ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	78.010	77.400	-0.610	-0.8%	77.880
High	78.010	77.875	-0.135	-0.2%	78.800
Low	77.375	77.400	0.025	0.0%	77.330
Close	77.551	78.168	0.617	0.8%	77.551
Range	0.635	0.475	-0.160	-25.2%	1.470
ATR	0.691	0.676	-0.015	-2.2%	0.000
Volume	49	53	4	8.2%	193

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	79.239	79.179	78.429
R3	78.764	78.704	78.299
R2	78.289	78.289	78.255
R1	78.229	78.229	78.212	78.259
PP	77.814	77.814	77.814	77.830
S1	77.754	77.754	78.124	77.784
S2	77.339	77.339	78.081
S3	76.864	77.279	78.037
S4	76.389	76.804	77.907

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.304	81.397	78.360
R3	80.834	79.927	77.955
R2	79.364	79.364	77.821
R1	78.457	78.457	77.686	78.176
PP	77.894	77.894	77.894	77.753
S1	76.987	76.987	77.416	76.706
S2	76.424	76.424	77.282
S3	74.954	75.517	77.147
S4	73.484	74.047	76.743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.800	77.330	1.470	1.9%	0.529	0.7%	57%	False	False	44
10	78.800	77.000	1.800	2.3%	0.560	0.7%	65%	False	False	31
20	78.800	75.255	3.545	4.5%	0.539	0.7%	82%	False	False	24
40	80.490	75.255	5.235	6.7%	0.408	0.5%	56%	False	False	16

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	79.894
2.618	79.119
1.618	78.644
1.000	78.350
0.618	78.169
HIGH	77.875
0.618	77.694
0.500	77.638
0.382	77.581
LOW	77.400
0.618	77.106
1.000	76.925
1.618	76.631
2.618	76.156
4.250	75.381

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	77.991	78.141
PP	77.814	78.114
S1	77.638	78.088

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

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