	82.000
0.618	81.706
0.500	81.615
0.382	81.524
LOW	81.230
0.618	80.754
1.000	80.460
1.618	79.984
2.618	79.214
4.250	77.958

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	81.615	81.793
PP	81.513	81.632
S1	81.412	81.471

Download as Excel Spreadsheet

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

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