ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 12-Jun-2013

Day Change Summary
	Previous	Current
	11-Jun-2013	12-Jun-2013	Change	Change %	Previous Week
Open	81.965	81.310	-0.655	-0.8%	83.655
High	82.000	81.510	-0.490	-0.6%	83.670
Low	81.230	80.945	-0.285	-0.4%	81.345
Close	81.310	81.167	-0.143	-0.2%	81.930
Range	0.770	0.565	-0.205	-26.6%	2.325
ATR	0.661	0.655	-0.007	-1.0%	0.000
Volume	13,528	23,810	10,282	76.0%	21,010

Daily Pivots for day following 12-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.902	82.600	81.478
R3	82.337	82.035	81.322
R2	81.772	81.772	81.271
R1	81.470	81.470	81.219	81.339
PP	81.207	81.207	81.207	81.142
S1	80.905	80.905	81.115	80.774
S2	80.642	80.642	81.063
S3	80.077	80.340	81.012
S4	79.512	79.775	80.856

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	82.940	80.945	1.995	2.5%	0.843	1.0%	11%	False	True	12,270
10	84.045	80.945	3.100	3.8%	0.731	0.9%	7%	False	True	6,821
20	84.835	80.945	3.890	4.8%	0.671	0.8%	6%	False	True	3,631
40	84.835	80.945	3.890	4.8%	0.574	0.7%	6%	False	True	1,863
60	84.835	80.945	3.890	4.8%	0.534	0.7%	6%	False	True	1,285
80	84.835	80.945	3.890	4.8%	0.420	0.5%	6%	False	True	977
100	84.835	79.465	5.370	6.6%	0.336	0.4%	32%	False	False	781
120	84.835	79.465	5.370	6.6%	0.280	0.3%	32%	False	False	651

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	0.124
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.911
2.618	82.989
1.618	82.424
1.000	82.075
0.618	81.859
HIGH	81.510
0.618	81.294
0.500	81.228
0.382	81.161
LOW	80.945
0.618	80.596
1.000	80.380
1.618	80.031
2.618	79.466
4.250	78.544

Fisher Pivots for day following 12-Jun-2013
Pivot	1 day	3 day
R1	81.228	81.650
PP	81.207	81.489
S1	81.187	81.328

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

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