ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 16-Aug-2013

Day Change Summary
	Previous	Current
	15-Aug-2013	16-Aug-2013	Change	Change %	Previous Week
Open	81.675	81.175	-0.500	-0.6%	81.195
High	81.995	81.440	-0.555	-0.7%	81.995
Low	81.115	81.065	-0.050	-0.1%	81.065
Close	81.207	81.293	0.086	0.1%	81.293
Range	0.880	0.375	-0.505	-57.4%	0.930
ATR	0.571	0.557	-0.014	-2.5%	0.000
Volume	38,705	25,745	-12,960	-33.5%	132,019

Daily Pivots for day following 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.391	82.217	81.499
R3	82.016	81.842	81.396
R2	81.641	81.641	81.362
R1	81.467	81.467	81.327	81.554
PP	81.266	81.266	81.266	81.310
S1	81.092	81.092	81.259	81.179
S2	80.891	80.891	81.224
S3	80.516	80.717	81.190
S4	80.141	80.342	81.087

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.241	83.697	81.805
R3	83.311	82.767	81.549
R2	82.381	82.381	81.464
R1	81.837	81.837	81.378	82.109
PP	81.451	81.451	81.451	81.587
S1	80.907	80.907	81.208	81.179
S2	80.521	80.521	81.123
S3	79.591	79.977	81.037
S4	78.661	79.047	80.782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.995	81.065	0.930	1.1%	0.486	0.6%	25%	False	True	26,403
10	82.160	80.895	1.265	1.6%	0.460	0.6%	31%	False	False	27,979
20	82.740	80.895	1.845	2.3%	0.515	0.6%	22%	False	False	31,751
40	84.965	80.895	4.070	5.0%	0.572	0.7%	10%	False	False	34,344
60	84.965	80.615	4.350	5.4%	0.598	0.7%	16%	False	False	28,521
80	84.965	80.615	4.350	5.4%	0.590	0.7%	16%	False	False	21,440
100	84.965	80.615	4.350	5.4%	0.559	0.7%	16%	False	False	17,168
120	84.965	80.615	4.350	5.4%	0.501	0.6%	16%	False	False	14,326

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.139
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.034
2.618	82.422
1.618	82.047
1.000	81.815
0.618	81.672
HIGH	81.440
0.618	81.297
0.500	81.253
0.382	81.208
LOW	81.065
0.618	80.833
1.000	80.690
1.618	80.458
2.618	80.083
4.250	79.471

Fisher Pivots for day following 16-Aug-2013
Pivot	1 day	3 day
R1	81.280	81.530
PP	81.266	81.451
S1	81.253	81.372

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

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