ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 03-Sep-2014

Day Change Summary
	Previous	Current
	02-Sep-2014	03-Sep-2014	Change	Change %	Previous Week
Open	82.780	83.005	0.225	0.3%	82.620
High	83.060	83.075	0.015	0.0%	82.790
Low	82.780	82.860	0.080	0.1%	82.340
Close	83.010	82.888	-0.122	-0.1%	82.783
Range	0.280	0.215	-0.065	-23.2%	0.450
ATR	0.284	0.279	-0.005	-1.7%	0.000
Volume	20,300	17,194	-3,106	-15.3%	87,534

Daily Pivots for day following 03-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.586	83.452	83.006
R3	83.371	83.237	82.947
R2	83.156	83.156	82.927
R1	83.022	83.022	82.908	82.982
PP	82.941	82.941	82.941	82.921
S1	82.807	82.807	82.868	82.767
S2	82.726	82.726	82.849
S3	82.511	82.592	82.829
S4	82.296	82.377	82.770

Weekly Pivots for week ending 29-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	83.988	83.835	83.031
R3	83.538	83.385	82.907
R2	83.088	83.088	82.866
R1	82.935	82.935	82.824	83.012
PP	82.638	82.638	82.638	82.676
S1	82.485	82.485	82.742	82.562
S2	82.188	82.188	82.701
S3	81.738	82.035	82.659
S4	81.288	81.585	82.536

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.075	82.340	0.735	0.9%	0.291	0.4%	75%	True	False	19,329
10	83.075	81.930	1.145	1.4%	0.296	0.4%	84%	True	False	19,627
20	83.075	81.315	1.760	2.1%	0.281	0.3%	89%	True	False	20,096
40	83.075	80.020	3.055	3.7%	0.253	0.3%	94%	True	False	19,539
60	83.075	79.770	3.305	4.0%	0.260	0.3%	94%	True	False	18,990
80	83.075	79.770	3.305	4.0%	0.259	0.3%	94%	True	False	14,523
100	83.075	79.055	4.020	4.8%	0.256	0.3%	95%	True	False	11,647
120	83.075	79.055	4.020	4.8%	0.253	0.3%	95%	True	False	9,715

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.074
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.989
2.618	83.638
1.618	83.423
1.000	83.290
0.618	83.208
HIGH	83.075
0.618	82.993
0.500	82.968
0.382	82.942
LOW	82.860
0.618	82.727
1.000	82.645
1.618	82.512
2.618	82.297
4.250	81.946

Fisher Pivots for day following 03-Sep-2014
Pivot	1 day	3 day
R1	82.968	82.845
PP	82.941	82.803
S1	82.915	82.760

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

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