ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	80.075	79.840	-0.235	-0.3%	80.445
High	80.125	79.895	-0.230	-0.3%	80.505
Low	79.800	79.770	-0.030	0.0%	80.060
Close	79.811	79.845	0.034	0.0%	80.086
Range	0.325	0.125	-0.200	-61.5%	0.445
ATR	0.286	0.274	-0.011	-4.0%	0.000
Volume	24,939	18,398	-6,541	-26.2%	89,868

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	80.212	80.153	79.914
R3	80.087	80.028	79.879
R2	79.962	79.962	79.868
R1	79.903	79.903	79.856	79.933
PP	79.837	79.837	79.837	79.851
S1	79.778	79.778	79.834	79.808
S2	79.712	79.712	79.822
S3	79.587	79.653	79.811
S4	79.462	79.528	79.776

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.552	81.264	80.331
R3	81.107	80.819	80.208
R2	80.662	80.662	80.168
R1	80.374	80.374	80.127	80.296
PP	80.217	80.217	80.217	80.178
S1	79.929	79.929	80.045	79.851
S2	79.772	79.772	80.004
S3	79.327	79.484	79.964
S4	78.882	79.039	79.841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.440	79.770	0.670	0.8%	0.236	0.3%	11%	False	True	21,565
10	80.970	79.770	1.200	1.5%	0.266	0.3%	6%	False	True	19,303
20	81.170	79.770	1.400	1.8%	0.295	0.4%	5%	False	True	15,750
40	81.170	79.055	2.115	2.6%	0.279	0.3%	37%	False	False	8,104
60	81.170	79.055	2.115	2.6%	0.262	0.3%	37%	False	False	5,438
80	81.170	79.055	2.115	2.6%	0.248	0.3%	37%	False	False	4,086
100	81.220	79.055	2.165	2.7%	0.219	0.3%	36%	False	False	3,270

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	0.070
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	80.426
2.618	80.222
1.618	80.097
1.000	80.020
0.618	79.972
HIGH	79.895
0.618	79.847
0.500	79.833
0.382	79.818
LOW	79.770
0.618	79.693
1.000	79.645
1.618	79.568
2.618	79.443
4.250	79.239

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	79.841	80.020
PP	79.837	79.962
S1	79.833	79.903

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

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