ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 27-Sep-2013

Day Change Summary
	Previous	Current
	26-Sep-2013	27-Sep-2013	Change	Change %	Previous Week
Open	80.485	80.650	0.165	0.2%	80.470
High	80.760	80.700	-0.060	-0.1%	80.760
Low	80.405	80.205	-0.200	-0.2%	80.205
Close	80.638	80.377	-0.261	-0.3%	80.377
Range	0.355	0.495	0.140	39.4%	0.555
ATR	0.440	0.444	0.004	0.9%	0.000
Volume	17,852	17,030	-822	-4.6%	84,525

Daily Pivots for day following 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.912	81.640	80.649
R3	81.417	81.145	80.513
R2	80.922	80.922	80.468
R1	80.650	80.650	80.422	80.539
PP	80.427	80.427	80.427	80.372
S1	80.155	80.155	80.332	80.044
S2	79.932	79.932	80.286
S3	79.437	79.660	80.241
S4	78.942	79.165	80.105

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.112	81.800	80.682
R3	81.557	81.245	80.530
R2	81.002	81.002	80.479
R1	80.690	80.690	80.428	80.569
PP	80.447	80.447	80.447	80.387
S1	80.135	80.135	80.326	80.014
S2	79.892	79.892	80.275
S3	79.337	79.580	80.224
S4	78.782	79.025	80.072

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.760	80.205	0.555	0.7%	0.334	0.4%	31%	False	True	16,905
10	81.505	80.155	1.350	1.7%	0.414	0.5%	16%	False	False	22,547
20	83.150	80.155	2.995	3.7%	0.439	0.5%	7%	False	False	16,864
40	83.150	80.155	2.995	3.7%	0.430	0.5%	7%	False	False	8,614
60	85.100	80.155	4.945	6.2%	0.447	0.6%	4%	False	False	5,772
80	85.220	80.155	5.065	6.3%	0.427	0.5%	4%	False	False	4,361

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.077
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	82.804
2.618	81.996
1.618	81.501
1.000	81.195
0.618	81.006
HIGH	80.700
0.618	80.511
0.500	80.453
0.382	80.394
LOW	80.205
0.618	79.899
1.000	79.710
1.618	79.404
2.618	78.909
4.250	78.101

Fisher Pivots for day following 27-Sep-2013
Pivot	1 day	3 day
R1	80.453	80.483
PP	80.427	80.447
S1	80.402	80.412

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

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