ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 22-Dec-2011

Day Change Summary
	Previous	Current
	21-Dec-2011	22-Dec-2011	Change	Change %	Previous Week
Open	80.105	80.360	0.255	0.3%	79.360
High	80.445	80.505	0.060	0.1%	81.415
Low	79.550	79.955	0.405	0.5%	79.210
Close	80.350	80.306	-0.044	-0.1%	80.839
Range	0.895	0.550	-0.345	-38.5%	2.205
ATR	0.700	0.689	-0.011	-1.5%	0.000
Volume	24,144	13,239	-10,905	-45.2%	131,205

Daily Pivots for day following 22-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	81.905	81.656	80.609
R3	81.355	81.106	80.457
R2	80.805	80.805	80.407
R1	80.556	80.556	80.356	80.406
PP	80.255	80.255	80.255	80.180
S1	80.006	80.006	80.256	79.856
S2	79.705	79.705	80.205
S3	79.155	79.456	80.155
S4	78.605	78.906	80.004

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	87.103	86.176	82.052
R3	84.898	83.971	81.445
R2	82.693	82.693	81.243
R1	81.766	81.766	81.041	82.230
PP	80.488	80.488	80.488	80.720
S1	79.561	79.561	80.637	80.025
S2	78.283	78.283	80.435
S3	76.078	77.356	80.233
S4	73.873	75.151	79.626

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.070	79.550	1.520	1.9%	0.634	0.8%	50%	False	False	22,523
10	81.415	78.975	2.440	3.0%	0.729	0.9%	55%	False	False	21,183
20	81.415	78.255	3.160	3.9%	0.711	0.9%	65%	False	False	10,970
40	81.415	75.500	5.915	7.4%	0.607	0.8%	81%	False	False	5,500
60	81.415	75.255	6.160	7.7%	0.530	0.7%	82%	False	False	3,670
80	81.415	75.255	6.160	7.7%	0.426	0.5%	82%	False	False	2,772

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	False
Stretch	0.189
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.843
2.618	81.945
1.618	81.395
1.000	81.055
0.618	80.845
HIGH	80.505
0.618	80.295
0.500	80.230
0.382	80.165
LOW	79.955
0.618	79.615
1.000	79.405
1.618	79.065
2.618	78.515
4.250	77.618

Fisher Pivots for day following 22-Dec-2011
Pivot	1 day	3 day
R1	80.281	80.286
PP	80.255	80.265
S1	80.230	80.245

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

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