ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 13-Aug-2013

Day Change Summary
	Previous	Current
	12-Aug-2013	13-Aug-2013	Change	Change %	Previous Week
Open	81.195	81.515	0.320	0.4%	82.010
High	81.550	81.925	0.375	0.5%	82.160
Low	81.110	81.435	0.325	0.4%	80.895
Close	81.374	81.815	0.441	0.5%	81.170
Range	0.440	0.490	0.050	11.4%	1.265
ATR	0.572	0.570	-0.001	-0.3%	0.000
Volume	21,124	26,373	5,249	24.8%	147,780

Daily Pivots for day following 13-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.195	82.995	82.085
R3	82.705	82.505	81.950
R2	82.215	82.215	81.905
R1	82.015	82.015	81.860	82.115
PP	81.725	81.725	81.725	81.775
S1	81.525	81.525	81.770	81.625
S2	81.235	81.235	81.725
S3	80.745	81.035	81.680
S4	80.255	80.545	81.546

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	81.925	80.895	1.030	1.3%	0.459	0.6%	89%	True	False	28,412
10	82.610	80.895	1.715	2.1%	0.543	0.7%	54%	False	False	34,595
20	83.160	80.895	2.265	2.8%	0.511	0.6%	41%	False	False	32,486
40	84.965	80.615	4.350	5.3%	0.594	0.7%	28%	False	False	35,975
60	84.965	80.615	4.350	5.3%	0.612	0.7%	28%	False	False	27,136
80	84.965	80.615	4.350	5.3%	0.587	0.7%	28%	False	False	20,386
100	84.965	80.615	4.350	5.3%	0.558	0.7%	28%	False	False	16,325
120	84.965	80.615	4.350	5.3%	0.489	0.6%	28%	False	False	13,622

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	84.008
2.618	83.208
1.618	82.718
1.000	82.415
0.618	82.228
HIGH	81.925
0.618	81.738
0.500	81.680
0.382	81.622
LOW	81.435
0.618	81.132
1.000	80.945
1.618	80.642
2.618	80.152
4.250	79.353

Fisher Pivots for day following 13-Aug-2013
Pivot	1 day	3 day
R1	81.770	81.693
PP	81.725	81.570
S1	81.680	81.448

Download as Excel Spreadsheet

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

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