ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 21-Jun-2013

Day Change Summary
	Previous	Current
	20-Jun-2013	21-Jun-2013	Change	Change %	Previous Week
Open	81.555	81.910	0.355	0.4%	80.810
High	82.320	82.745	0.425	0.5%	82.745
Low	81.440	81.765	0.325	0.4%	80.615
Close	82.096	82.517	0.421	0.5%	82.517
Range	0.880	0.980	0.100	11.4%	2.130
ATR	0.647	0.671	0.024	3.7%	0.000
Volume	57,998	53,829	-4,169	-7.2%	233,133

Daily Pivots for day following 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.282	84.880	83.056
R3	84.302	83.900	82.787
R2	83.322	83.322	82.697
R1	82.920	82.920	82.607	83.121
PP	82.342	82.342	82.342	82.443
S1	81.940	81.940	82.427	82.141
S2	81.362	81.362	82.337
S3	80.382	80.960	82.248
S4	79.402	79.980	81.978

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	88.349	87.563	83.689
R3	86.219	85.433	83.103
R2	84.089	84.089	82.908
R1	83.303	83.303	82.712	83.696
PP	81.959	81.959	81.959	82.156
S1	81.173	81.173	82.322	81.566
S2	79.829	79.829	82.127
S3	77.699	79.043	81.931
S4	75.569	76.913	81.346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.745	80.615	2.130	2.6%	0.743	0.9%	89%	True	False	46,626
10	82.745	80.615	2.130	2.6%	0.647	0.8%	89%	True	False	36,721
20	84.730	80.615	4.115	5.0%	0.674	0.8%	46%	False	False	19,525
40	84.835	80.615	4.220	5.1%	0.628	0.8%	45%	False	False	9,881
60	84.835	80.615	4.220	5.1%	0.560	0.7%	45%	False	False	6,614
80	84.835	80.615	4.220	5.1%	0.478	0.6%	45%	False	False	4,990
100	84.835	79.465	5.370	6.5%	0.383	0.5%	57%	False	False	3,992
120	84.835	79.465	5.370	6.5%	0.319	0.4%	57%	False	False	3,326

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.153
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.910
2.618	85.311
1.618	84.331
1.000	83.725
0.618	83.351
HIGH	82.745
0.618	82.371
0.500	82.255
0.382	82.139
LOW	81.765
0.618	81.159
1.000	80.785
1.618	80.179
2.618	79.199
4.250	77.600

Fisher Pivots for day following 21-Jun-2013
Pivot	1 day	3 day
R1	82.430	82.238
PP	82.342	81.959
S1	82.255	81.680

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

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