ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 05-Sep-2013

Day Change Summary
	Previous	Current
	04-Sep-2013	05-Sep-2013	Change	Change %	Previous Week
Open	82.405	82.225	-0.180	-0.2%	81.400
High	82.470	82.710	0.240	0.3%	82.325
Low	82.105	82.100	-0.005	0.0%	81.135
Close	82.205	82.668	0.463	0.6%	82.142
Range	0.365	0.610	0.245	67.1%	1.190
ATR	0.531	0.537	0.006	1.1%	0.000
Volume	22,095	44,640	22,545	102.0%	151,436

Daily Pivots for day following 05-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.323	84.105	83.004
R3	83.713	83.495	82.836
R2	83.103	83.103	82.780
R1	82.885	82.885	82.724	82.994
PP	82.493	82.493	82.493	82.547
S1	82.275	82.275	82.612	82.384
S2	81.883	81.883	82.556
S3	81.273	81.665	82.500
S4	80.663	81.055	82.333

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	81.420	1.360	1.6%	0.544	0.7%	92%	False	False	33,502
10	82.780	81.135	1.645	2.0%	0.495	0.6%	93%	False	False	31,463
20	82.780	80.770	2.010	2.4%	0.481	0.6%	94%	False	False	29,566
40	83.620	80.770	2.850	3.4%	0.520	0.6%	67%	False	False	32,080
60	84.965	80.615	4.350	5.3%	0.559	0.7%	47%	False	False	34,484
80	84.965	80.615	4.350	5.3%	0.586	0.7%	47%	False	False	26,477
100	84.965	80.615	4.350	5.3%	0.568	0.7%	47%	False	False	21,205
120	84.965	80.615	4.350	5.3%	0.546	0.7%	47%	False	False	17,686

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.099
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.303
2.618	84.307
1.618	83.697
1.000	83.320
0.618	83.087
HIGH	82.710
0.618	82.477
0.500	82.405
0.382	82.333
LOW	82.100
0.618	81.723
1.000	81.490
1.618	81.113
2.618	80.503
4.250	79.508

Fisher Pivots for day following 05-Sep-2013
Pivot	1 day	3 day
R1	82.580	82.592
PP	82.493	82.516
S1	82.405	82.440

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

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