ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	77.880	77.375	-0.505	-0.6%	75.875
High	77.935	77.490	-0.445	-0.6%	77.875
Low	77.380	77.330	-0.050	-0.1%	75.875
Close	77.556	77.146	-0.410	-0.5%	77.562
Range	0.555	0.160	-0.395	-71.2%	2.000
ATR	0.630	0.601	-0.029	-4.6%	0.000
Volume	23	34	11	47.8%	82

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	77.802	77.634	77.234
R3	77.642	77.474	77.190
R2	77.482	77.482	77.175
R1	77.314	77.314	77.161	77.318
PP	77.322	77.322	77.322	77.324
S1	77.154	77.154	77.131	77.158
S2	77.162	77.162	77.117
S3	77.002	76.994	77.102
S4	76.842	76.834	77.058

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.104	82.333	78.662
R3	81.104	80.333	78.112
R2	79.104	79.104	77.929
R1	78.333	78.333	77.745	78.719
PP	77.104	77.104	77.104	77.297
S1	76.333	76.333	77.379	76.719
S2	75.104	75.104	77.195
S3	73.104	74.333	77.012
S4	71.104	72.333	76.462

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.935	77.160	0.775	1.0%	0.447	0.6%	-2%	False	False	23
10	77.935	75.255	2.680	3.5%	0.613	0.8%	71%	False	False	25
20	78.150	75.255	2.895	3.8%	0.497	0.6%	65%	False	False	17
40	80.490	75.255	5.235	6.8%	0.353	0.5%	36%	False	False	36

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	78.170
2.618	77.909
1.618	77.749
1.000	77.650
0.618	77.589
HIGH	77.490
0.618	77.429
0.500	77.410
0.382	77.391
LOW	77.330
0.618	77.231
1.000	77.170
1.618	77.071
2.618	76.911
4.250	76.650

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	77.410	77.633
PP	77.322	77.470
S1	77.234	77.308

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

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