ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 28-Aug-2013

Day Change Summary
	Previous	Current
	27-Aug-2013	28-Aug-2013	Change	Change %	Previous Week
Open	81.385	81.165	-0.220	-0.3%	81.320
High	81.615	81.640	0.025	0.0%	81.950
Low	81.140	81.135	-0.005	0.0%	80.770
Close	81.200	81.465	0.265	0.3%	81.392
Range	0.475	0.505	0.030	6.3%	1.180
ATR	0.526	0.525	-0.002	-0.3%	0.000
Volume	34,093	31,643	-2,450	-7.2%	154,316

Daily Pivots for day following 28-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.928	82.702	81.743
R3	82.423	82.197	81.604
R2	81.918	81.918	81.558
R1	81.692	81.692	81.511	81.805
PP	81.413	81.413	81.413	81.470
S1	81.187	81.187	81.419	81.300
S2	80.908	80.908	81.372
S3	80.403	80.682	81.326
S4	79.898	80.177	81.187

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	81.135	0.815	1.0%	0.445	0.5%	40%	False	True	29,424
10	81.995	80.770	1.225	1.5%	0.496	0.6%	57%	False	False	30,120
20	82.610	80.770	1.840	2.3%	0.491	0.6%	38%	False	False	30,221
40	84.965	80.770	4.195	5.1%	0.551	0.7%	17%	False	False	33,101
60	84.965	80.615	4.350	5.3%	0.581	0.7%	20%	False	False	32,372
80	84.965	80.615	4.350	5.3%	0.592	0.7%	20%	False	False	24,393
100	84.965	80.615	4.350	5.3%	0.559	0.7%	20%	False	False	19,532
120	84.965	80.615	4.350	5.3%	0.531	0.7%	20%	False	False	16,299

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.116
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	83.786
2.618	82.962
1.618	82.457
1.000	82.145
0.618	81.952
HIGH	81.640
0.618	81.447
0.500	81.388
0.382	81.328
LOW	81.135
0.618	80.823
1.000	80.630
1.618	80.318
2.618	79.813
4.250	78.989

Fisher Pivots for day following 28-Aug-2013
Pivot	1 day	3 day
R1	81.439	81.439
PP	81.413	81.413
S1	81.388	81.388

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

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