ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 05-Jul-2013

Day Change Summary
	Previous	Current
	03-Jul-2013	05-Jul-2013	Change	Change %	Previous Week
Open	83.790	84.125	0.335	0.4%	83.410
High	83.935	84.930	0.995	1.2%	84.930
Low	83.275	84.065	0.790	0.9%	83.170
Close	83.451	84.689	1.238	1.5%	84.689
Range	0.660	0.865	0.205	31.1%	1.760
ATR	0.610	0.672	0.062	10.2%	0.000
Volume	33,940	50,501	16,561	48.8%	141,202

Daily Pivots for day following 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	87.156	86.788	85.165
R3	86.291	85.923	84.927
R2	85.426	85.426	84.848
R1	85.058	85.058	84.768	85.242
PP	84.561	84.561	84.561	84.654
S1	84.193	84.193	84.610	84.377
S2	83.696	83.696	84.530
S3	82.831	83.328	84.451
S4	81.966	82.463	84.213

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	89.543	88.876	85.657
R3	87.783	87.116	85.173
R2	86.023	86.023	85.012
R1	85.356	85.356	84.850	85.690
PP	84.263	84.263	84.263	84.430
S1	83.596	83.596	84.528	83.930
S2	82.503	82.503	84.366
S3	80.743	81.836	84.205
S4	78.983	80.076	83.721

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.930	82.975	1.955	2.3%	0.621	0.7%	88%	True	False	35,345
10	84.930	81.765	3.165	3.7%	0.608	0.7%	92%	True	False	37,091
20	84.930	80.615	4.315	5.1%	0.618	0.7%	94%	True	False	34,488
40	84.930	80.615	4.315	5.1%	0.632	0.7%	94%	True	False	17,789
60	84.930	80.615	4.315	5.1%	0.581	0.7%	94%	True	False	11,893
80	84.930	80.615	4.315	5.1%	0.534	0.6%	94%	True	False	8,941
100	84.930	80.615	4.315	5.1%	0.434	0.5%	94%	True	False	7,163
120	84.930	79.465	5.465	6.5%	0.361	0.4%	96%	True	False	5,969

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.133
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	88.606
2.618	87.195
1.618	86.330
1.000	85.795
0.618	85.465
HIGH	84.930
0.618	84.600
0.500	84.498
0.382	84.395
LOW	84.065
0.618	83.530
1.000	83.200
1.618	82.665
2.618	81.800
4.250	80.389

Fisher Pivots for day following 05-Jul-2013
Pivot	1 day	3 day
R1	84.625	84.476
PP	84.561	84.263
S1	84.498	84.050

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

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