ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 18-Jun-2013

Day Change Summary
	Previous	Current
	17-Jun-2013	18-Jun-2013	Change	Change %	Previous Week
Open	80.810	80.810	0.000	0.0%	82.120
High	81.065	81.155	0.090	0.1%	82.355
Low	80.705	80.710	0.005	0.0%	80.710
Close	80.968	80.749	-0.219	-0.3%	80.845
Range	0.360	0.445	0.085	23.6%	1.645
ATR	0.608	0.597	-0.012	-1.9%	0.000
Volume	29,562	43,941	14,379	48.6%	134,079

Daily Pivots for day following 18-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.206	81.923	80.994
R3	81.761	81.478	80.871
R2	81.316	81.316	80.831
R1	81.033	81.033	80.790	80.952
PP	80.871	80.871	80.871	80.831
S1	80.588	80.588	80.708	80.507
S2	80.426	80.426	80.667
S3	79.981	80.143	80.627
S4	79.536	79.698	80.504

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	81.510	80.705	0.805	1.0%	0.458	0.6%	5%	False	False	37,041
10	83.190	80.705	2.485	3.1%	0.638	0.8%	2%	False	False	22,600
20	84.835	80.705	4.130	5.1%	0.644	0.8%	1%	False	False	11,649
40	84.835	80.705	4.130	5.1%	0.579	0.7%	1%	False	False	5,893
60	84.835	80.705	4.130	5.1%	0.526	0.7%	1%	False	False	3,957
80	84.835	80.705	4.130	5.1%	0.442	0.5%	1%	False	False	2,994
100	84.835	79.465	5.370	6.7%	0.354	0.4%	24%	False	False	2,395
120	84.835	79.465	5.370	6.7%	0.295	0.4%	24%	False	False	1,996

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.149
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.046
2.618	82.320
1.618	81.875
1.000	81.600
0.618	81.430
HIGH	81.155
0.618	80.985
0.500	80.933
0.382	80.880
LOW	80.710
0.618	80.435
1.000	80.265
1.618	79.990
2.618	79.545
4.250	78.819

Fisher Pivots for day following 18-Jun-2013
Pivot	1 day	3 day
R1	80.933	80.955
PP	80.871	80.886
S1	80.810	80.818

Download as Excel Spreadsheet

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

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