ICE US Dollar Index Future September 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jul-2013 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Jul-2013 | 12-Jul-2013 | Change | Change % | Previous Week |  
                        | Open | 82.870 | 82.930 | 0.060 | 0.1% | 84.830 |  
                        | High | 83.425 | 83.400 | -0.025 | 0.0% | 84.965 |  
                        | Low | 82.600 | 82.885 | 0.285 | 0.3% | 82.600 |  
                        | Close | 82.915 | 83.163 | 0.248 | 0.3% | 83.163 |  
                        | Range | 0.825 | 0.515 | -0.310 | -37.6% | 2.365 |  
                        | ATR | 0.770 | 0.751 | -0.018 | -2.4% | 0.000 |  
                        | Volume | 52,526 | 32,221 | -20,305 | -38.7% | 208,651 |  | 
    
| 
        
            | Daily Pivots for day following 12-Jul-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 84.694 | 84.444 | 83.446 |  |  
                | R3 | 84.179 | 83.929 | 83.305 |  |  
                | R2 | 83.664 | 83.664 | 83.257 |  |  
                | R1 | 83.414 | 83.414 | 83.210 | 83.539 |  
                | PP | 83.149 | 83.149 | 83.149 | 83.212 |  
                | S1 | 82.899 | 82.899 | 83.116 | 83.024 |  
                | S2 | 82.634 | 82.634 | 83.069 |  |  
                | S3 | 82.119 | 82.384 | 83.021 |  |  
                | S4 | 81.604 | 81.869 | 82.880 |  |  | 
        
            | Weekly Pivots for week ending 12-Jul-2013 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 90.671 | 89.282 | 84.464 |  |  
                | R3 | 88.306 | 86.917 | 83.813 |  |  
                | R2 | 85.941 | 85.941 | 83.597 |  |  
                | R1 | 84.552 | 84.552 | 83.380 | 84.064 |  
                | PP | 83.576 | 83.576 | 83.576 | 83.332 |  
                | S1 | 82.187 | 82.187 | 82.946 | 81.699 |  
                | S2 | 81.211 | 81.211 | 82.729 |  |  
                | S3 | 78.846 | 79.822 | 82.513 |  |  
                | S4 | 76.481 | 77.457 | 81.862 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 84.965 | 82.600 | 2.365 | 2.8% | 0.752 | 0.9% | 24% | False | False | 41,730 |  
                | 10 | 84.965 | 82.600 | 2.365 | 2.8% | 0.687 | 0.8% | 24% | False | False | 38,537 |  
                | 20 | 84.965 | 80.615 | 4.350 | 5.2% | 0.650 | 0.8% | 59% | False | False | 40,373 |  
                | 40 | 84.965 | 80.615 | 4.350 | 5.2% | 0.659 | 0.8% | 59% | False | False | 22,980 |  
                | 60 | 84.965 | 80.615 | 4.350 | 5.2% | 0.603 | 0.7% | 59% | False | False | 15,354 |  
                | 80 | 84.965 | 80.615 | 4.350 | 5.2% | 0.564 | 0.7% | 59% | False | False | 11,548 |  
                | 100 | 84.965 | 80.615 | 4.350 | 5.2% | 0.471 | 0.6% | 59% | False | False | 9,249 |  
                | 120 | 84.965 | 79.465 | 5.500 | 6.6% | 0.393 | 0.5% | 67% | False | False | 7,707 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 85.589 |  
            | 2.618 | 84.748 |  
            | 1.618 | 84.233 |  
            | 1.000 | 83.915 |  
            | 0.618 | 83.718 |  
            | HIGH | 83.400 |  
            | 0.618 | 83.203 |  
            | 0.500 | 83.143 |  
            | 0.382 | 83.082 |  
            | LOW | 82.885 |  
            | 0.618 | 82.567 |  
            | 1.000 | 82.370 |  
            | 1.618 | 82.052 |  
            | 2.618 | 81.537 |  
            | 4.250 | 80.696 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Jul-2013 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 83.156 | 83.763 |  
                                | PP | 83.149 | 83.563 |  
                                | S1 | 83.143 | 83.363 |  |