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

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.111
Narrowest range in 4 trading days

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

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

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