ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 15-Aug-2013

Day Change Summary
	Previous	Current
	14-Aug-2013	15-Aug-2013	Change	Change %	Previous Week
Open	81.795	81.675	-0.120	-0.1%	82.010
High	81.905	81.995	0.090	0.1%	82.160
Low	81.660	81.115	-0.545	-0.7%	80.895
Close	81.758	81.207	-0.551	-0.7%	81.170
Range	0.245	0.880	0.635	259.2%	1.265
ATR	0.547	0.571	0.024	4.3%	0.000
Volume	20,072	38,705	18,633	92.8%	147,780

Daily Pivots for day following 15-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.079	83.523	81.691
R3	83.199	82.643	81.449
R2	82.319	82.319	81.368
R1	81.763	81.763	81.288	81.601
PP	81.439	81.439	81.439	81.358
S1	80.883	80.883	81.126	80.721
S2	80.559	80.559	81.046
S3	79.679	80.003	80.965
S4	78.799	79.123	80.723

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	81.995	80.970	1.025	1.3%	0.462	0.6%	23%	True	False	24,978
10	82.610	80.895	1.715	2.1%	0.494	0.6%	18%	False	False	29,708
20	83.060	80.895	2.165	2.7%	0.518	0.6%	14%	False	False	31,529
40	84.965	80.895	4.070	5.0%	0.585	0.7%	8%	False	False	35,151
60	84.965	80.615	4.350	5.4%	0.606	0.7%	14%	False	False	28,105
80	84.965	80.615	4.350	5.4%	0.591	0.7%	14%	False	False	21,119
100	84.965	80.615	4.350	5.4%	0.558	0.7%	14%	False	False	16,911
120	84.965	80.615	4.350	5.4%	0.498	0.6%	14%	False	False	14,111

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.146
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	85.735
2.618	84.299
1.618	83.419
1.000	82.875
0.618	82.539
HIGH	81.995
0.618	81.659
0.500	81.555
0.382	81.451
LOW	81.115
0.618	80.571
1.000	80.235
1.618	79.691
2.618	78.811
4.250	77.375

Fisher Pivots for day following 15-Aug-2013
Pivot	1 day	3 day
R1	81.555	81.555
PP	81.439	81.439
S1	81.323	81.323

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

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