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 |  | 
    
        
        |  | 
    
        | 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 |  |