ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	77.000	77.655	0.655	0.9%	77.100
High	77.875	77.655	-0.220	-0.3%	77.250
Low	77.000	77.375	0.375	0.5%	75.255
Close	77.770	77.581	-0.189	-0.2%	75.581
Range	0.875	0.280	-0.595	-68.0%	1.995
ATR	0.650	0.631	-0.018	-2.8%	0.000
Volume	6	5	-1	-16.7%	124

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.377	78.259	77.735
R3	78.097	77.979	77.658
R2	77.817	77.817	77.632
R1	77.699	77.699	77.607	77.618
PP	77.537	77.537	77.537	77.497
S1	77.419	77.419	77.555	77.338
S2	77.257	77.257	77.530
S3	76.977	77.139	77.504
S4	76.697	76.859	77.427

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.014	80.792	76.678
R3	80.019	78.797	76.130
R2	78.024	78.024	75.947
R1	76.802	76.802	75.764	76.416
PP	76.029	76.029	76.029	75.835
S1	74.807	74.807	75.398	74.421
S2	74.034	74.034	75.215
S3	72.039	72.812	75.032
S4	70.044	70.817	74.484

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.875	75.255	2.620	3.4%	0.705	0.9%	89%	False	False	26
10	77.875	75.255	2.620	3.4%	0.536	0.7%	89%	False	False	16
20	79.875	75.255	4.620	6.0%	0.454	0.6%	50%	False	False	13
40	80.490	75.255	5.235	6.7%	0.304	0.4%	44%	False	False	46

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	78.845
2.618	78.388
1.618	78.108
1.000	77.935
0.618	77.828
HIGH	77.655
0.618	77.548
0.500	77.515
0.382	77.482
LOW	77.375
0.618	77.202
1.000	77.095
1.618	76.922
2.618	76.642
4.250	76.185

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	77.559	77.346
PP	77.537	77.110
S1	77.515	76.875

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

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