ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 09-Sep-2013

Day Change Summary
	Previous	Current
	06-Sep-2013	09-Sep-2013	Change	Change %	Previous Week
Open	82.670	82.250	-0.420	-0.5%	82.350
High	82.700	82.330	-0.370	-0.4%	82.780
Low	81.935	81.685	-0.250	-0.3%	81.935
Close	82.167	81.796	-0.371	-0.5%	82.167
Range	0.765	0.645	-0.120	-15.7%	0.845
ATR	0.553	0.560	0.007	1.2%	0.000
Volume	39,063	31,440	-7,623	-19.5%	137,575

Daily Pivots for day following 09-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.872	83.479	82.151
R3	83.227	82.834	81.973
R2	82.582	82.582	81.914
R1	82.189	82.189	81.855	82.063
PP	81.937	81.937	81.937	81.874
S1	81.544	81.544	81.737	81.418
S2	81.292	81.292	81.678
S3	80.647	80.899	81.619
S4	80.002	80.254	81.441

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	81.685	1.095	1.3%	0.577	0.7%	10%	False	True	33,803
10	82.780	81.135	1.645	2.0%	0.536	0.7%	40%	False	False	32,045
20	82.780	80.770	2.010	2.5%	0.513	0.6%	51%	False	False	30,339
40	83.620	80.770	2.850	3.5%	0.522	0.6%	36%	False	False	31,724
60	84.965	80.615	4.350	5.3%	0.564	0.7%	27%	False	False	34,607
80	84.965	80.615	4.350	5.3%	0.591	0.7%	27%	False	False	27,352
100	84.965	80.615	4.350	5.3%	0.571	0.7%	27%	False	False	21,902
120	84.965	80.615	4.350	5.3%	0.550	0.7%	27%	False	False	18,273

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.090
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.071
2.618	84.019
1.618	83.374
1.000	82.975
0.618	82.729
HIGH	82.330
0.618	82.084
0.500	82.008
0.382	81.931
LOW	81.685
0.618	81.286
1.000	81.040
1.618	80.641
2.618	79.996
4.250	78.944

Fisher Pivots for day following 09-Sep-2013
Pivot	1 day	3 day
R1	82.008	82.198
PP	81.937	82.064
S1	81.867	81.930

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

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