ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 19-Aug-2013

Day Change Summary
	Previous	Current
	16-Aug-2013	19-Aug-2013	Change	Change %	Previous Week
Open	81.175	81.320	0.145	0.2%	81.195
High	81.440	81.415	-0.025	0.0%	81.995
Low	81.065	81.170	0.105	0.1%	81.065
Close	81.293	81.260	-0.033	0.0%	81.293
Range	0.375	0.245	-0.130	-34.7%	0.930
ATR	0.557	0.535	-0.022	-4.0%	0.000
Volume	25,745	21,270	-4,475	-17.4%	132,019

Daily Pivots for day following 19-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.017	81.883	81.395
R3	81.772	81.638	81.327
R2	81.527	81.527	81.305
R1	81.393	81.393	81.282	81.338
PP	81.282	81.282	81.282	81.254
S1	81.148	81.148	81.238	81.093
S2	81.037	81.037	81.215
S3	80.792	80.903	81.193
S4	80.547	80.658	81.125

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%	0.447	0.6%	21%	False	False	26,433
10	82.015	80.895	1.120	1.4%	0.450	0.6%	33%	False	False	27,658
20	82.610	80.895	1.715	2.1%	0.496	0.6%	21%	False	False	31,232
40	84.965	80.895	4.070	5.0%	0.554	0.7%	9%	False	False	33,530
60	84.965	80.615	4.350	5.4%	0.594	0.7%	15%	False	False	28,862
80	84.965	80.615	4.350	5.4%	0.591	0.7%	15%	False	False	21,706
100	84.965	80.615	4.350	5.4%	0.557	0.7%	15%	False	False	17,381
120	84.965	80.615	4.350	5.4%	0.503	0.6%	15%	False	False	14,503

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.134
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.456
2.618	82.056
1.618	81.811
1.000	81.660
0.618	81.566
HIGH	81.415
0.618	81.321
0.500	81.293
0.382	81.264
LOW	81.170
0.618	81.019
1.000	80.925
1.618	80.774
2.618	80.529
4.250	80.129

Fisher Pivots for day following 19-Aug-2013
Pivot	1 day	3 day
R1	81.293	81.530
PP	81.282	81.440
S1	81.271	81.350

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

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