ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 11-Aug-2014

Day Change Summary
	Previous	Current
	08-Aug-2014	11-Aug-2014	Change	Change %	Previous Week
Open	81.625	81.470	-0.155	-0.2%	81.395
High	81.670	81.550	-0.120	-0.1%	81.775
Low	81.315	81.465	0.150	0.2%	81.315
Close	81.454	81.535	0.081	0.1%	81.454
Range	0.355	0.085	-0.270	-76.1%	0.460
ATR	0.255	0.244	-0.011	-4.5%	0.000
Volume	27,747	8,320	-19,427	-70.0%	119,298

Daily Pivots for day following 11-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.772	81.738	81.582
R3	81.687	81.653	81.558
R2	81.602	81.602	81.551
R1	81.568	81.568	81.543	81.585
PP	81.517	81.517	81.517	81.525
S1	81.483	81.483	81.527	81.500
S2	81.432	81.432	81.519
S3	81.347	81.398	81.512
S4	81.262	81.313	81.488

Weekly Pivots for week ending 08-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.895	82.634	81.707
R3	82.435	82.174	81.581
R2	81.975	81.975	81.538
R1	81.714	81.714	81.496	81.845
PP	81.515	81.515	81.515	81.580
S1	81.254	81.254	81.412	81.385
S2	81.055	81.055	81.370
S3	80.595	80.794	81.328
S4	80.135	80.334	81.201

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.775	81.315	0.460	0.6%	0.271	0.3%	48%	False	False	23,207
10	81.775	81.085	0.690	0.8%	0.262	0.3%	65%	False	False	23,066
20	81.775	80.175	1.600	2.0%	0.233	0.3%	85%	False	False	20,940
40	81.775	79.770	2.005	2.5%	0.247	0.3%	88%	False	False	18,746
60	81.775	79.770	2.005	2.5%	0.251	0.3%	88%	False	False	14,152
80	81.775	79.055	2.720	3.3%	0.252	0.3%	91%	False	False	10,674
100	81.775	79.055	2.720	3.3%	0.248	0.3%	91%	False	False	8,552
120	81.775	79.055	2.720	3.3%	0.235	0.3%	91%	False	False	7,130

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.045
Narrowest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	81.911
2.618	81.773
1.618	81.688
1.000	81.635
0.618	81.603
HIGH	81.550
0.618	81.518
0.500	81.508
0.382	81.497
LOW	81.465
0.618	81.412
1.000	81.380
1.618	81.327
2.618	81.242
4.250	81.104

Fisher Pivots for day following 11-Aug-2014
Pivot	1 day	3 day
R1	81.526	81.529
PP	81.517	81.523
S1	81.508	81.518

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

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