ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 05-Sep-2014

Day Change Summary
	Previous	Current
	04-Sep-2014	05-Sep-2014	Change	Change %	Previous Week
Open	82.890	83.935	1.045	1.3%	82.780
High	83.895	83.965	0.070	0.1%	83.965
Low	82.865	83.585	0.720	0.9%	82.780
Close	83.834	83.757	-0.077	-0.1%	83.757
Range	1.030	0.380	-0.650	-63.1%	1.185
ATR	0.333	0.336	0.003	1.0%	0.000
Volume	42,979	39,221	-3,758	-8.7%	119,694

Daily Pivots for day following 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	84.909	84.713	83.966
R3	84.529	84.333	83.862
R2	84.149	84.149	83.827
R1	83.953	83.953	83.792	83.861
PP	83.769	83.769	83.769	83.723
S1	83.573	83.573	83.722	83.481
S2	83.389	83.389	83.687
S3	83.009	83.193	83.653
S4	82.629	82.813	83.548

Weekly Pivots for week ending 05-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	87.056	86.591	84.409
R3	85.871	85.406	84.083
R2	84.686	84.686	83.974
R1	84.221	84.221	83.866	84.454
PP	83.501	83.501	83.501	83.617
S1	83.036	83.036	83.648	83.269
S2	82.316	82.316	83.540
S3	81.131	81.851	83.431
S4	79.946	80.666	83.105

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.965	82.445	1.520	1.8%	0.450	0.5%	86%	True	False	27,902
10	83.965	82.125	1.840	2.2%	0.371	0.4%	89%	True	False	23,890
20	83.965	81.315	2.650	3.2%	0.323	0.4%	92%	True	False	21,432
40	83.965	80.070	3.895	4.7%	0.276	0.3%	95%	True	False	20,795
60	83.965	79.770	4.195	5.0%	0.274	0.3%	95%	True	False	19,864
80	83.965	79.770	4.195	5.0%	0.270	0.3%	95%	True	False	15,540
100	83.965	79.055	4.910	5.9%	0.265	0.3%	96%	True	False	12,467
120	83.965	79.055	4.910	5.9%	0.262	0.3%	96%	True	False	10,399

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	True
Stretch	0.065
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.580
2.618	84.960
1.618	84.580
1.000	84.345
0.618	84.200
HIGH	83.965
0.618	83.820
0.500	83.775
0.382	83.730
LOW	83.585
0.618	83.350
1.000	83.205
1.618	82.970
2.618	82.590
4.250	81.970

Fisher Pivots for day following 05-Sep-2014
Pivot	1 day	3 day
R1	83.775	83.642
PP	83.769	83.527
S1	83.763	83.413

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

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