ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 31-Jul-2013

Day Change Summary
	Previous	Current
	30-Jul-2013	31-Jul-2013	Change	Change %	Previous Week
Open	81.805	81.930	0.125	0.2%	82.700
High	82.090	82.295	0.205	0.2%	82.740
Low	81.690	81.480	-0.210	-0.3%	81.640
Close	81.919	81.539	-0.380	-0.5%	81.764
Range	0.400	0.815	0.415	103.8%	1.100
ATR	0.606	0.621	0.015	2.5%	0.000
Volume	34,457	62,799	28,342	82.3%	142,864

Daily Pivots for day following 31-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.216	83.693	81.987
R3	83.401	82.878	81.763
R2	82.586	82.586	81.688
R1	82.063	82.063	81.614	81.917
PP	81.771	81.771	81.771	81.699
S1	81.248	81.248	81.464	81.102
S2	80.956	80.956	81.390
S3	80.141	80.433	81.315
S4	79.326	79.618	81.091

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.348	84.656	82.369
R3	84.248	83.556	82.067
R2	83.148	83.148	81.966
R1	82.456	82.456	81.865	82.252
PP	82.048	82.048	82.048	81.946
S1	81.356	81.356	81.663	81.152
S2	80.948	80.948	81.562
S3	79.848	80.256	81.462
S4	78.748	79.156	81.159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.500	81.480	1.020	1.3%	0.522	0.6%	6%	False	True	35,235
10	83.160	81.480	1.680	2.1%	0.502	0.6%	4%	False	True	31,415
20	84.965	81.480	3.485	4.3%	0.611	0.7%	2%	False	True	35,982
40	84.965	80.615	4.350	5.3%	0.627	0.8%	21%	False	False	33,448
60	84.965	80.615	4.350	5.3%	0.626	0.8%	21%	False	False	22,450
80	84.965	80.615	4.350	5.3%	0.576	0.7%	21%	False	False	16,860
100	84.965	80.615	4.350	5.3%	0.539	0.7%	21%	False	False	13,514
120	84.965	80.533	4.432	5.4%	0.450	0.6%	23%	False	False	11,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.128
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	85.759
2.618	84.429
1.618	83.614
1.000	83.110
0.618	82.799
HIGH	82.295
0.618	81.984
0.500	81.888
0.382	81.791
LOW	81.480
0.618	80.976
1.000	80.665
1.618	80.161
2.618	79.346
4.250	78.016

Fisher Pivots for day following 31-Jul-2013
Pivot	1 day	3 day
R1	81.888	81.888
PP	81.771	81.771
S1	81.655	81.655

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

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