ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 06-Sep-2013

Day Change Summary
	Previous	Current
	05-Sep-2013	06-Sep-2013	Change	Change %	Previous Week
Open	82.225	82.670	0.445	0.5%	82.350
High	82.710	82.700	-0.010	0.0%	82.780
Low	82.100	81.935	-0.165	-0.2%	81.935
Close	82.668	82.167	-0.501	-0.6%	82.167
Range	0.610	0.765	0.155	25.4%	0.845
ATR	0.537	0.553	0.016	3.0%	0.000
Volume	44,640	39,063	-5,577	-12.5%	137,575

Daily Pivots for day following 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.562	84.130	82.588
R3	83.797	83.365	82.377
R2	83.032	83.032	82.307
R1	82.600	82.600	82.237	82.434
PP	82.267	82.267	82.267	82.184
S1	81.835	81.835	82.097	81.669
S2	81.502	81.502	82.027
S3	80.737	81.070	81.957
S4	79.972	80.305	81.746

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.829	84.343	82.632
R3	83.984	83.498	82.399
R2	83.139	83.139	82.322
R1	82.653	82.653	82.244	82.474
PP	82.294	82.294	82.294	82.204
S1	81.808	81.808	82.090	81.629
S2	81.449	81.449	82.012
S3	80.604	80.963	81.935
S4	79.759	80.118	81.702

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.780	81.930	0.850	1.0%	0.527	0.6%	28%	False	False	32,947
10	82.780	81.135	1.645	2.0%	0.517	0.6%	63%	False	False	31,946
20	82.780	80.770	2.010	2.4%	0.494	0.6%	70%	False	False	29,698
40	83.620	80.770	2.850	3.5%	0.519	0.6%	49%	False	False	31,744
60	84.965	80.615	4.350	5.3%	0.562	0.7%	36%	False	False	34,738
80	84.965	80.615	4.350	5.3%	0.589	0.7%	36%	False	False	26,961
100	84.965	80.615	4.350	5.3%	0.567	0.7%	36%	False	False	21,588
120	84.965	80.615	4.350	5.3%	0.548	0.7%	36%	False	False	18,012

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.098
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	85.951
2.618	84.703
1.618	83.938
1.000	83.465
0.618	83.173
HIGH	82.700
0.618	82.408
0.500	82.318
0.382	82.227
LOW	81.935
0.618	81.462
1.000	81.170
1.618	80.697
2.618	79.932
4.250	78.684

Fisher Pivots for day following 06-Sep-2013
Pivot	1 day	3 day
R1	82.318	82.323
PP	82.267	82.271
S1	82.217	82.219

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

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