ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	80.945	81.450	0.505	0.6%	81.195
High	81.550	81.950	0.400	0.5%	81.995
Low	80.925	81.410	0.485	0.6%	81.065
Close	81.223	81.531	0.308	0.4%	81.293
Range	0.625	0.540	-0.085	-13.6%	0.930
ATR	0.546	0.559	0.013	2.4%	0.000
Volume	37,472	34,233	-3,239	-8.6%	132,019

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.250	82.931	81.828
R3	82.710	82.391	81.680
R2	82.170	82.170	81.630
R1	81.851	81.851	81.581	82.011
PP	81.630	81.630	81.630	81.710
S1	81.311	81.311	81.482	81.471
S2	81.090	81.090	81.432
S3	80.550	80.771	81.383
S4	80.010	80.231	81.234

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	81.950	80.770	1.180	1.4%	0.479	0.6%	64%	True	False	29,921
10	81.995	80.770	1.225	1.5%	0.471	0.6%	62%	False	False	27,450
20	82.610	80.770	1.840	2.3%	0.498	0.6%	41%	False	False	32,066
40	84.965	80.770	4.195	5.1%	0.559	0.7%	18%	False	False	33,350
60	84.965	80.615	4.350	5.3%	0.598	0.7%	21%	False	False	30,551
80	84.965	80.615	4.350	5.3%	0.596	0.7%	21%	False	False	22,986
100	84.965	80.615	4.350	5.3%	0.564	0.7%	21%	False	False	18,406
120	84.965	80.615	4.350	5.3%	0.518	0.6%	21%	False	False	15,358

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	0.105
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.245
2.618	83.364
1.618	82.824
1.000	82.490
0.618	82.284
HIGH	81.950
0.618	81.744
0.500	81.680
0.382	81.616
LOW	81.410
0.618	81.076
1.000	80.870
1.618	80.536
2.618	79.996
4.250	79.115

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	81.680	81.474
PP	81.630	81.417
S1	81.581	81.360

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

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