ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	81.290	81.500	0.210	0.3%	80.580
High	81.645	81.660	0.015	0.0%	81.200
Low	81.280	81.465	0.185	0.2%	80.490
Close	81.516	81.523	0.007	0.0%	81.125
Range	0.365	0.195	-0.170	-46.6%	0.710
ATR	0.239	0.236	-0.003	-1.3%	0.000
Volume	29,800	24,110	-5,690	-19.1%	99,592

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.134	82.024	81.630
R3	81.939	81.829	81.577
R2	81.744	81.744	81.559
R1	81.634	81.634	81.541	81.689
PP	81.549	81.549	81.549	81.577
S1	81.439	81.439	81.505	81.494
S2	81.354	81.354	81.487
S3	81.159	81.244	81.469
S4	80.964	81.049	81.416

Weekly Pivots for week ending 25-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.068	82.807	81.516
R3	82.358	82.097	81.320
R2	81.648	81.648	81.255
R1	81.387	81.387	81.190	81.518
PP	80.938	80.938	80.938	81.004
S1	80.677	80.677	81.060	80.808
S2	80.228	80.228	80.995
S3	79.518	79.967	80.930
S4	78.808	79.257	80.735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.660	80.900	0.760	0.9%	0.242	0.3%	82%	True	False	21,061
10	81.660	80.490	1.170	1.4%	0.220	0.3%	88%	True	False	20,131
20	81.660	79.975	1.685	2.1%	0.232	0.3%	92%	True	False	17,598
40	81.660	79.770	1.890	2.3%	0.264	0.3%	93%	True	False	17,020
60	81.660	79.055	2.605	3.2%	0.259	0.3%	95%	True	False	11,512
80	81.660	79.055	2.605	3.2%	0.254	0.3%	95%	True	False	8,667
100	81.660	79.055	2.605	3.2%	0.247	0.3%	95%	True	False	6,940
120	81.660	79.055	2.605	3.2%	0.223	0.3%	95%	True	False	5,784

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	0.041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.489
2.618	82.171
1.618	81.976
1.000	81.855
0.618	81.781
HIGH	81.660
0.618	81.586
0.500	81.563
0.382	81.539
LOW	81.465
0.618	81.344
1.000	81.270
1.618	81.149
2.618	80.954
4.250	80.636

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	81.563	81.473
PP	81.549	81.423
S1	81.536	81.373

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

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