ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 13-Jun-2013

Day Change Summary
	Previous	Current
	12-Jun-2013	13-Jun-2013	Change	Change %	Previous Week
Open	81.310	81.050	-0.260	-0.3%	83.655
High	81.510	81.210	-0.300	-0.4%	83.670
Low	80.945	80.710	-0.235	-0.3%	81.345
Close	81.167	80.962	-0.205	-0.3%	81.930
Range	0.565	0.500	-0.065	-11.5%	2.325
ATR	0.655	0.643	-0.011	-1.7%	0.000
Volume	23,810	39,296	15,486	65.0%	21,010

Daily Pivots for day following 13-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.461	82.211	81.237
R3	81.961	81.711	81.100
R2	81.461	81.461	81.054
R1	81.211	81.211	81.008	81.086
PP	80.961	80.961	80.961	80.898
S1	80.711	80.711	80.916	80.586
S2	80.461	80.461	80.870
S3	79.961	80.211	80.825
S4	79.461	79.711	80.687

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	82.355	80.710	1.645	2.0%	0.624	0.8%	15%	False	True	18,191
10	83.925	80.710	3.215	4.0%	0.703	0.9%	8%	False	True	10,700
20	84.835	80.710	4.125	5.1%	0.669	0.8%	6%	False	True	5,587
40	84.835	80.710	4.125	5.1%	0.580	0.7%	6%	False	True	2,845
60	84.835	80.710	4.125	5.1%	0.536	0.7%	6%	False	True	1,939
80	84.835	80.710	4.125	5.1%	0.427	0.5%	6%	False	True	1,468
100	84.835	79.465	5.370	6.6%	0.341	0.4%	28%	False	False	1,174
120	84.835	79.465	5.370	6.6%	0.284	0.4%	28%	False	False	979

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	0.122
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.335
2.618	82.519
1.618	82.019
1.000	81.710
0.618	81.519
HIGH	81.210
0.618	81.019
0.500	80.960
0.382	80.901
LOW	80.710
0.618	80.401
1.000	80.210
1.618	79.901
2.618	79.401
4.250	78.585

Fisher Pivots for day following 13-Jun-2013
Pivot	1 day	3 day
R1	80.961	81.355
PP	80.961	81.224
S1	80.960	81.093

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

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