ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 16-Sep-2013

Day Change Summary
	Previous	Current
	13-Sep-2013	16-Sep-2013	Change	Change %	Previous Week
Open	81.535	81.160	-0.375	-0.5%	82.250
High	81.730	81.190	-0.540	-0.7%	82.330
Low	81.415	81.005	-0.410	-0.5%	81.350
Close	81.448	81.072	-0.376	-0.5%	81.448
Range	0.315	0.185	-0.130	-41.3%	0.980
ATR	0.509	0.504	-0.005	-0.9%	0.000
Volume	16,037	608	-15,429	-96.2%	141,357

Daily Pivots for day following 16-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.644	81.543	81.174
R3	81.459	81.358	81.123
R2	81.274	81.274	81.106
R1	81.173	81.173	81.089	81.131
PP	81.089	81.089	81.089	81.068
S1	80.988	80.988	81.055	80.946
S2	80.904	80.904	81.038
S3	80.719	80.803	81.021
S4	80.534	80.618	80.970

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.649	84.029	81.987
R3	83.669	83.049	81.718
R2	82.689	82.689	81.628
R1	82.069	82.069	81.538	81.889
PP	81.709	81.709	81.709	81.620
S1	81.089	81.089	81.358	80.909
S2	80.729	80.729	81.268
S3	79.749	80.109	81.179
S4	78.769	79.129	80.909

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.985	81.005	0.980	1.2%	0.326	0.4%	7%	False	True	22,105
10	82.780	81.005	1.775	2.2%	0.452	0.6%	4%	False	True	27,954
20	82.780	80.770	2.010	2.5%	0.473	0.6%	15%	False	False	29,264
40	82.780	80.770	2.010	2.5%	0.494	0.6%	15%	False	False	30,508
60	84.965	80.770	4.195	5.2%	0.539	0.7%	7%	False	False	32,651
80	84.965	80.615	4.350	5.4%	0.567	0.7%	11%	False	False	28,707
100	84.965	80.615	4.350	5.4%	0.567	0.7%	11%	False	False	23,005
120	84.965	80.615	4.350	5.4%	0.545	0.7%	11%	False	False	19,184

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 78 trading days

Fibonacci Retracements and Extensions
4.250	81.976
2.618	81.674
1.618	81.489
1.000	81.375
0.618	81.304
HIGH	81.190
0.618	81.119
0.500	81.098
0.382	81.076
LOW	81.005
0.618	80.891
1.000	80.820
1.618	80.706
2.618	80.521
4.250	80.219

Fisher Pivots for day following 16-Sep-2013
Pivot	1 day	3 day
R1	81.098	81.373
PP	81.089	81.272
S1	81.081	81.172

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

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