ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	80.860	81.555	0.695	0.9%	82.120
High	81.665	82.320	0.655	0.8%	82.355
Low	80.615	81.440	0.825	1.0%	80.710
Close	81.595	82.096	0.501	0.6%	80.845
Range	1.050	0.880	-0.170	-16.2%	1.645
ATR	0.629	0.647	0.018	2.8%	0.000
Volume	47,803	57,998	10,195	21.3%	134,079

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.592	84.224	82.580
R3	83.712	83.344	82.338
R2	82.832	82.832	82.257
R1	82.464	82.464	82.177	82.648
PP	81.952	81.952	81.952	82.044
S1	81.584	81.584	82.015	81.768
S2	81.072	81.072	81.935
S3	80.192	80.704	81.854
S4	79.312	79.824	81.612

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	82.320	80.615	1.705	2.1%	0.631	0.8%	87%	True	False	45,580
10	82.355	80.615	1.740	2.1%	0.628	0.8%	85%	False	False	31,886
20	84.730	80.615	4.115	5.0%	0.649	0.8%	36%	False	False	16,874
40	84.835	80.615	4.220	5.1%	0.608	0.7%	35%	False	False	8,536
60	84.835	80.615	4.220	5.1%	0.550	0.7%	35%	False	False	5,718
80	84.835	80.615	4.220	5.1%	0.466	0.6%	35%	False	False	4,317
100	84.835	79.465	5.370	6.5%	0.373	0.5%	49%	False	False	3,453
120	84.835	79.465	5.370	6.5%	0.311	0.4%	49%	False	False	2,878

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	0.164
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.060
2.618	84.624
1.618	83.744
1.000	83.200
0.618	82.864
HIGH	82.320
0.618	81.984
0.500	81.880
0.382	81.776
LOW	81.440
0.618	80.896
1.000	80.560
1.618	80.016
2.618	79.136
4.250	77.700

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	82.024	81.887
PP	81.952	81.677
S1	81.880	81.468

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

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