ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	81.450	81.545	0.095	0.1%	81.320
High	81.950	81.700	-0.250	-0.3%	81.950
Low	81.410	81.245	-0.165	-0.2%	80.770
Close	81.531	81.392	-0.139	-0.2%	81.392
Range	0.540	0.455	-0.085	-15.7%	1.180
ATR	0.559	0.552	-0.007	-1.3%	0.000
Volume	34,233	30,453	-3,780	-11.0%	154,316

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.811	82.556	81.642
R3	82.356	82.101	81.517
R2	81.901	81.901	81.475
R1	81.646	81.646	81.434	81.546
PP	81.446	81.446	81.446	81.396
S1	81.191	81.191	81.350	81.091
S2	80.991	80.991	81.309
S3	80.536	80.736	81.267
S4	80.081	80.281	81.142

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.911	84.331	82.041
R3	83.731	83.151	81.717
R2	82.551	82.551	81.608
R1	81.971	81.971	81.500	82.261
PP	81.371	81.371	81.371	81.516
S1	80.791	80.791	81.284	81.081
S2	80.191	80.191	81.176
S3	79.011	79.611	81.068
S4	77.831	78.431	80.743

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%	0.495	0.6%	53%	False	False	30,863
10	81.995	80.770	1.225	1.5%	0.491	0.6%	51%	False	False	28,633
20	82.610	80.770	1.840	2.3%	0.507	0.6%	34%	False	False	32,324
40	84.965	80.770	4.195	5.2%	0.560	0.7%	15%	False	False	33,348
60	84.965	80.615	4.350	5.3%	0.592	0.7%	18%	False	False	31,050
80	84.965	80.615	4.350	5.3%	0.592	0.7%	18%	False	False	23,365
100	84.965	80.615	4.350	5.3%	0.561	0.7%	18%	False	False	18,710
120	84.965	80.615	4.350	5.3%	0.522	0.6%	18%	False	False	15,612

Crabel Price Patterns
NR	True
NR4	True
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	0.108
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	83.634
2.618	82.891
1.618	82.436
1.000	82.155
0.618	81.981
HIGH	81.700
0.618	81.526
0.500	81.473
0.382	81.419
LOW	81.245
0.618	80.964
1.000	80.790
1.618	80.509
2.618	80.054
4.250	79.311

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	81.473	81.438
PP	81.446	81.422
S1	81.419	81.407

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

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