ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 07-Aug-2013

Day Change Summary
	Previous	Current
	06-Aug-2013	07-Aug-2013	Change	Change %	Previous Week
Open	81.930	81.625	-0.305	-0.4%	81.775
High	82.015	81.880	-0.135	-0.2%	82.610
Low	81.560	81.270	-0.290	-0.4%	81.480
Close	81.658	81.323	-0.335	-0.4%	81.978
Range	0.455	0.610	0.155	34.1%	1.130
ATR	0.616	0.615	0.000	-0.1%	0.000
Volume	28,734	39,514	10,780	37.5%	212,371

Daily Pivots for day following 07-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.321	82.932	81.659
R3	82.711	82.322	81.491
R2	82.101	82.101	81.435
R1	81.712	81.712	81.379	81.602
PP	81.491	81.491	81.491	81.436
S1	81.102	81.102	81.267	80.992
S2	80.881	80.881	81.211
S3	80.271	80.492	81.155
S4	79.661	79.882	80.988

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.413	84.825	82.600
R3	84.283	83.695	82.289
R2	83.153	83.153	82.185
R1	82.565	82.565	82.082	82.859
PP	82.023	82.023	82.023	82.170
S1	81.435	81.435	81.874	81.729
S2	80.893	80.893	81.771
S3	79.763	80.305	81.667
S4	78.633	79.175	81.357

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.610	81.270	1.340	1.6%	0.586	0.7%	4%	False	True	36,121
10	82.610	81.270	1.340	1.6%	0.554	0.7%	4%	False	True	35,678
20	83.620	81.270	2.350	2.9%	0.560	0.7%	2%	False	True	34,595
40	84.965	80.615	4.350	5.3%	0.598	0.7%	16%	False	False	36,943
60	84.965	80.615	4.350	5.3%	0.621	0.8%	16%	False	False	25,447
80	84.965	80.615	4.350	5.3%	0.590	0.7%	16%	False	False	19,114
100	84.965	80.615	4.350	5.3%	0.559	0.7%	16%	False	False	15,310
120	84.965	80.615	4.350	5.3%	0.475	0.6%	16%	False	False	12,767

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.147
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.473
2.618	83.477
1.618	82.867
1.000	82.490
0.618	82.257
HIGH	81.880
0.618	81.647
0.500	81.575
0.382	81.503
LOW	81.270
0.618	80.893
1.000	80.660
1.618	80.283
2.618	79.673
4.250	78.678

Fisher Pivots for day following 07-Aug-2013
Pivot	1 day	3 day
R1	81.575	81.715
PP	81.491	81.584
S1	81.407	81.454

Download as Excel Spreadsheet

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

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