ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 12-Aug-2013

Day Change Summary
	Previous	Current
	09-Aug-2013	12-Aug-2013	Change	Change %	Previous Week
Open	81.100	81.195	0.095	0.1%	82.010
High	81.225	81.550	0.325	0.4%	82.160
Low	80.970	81.110	0.140	0.2%	80.895
Close	81.170	81.374	0.204	0.3%	81.170
Range	0.255	0.440	0.185	72.5%	1.265
ATR	0.582	0.572	-0.010	-1.7%	0.000
Volume	18,619	21,124	2,505	13.5%	147,780

Daily Pivots for day following 12-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.665	82.459	81.616
R3	82.225	82.019	81.495
R2	81.785	81.785	81.455
R1	81.579	81.579	81.414	81.682
PP	81.345	81.345	81.345	81.396
S1	81.139	81.139	81.334	81.242
S2	80.905	80.905	81.293
S3	80.465	80.699	81.253
S4	80.025	80.259	81.132

Weekly Pivots for week ending 09-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.203	84.452	81.866
R3	83.938	83.187	81.518
R2	82.673	82.673	81.402
R1	81.922	81.922	81.286	81.665
PP	81.408	81.408	81.408	81.280
S1	80.657	80.657	81.054	80.400
S2	80.143	80.143	80.938
S3	78.878	79.392	80.822
S4	77.613	78.127	80.474

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.015	80.895	1.120	1.4%	0.452	0.6%	43%	False	False	28,884
10	82.610	80.895	1.715	2.1%	0.534	0.7%	28%	False	False	35,404
20	83.270	80.895	2.375	2.9%	0.523	0.6%	20%	False	False	32,779
40	84.965	80.615	4.350	5.3%	0.591	0.7%	17%	False	False	36,055
60	84.965	80.615	4.350	5.3%	0.613	0.8%	17%	False	False	26,706
80	84.965	80.615	4.350	5.3%	0.584	0.7%	17%	False	False	20,057
100	84.965	80.615	4.350	5.3%	0.559	0.7%	17%	False	False	16,069
120	84.965	80.615	4.350	5.3%	0.485	0.6%	17%	False	False	13,402

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	0.150
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.420
2.618	82.702
1.618	82.262
1.000	81.990
0.618	81.822
HIGH	81.550
0.618	81.382
0.500	81.330
0.382	81.278
LOW	81.110
0.618	80.838
1.000	80.670
1.618	80.398
2.618	79.958
4.250	79.240

Fisher Pivots for day following 12-Aug-2013
Pivot	1 day	3 day
R1	81.359	81.324
PP	81.345	81.273
S1	81.330	81.223

Download as Excel Spreadsheet

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

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