ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 29-Aug-2013

Day Change Summary
	Previous	Current
	28-Aug-2013	29-Aug-2013	Change	Change %	Previous Week
Open	81.165	81.500	0.335	0.4%	81.320
High	81.640	82.270	0.630	0.8%	81.950
Low	81.135	81.420	0.285	0.4%	80.770
Close	81.465	82.003	0.538	0.7%	81.392
Range	0.505	0.850	0.345	68.3%	1.180
ATR	0.525	0.548	0.023	4.4%	0.000
Volume	31,643	41,838	10,195	32.2%	154,316

Daily Pivots for day following 29-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.448	84.075	82.471
R3	83.598	83.225	82.237
R2	82.748	82.748	82.159
R1	82.375	82.375	82.081	82.562
PP	81.898	81.898	81.898	81.991
S1	81.525	81.525	81.925	81.712
S2	81.048	81.048	81.847
S3	80.198	80.675	81.769
S4	79.348	79.825	81.536

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	82.270	81.135	1.135	1.4%	0.507	0.6%	76%	True	False	30,945
10	82.270	80.770	1.500	1.8%	0.493	0.6%	82%	True	False	30,433
20	82.610	80.770	1.840	2.2%	0.493	0.6%	67%	False	False	30,070
40	84.965	80.770	4.195	5.1%	0.556	0.7%	29%	False	False	33,299
60	84.965	80.615	4.350	5.3%	0.588	0.7%	32%	False	False	33,015
80	84.965	80.615	4.350	5.3%	0.596	0.7%	32%	False	False	24,915
100	84.965	80.615	4.350	5.3%	0.565	0.7%	32%	False	False	19,950
120	84.965	80.615	4.350	5.3%	0.538	0.7%	32%	False	False	16,643

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.092
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	85.883
2.618	84.495
1.618	83.645
1.000	83.120
0.618	82.795
HIGH	82.270
0.618	81.945
0.500	81.845
0.382	81.745
LOW	81.420
0.618	80.895
1.000	80.570
1.618	80.045
2.618	79.195
4.250	77.808

Fisher Pivots for day following 29-Aug-2013
Pivot	1 day	3 day
R1	81.950	81.903
PP	81.898	81.803
S1	81.845	81.703

Download as Excel Spreadsheet

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

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