ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 03-Jul-2013

Day Change Summary
	Previous	Current
	02-Jul-2013	03-Jul-2013	Change	Change %	Previous Week
Open	83.205	83.790	0.585	0.7%	82.710
High	83.835	83.935	0.100	0.1%	83.595
Low	83.170	83.275	0.105	0.1%	82.440
Close	83.764	83.451	-0.313	-0.4%	83.376
Range	0.665	0.660	-0.005	-0.8%	1.155
ATR	0.607	0.610	0.004	0.6%	0.000
Volume	31,751	33,940	2,189	6.9%	175,884

Daily Pivots for day following 03-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.534	85.152	83.814
R3	84.874	84.492	83.633
R2	84.214	84.214	83.572
R1	83.832	83.832	83.512	83.693
PP	83.554	83.554	83.554	83.484
S1	83.172	83.172	83.391	83.033
S2	82.894	82.894	83.330
S3	82.234	82.512	83.270
S4	81.574	81.852	83.088

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	83.935	82.975	0.960	1.2%	0.531	0.6%	50%	True	False	31,354
10	83.935	81.440	2.495	3.0%	0.609	0.7%	81%	True	False	37,841
20	83.935	80.615	3.320	4.0%	0.654	0.8%	85%	True	False	32,448
40	84.835	80.615	4.220	5.1%	0.636	0.8%	67%	False	False	16,531
60	84.835	80.615	4.220	5.1%	0.572	0.7%	67%	False	False	11,051
80	84.835	80.615	4.220	5.1%	0.530	0.6%	67%	False	False	8,316
100	84.835	80.537	4.298	5.2%	0.425	0.5%	68%	False	False	6,658
120	84.835	79.465	5.370	6.4%	0.354	0.4%	74%	False	False	5,548

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	0.139
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.740
2.618	85.663
1.618	85.003
1.000	84.595
0.618	84.343
HIGH	83.935
0.618	83.683
0.500	83.605
0.382	83.527
LOW	83.275
0.618	82.867
1.000	82.615
1.618	82.207
2.618	81.547
4.250	80.470

Fisher Pivots for day following 03-Jul-2013
Pivot	1 day	3 day
R1	83.605	83.553
PP	83.554	83.519
S1	83.502	83.485

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

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