ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	81.050	80.970	-0.080	-0.1%	82.120
High	81.210	81.205	-0.005	0.0%	82.355
Low	80.710	80.785	0.075	0.1%	80.710
Close	80.962	80.845	-0.117	-0.1%	80.845
Range	0.500	0.420	-0.080	-16.0%	1.645
ATR	0.643	0.628	-0.016	-2.5%	0.000
Volume	39,296	48,600	9,304	23.7%	134,079

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.205	81.945	81.076
R3	81.785	81.525	80.961
R2	81.365	81.365	80.922
R1	81.105	81.105	80.884	81.025
PP	80.945	80.945	80.945	80.905
S1	80.685	80.685	80.807	80.605
S2	80.525	80.525	80.768
S3	80.105	80.265	80.730
S4	79.685	79.845	80.614

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	86.238	85.187	81.750
R3	84.593	83.542	81.297
R2	82.948	82.948	81.147
R1	81.897	81.897	80.996	81.600
PP	81.303	81.303	81.303	81.155
S1	80.252	80.252	80.694	79.955
S2	79.658	79.658	80.543
S3	78.013	78.607	80.393
S4	76.368	76.962	79.940

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%	0.551	0.7%	8%	False	False	26,815
10	83.670	80.710	2.960	3.7%	0.682	0.8%	5%	False	False	15,508
20	84.835	80.710	4.125	5.1%	0.659	0.8%	3%	False	False	8,008
40	84.835	80.710	4.125	5.1%	0.578	0.7%	3%	False	False	4,059
60	84.835	80.710	4.125	5.1%	0.537	0.7%	3%	False	False	2,745
80	84.835	80.710	4.125	5.1%	0.432	0.5%	3%	False	False	2,076
100	84.835	79.465	5.370	6.6%	0.346	0.4%	26%	False	False	1,660
120	84.835	79.465	5.370	6.6%	0.288	0.4%	26%	False	False	1,384

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.136
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	82.990
2.618	82.305
1.618	81.885
1.000	81.625
0.618	81.465
HIGH	81.205
0.618	81.045
0.500	80.995
0.382	80.945
LOW	80.785
0.618	80.525
1.000	80.365
1.618	80.105
2.618	79.685
4.250	79.000

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	80.995	81.110
PP	80.945	81.022
S1	80.895	80.933

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

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