ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 15-Nov-2011

Day Change Summary
	Previous	Current
	14-Nov-2011	15-Nov-2011	Change	Change %	Previous Week
Open	77.400	78.355	0.955	1.2%	77.880
High	77.875	78.530	0.655	0.8%	78.800
Low	77.400	78.350	0.950	1.2%	77.330
Close	78.168	78.462	0.294	0.4%	77.551
Range	0.475	0.180	-0.295	-62.1%	1.470
ATR	0.676	0.653	-0.022	-3.3%	0.000
Volume	53	7	-46	-86.8%	193

Daily Pivots for day following 15-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	78.987	78.905	78.561
R3	78.807	78.725	78.512
R2	78.627	78.627	78.495
R1	78.545	78.545	78.479	78.586
PP	78.447	78.447	78.447	78.468
S1	78.365	78.365	78.446	78.406
S2	78.267	78.267	78.429
S3	78.087	78.185	78.413
S4	77.907	78.005	78.363

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	77.375	1.425	1.8%	0.533	0.7%	76%	False	False	39
10	78.800	77.160	1.640	2.1%	0.490	0.6%	79%	False	False	31
20	78.800	75.255	3.545	4.5%	0.525	0.7%	90%	False	False	24
40	80.490	75.255	5.235	6.7%	0.410	0.5%	61%	False	False	16

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	0.029
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	79.295
2.618	79.001
1.618	78.821
1.000	78.710
0.618	78.641
HIGH	78.530
0.618	78.461
0.500	78.440
0.382	78.419
LOW	78.350
0.618	78.239
1.000	78.170
1.618	78.059
2.618	77.879
4.250	77.585

Fisher Pivots for day following 15-Nov-2011
Pivot	1 day	3 day
R1	78.455	78.292
PP	78.447	78.122
S1	78.440	77.953

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

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