ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 27-Jun-2013

Day Change Summary
	Previous	Current
	26-Jun-2013	27-Jun-2013	Change	Change %	Previous Week
Open	82.920	83.130	0.210	0.3%	80.810
High	83.275	83.430	0.155	0.2%	82.745
Low	82.735	83.015	0.280	0.3%	80.615
Close	83.228	83.152	-0.076	-0.1%	82.517
Range	0.540	0.415	-0.125	-23.1%	2.130
ATR	0.642	0.626	-0.016	-2.5%	0.000
Volume	29,397	30,547	1,150	3.9%	233,133

Daily Pivots for day following 27-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.444	84.213	83.380
R3	84.029	83.798	83.266
R2	83.614	83.614	83.228
R1	83.383	83.383	83.190	83.499
PP	83.199	83.199	83.199	83.257
S1	82.968	82.968	83.114	83.084
S2	82.784	82.784	83.076
S3	82.369	82.553	83.038
S4	81.954	82.138	82.924

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	83.430	81.765	1.665	2.0%	0.594	0.7%	83%	True	False	38,837
10	83.430	80.615	2.815	3.4%	0.613	0.7%	90%	True	False	42,209
20	83.925	80.615	3.310	4.0%	0.658	0.8%	77%	False	False	26,454
40	84.835	80.615	4.220	5.1%	0.624	0.7%	60%	False	False	13,383
60	84.835	80.615	4.220	5.1%	0.561	0.7%	60%	False	False	8,951
80	84.835	80.615	4.220	5.1%	0.503	0.6%	60%	False	False	6,744
100	84.835	80.533	4.302	5.2%	0.403	0.5%	61%	False	False	5,395
120	84.835	79.465	5.370	6.5%	0.335	0.4%	69%	False	False	4,496

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.152
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	85.194
2.618	84.516
1.618	84.101
1.000	83.845
0.618	83.686
HIGH	83.430
0.618	83.271
0.500	83.223
0.382	83.174
LOW	83.015
0.618	82.759
1.000	82.600
1.618	82.344
2.618	81.929
4.250	81.251

Fisher Pivots for day following 27-Jun-2013
Pivot	1 day	3 day
R1	83.223	83.080
PP	83.199	83.007
S1	83.176	82.935

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

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