ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 01-Jul-2013

Day Change Summary
	Previous	Current
	28-Jun-2013	01-Jul-2013	Change	Change %	Previous Week
Open	83.235	83.410	0.175	0.2%	82.710
High	83.595	83.470	-0.125	-0.1%	83.595
Low	82.975	83.175	0.200	0.2%	82.440
Close	83.376	83.253	-0.123	-0.1%	83.376
Range	0.620	0.295	-0.325	-52.4%	1.155
ATR	0.626	0.602	-0.024	-3.8%	0.000
Volume	35,525	25,010	-10,515	-29.6%	175,884

Daily Pivots for day following 01-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.184	84.014	83.415
R3	83.889	83.719	83.334
R2	83.594	83.594	83.307
R1	83.424	83.424	83.280	83.362
PP	83.299	83.299	83.299	83.268
S1	83.129	83.129	83.226	83.067
S2	83.004	83.004	83.199
S3	82.709	82.834	83.172
S4	82.414	82.539	83.091

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	86.602	86.144	84.011
R3	85.447	84.989	83.694
R2	84.292	84.292	83.588
R1	83.834	83.834	83.482	84.063
PP	83.137	83.137	83.137	83.252
S1	82.679	82.679	83.270	82.908
S2	81.982	81.982	83.164
S3	80.827	81.524	83.058
S4	79.672	80.369	82.741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.595	82.440	1.155	1.4%	0.476	0.6%	70%	False	False	31,695
10	83.595	80.615	2.980	3.6%	0.626	0.8%	89%	False	False	40,446
20	83.595	80.615	2.980	3.6%	0.625	0.8%	89%	False	False	29,344
40	84.835	80.615	4.220	5.1%	0.623	0.7%	63%	False	False	14,891
60	84.835	80.615	4.220	5.1%	0.561	0.7%	63%	False	False	9,958
80	84.835	80.615	4.220	5.1%	0.513	0.6%	63%	False	False	7,501
100	84.835	80.533	4.302	5.2%	0.412	0.5%	63%	False	False	6,001
120	84.835	79.465	5.370	6.5%	0.343	0.4%	71%	False	False	5,000

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.155
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	84.724
2.618	84.242
1.618	83.947
1.000	83.765
0.618	83.652
HIGH	83.470
0.618	83.357
0.500	83.323
0.382	83.288
LOW	83.175
0.618	82.993
1.000	82.880
1.618	82.698
2.618	82.403
4.250	81.921

Fisher Pivots for day following 01-Jul-2013
Pivot	1 day	3 day
R1	83.323	83.285
PP	83.299	83.274
S1	83.276	83.264

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

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