ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	81.315	80.945	-0.370	-0.5%	81.195
High	81.380	81.550	0.170	0.2%	81.995
Low	80.770	80.925	0.155	0.2%	81.065
Close	80.934	81.223	0.289	0.4%	81.293
Range	0.610	0.625	0.015	2.5%	0.930
ATR	0.540	0.546	0.006	1.1%	0.000
Volume	30,888	37,472	6,584	21.3%	132,019

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.108	82.790	81.567
R3	82.483	82.165	81.395
R2	81.858	81.858	81.338
R1	81.540	81.540	81.280	81.699
PP	81.233	81.233	81.233	81.312
S1	80.915	80.915	81.166	81.074
S2	80.608	80.608	81.108
S3	79.983	80.290	81.051
S4	79.358	79.665	80.879

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	80.770	1.225	1.5%	0.547	0.7%	37%	False	False	30,816
10	81.995	80.770	1.225	1.5%	0.467	0.6%	37%	False	False	27,670
20	82.610	80.770	1.840	2.3%	0.510	0.6%	25%	False	False	31,674
40	84.965	80.770	4.195	5.2%	0.559	0.7%	11%	False	False	33,229
60	84.965	80.615	4.350	5.4%	0.603	0.7%	14%	False	False	29,990
80	84.965	80.615	4.350	5.4%	0.595	0.7%	14%	False	False	22,559
100	84.965	80.615	4.350	5.4%	0.563	0.7%	14%	False	False	18,064
120	84.965	80.615	4.350	5.4%	0.514	0.6%	14%	False	False	15,073

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.108
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.206
2.618	83.186
1.618	82.561
1.000	82.175
0.618	81.936
HIGH	81.550
0.618	81.311
0.500	81.238
0.382	81.164
LOW	80.925
0.618	80.539
1.000	80.300
1.618	79.914
2.618	79.289
4.250	78.269

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	81.238	81.202
PP	81.233	81.181
S1	81.228	81.160

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

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