ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 12-Sep-2013

Day Change Summary
	Previous	Current
	11-Sep-2013	12-Sep-2013	Change	Change %	Previous Week
Open	81.830	81.490	-0.340	-0.4%	82.350
High	81.940	81.740	-0.200	-0.2%	82.780
Low	81.455	81.350	-0.105	-0.1%	81.935
Close	81.522	81.491	-0.031	0.0%	82.167
Range	0.485	0.390	-0.095	-19.6%	0.845
ATR	0.534	0.524	-0.010	-1.9%	0.000
Volume	43,837	20,715	-23,122	-52.7%	137,575

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.697	82.484	81.706
R3	82.307	82.094	81.598
R2	81.917	81.917	81.563
R1	81.704	81.704	81.527	81.811
PP	81.527	81.527	81.527	81.580
S1	81.314	81.314	81.455	81.421
S2	81.137	81.137	81.420
S3	80.747	80.924	81.384
S4	80.357	80.534	81.277

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	82.700	81.350	1.350	1.7%	0.508	0.6%	10%	False	True	32,876
10	82.780	81.350	1.430	1.8%	0.526	0.6%	10%	False	True	33,189
20	82.780	80.770	2.010	2.5%	0.511	0.6%	36%	False	False	31,654
40	83.160	80.770	2.390	2.9%	0.502	0.6%	30%	False	False	31,262
60	84.965	80.615	4.350	5.3%	0.563	0.7%	20%	False	False	34,137
80	84.965	80.615	4.350	5.3%	0.583	0.7%	20%	False	False	28,515
100	84.965	80.615	4.350	5.3%	0.569	0.7%	20%	False	False	22,839
120	84.965	80.615	4.350	5.3%	0.544	0.7%	20%	False	False	19,047

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	83.398
2.618	82.761
1.618	82.371
1.000	82.130
0.618	81.981
HIGH	81.740
0.618	81.591
0.500	81.545
0.382	81.499
LOW	81.350
0.618	81.109
1.000	80.960
1.618	80.719
2.618	80.329
4.250	79.693

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	81.545	81.668
PP	81.527	81.609
S1	81.509	81.550

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

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