ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 04-Sep-2013

Day Change Summary
	Previous	Current
	03-Sep-2013	04-Sep-2013	Change	Change %	Previous Week
Open	82.350	82.405	0.055	0.1%	81.400
High	82.780	82.470	-0.310	-0.4%	82.325
Low	82.280	82.105	-0.175	-0.2%	81.135
Close	82.401	82.205	-0.196	-0.2%	82.142
Range	0.500	0.365	-0.135	-27.0%	1.190
ATR	0.544	0.531	-0.013	-2.4%	0.000
Volume	31,777	22,095	-9,682	-30.5%	151,436

Daily Pivots for day following 04-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.355	83.145	82.406
R3	82.990	82.780	82.305
R2	82.625	82.625	82.272
R1	82.415	82.415	82.238	82.338
PP	82.260	82.260	82.260	82.221
S1	82.050	82.050	82.172	81.973
S2	81.895	81.895	82.138
S3	81.530	81.685	82.105
S4	81.165	81.320	82.004

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.437	84.980	82.797
R3	84.247	83.790	82.469
R2	83.057	83.057	82.360
R1	82.600	82.600	82.251	82.829
PP	81.867	81.867	81.867	81.982
S1	81.410	81.410	82.033	81.639
S2	80.677	80.677	81.924
S3	79.487	80.220	81.815
S4	78.297	79.030	81.488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.780	81.135	1.645	2.0%	0.523	0.6%	65%	False	False	30,902
10	82.780	80.925	1.855	2.3%	0.496	0.6%	69%	False	False	30,746
20	82.780	80.770	2.010	2.4%	0.481	0.6%	71%	False	False	29,310
40	84.925	80.770	4.155	5.1%	0.537	0.7%	35%	False	False	32,241
60	84.965	80.615	4.350	5.3%	0.561	0.7%	37%	False	False	33,965
80	84.965	80.615	4.350	5.3%	0.586	0.7%	37%	False	False	25,922
100	84.965	80.615	4.350	5.3%	0.570	0.7%	37%	False	False	20,759
120	84.965	80.615	4.350	5.3%	0.543	0.7%	37%	False	False	17,314

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.088
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	84.021
2.618	83.426
1.618	83.061
1.000	82.835
0.618	82.696
HIGH	82.470
0.618	82.331
0.500	82.288
0.382	82.244
LOW	82.105
0.618	81.879
1.000	81.740
1.618	81.514
2.618	81.149
4.250	80.554

Fisher Pivots for day following 04-Sep-2013
Pivot	1 day	3 day
R1	82.288	82.355
PP	82.260	82.305
S1	82.233	82.255

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

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