ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	81.085	80.830	-0.255	-0.3%	80.150
High	81.310	81.025	-0.285	-0.4%	81.310
Low	80.770	80.360	-0.410	-0.5%	80.040
Close	80.911	80.522	-0.389	-0.5%	80.522
Range	0.540	0.665	0.125	23.1%	1.270
ATR	0.645	0.647	0.001	0.2%	0.000
Volume	15,454	12,439	-3,015	-19.5%	54,658

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	82.631	82.241	80.888
R3	81.966	81.576	80.705
R2	81.301	81.301	80.644
R1	80.911	80.911	80.583	80.774
PP	80.636	80.636	80.636	80.567
S1	80.246	80.246	80.461	80.109
S2	79.971	79.971	80.400
S3	79.306	79.581	80.339
S4	78.641	78.916	80.156

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	84.434	83.748	81.221
R3	83.164	82.478	80.871
R2	81.894	81.894	80.755
R1	81.208	81.208	80.638	81.551
PP	80.624	80.624	80.624	80.796
S1	79.938	79.938	80.406	80.281
S2	79.354	79.354	80.289
S3	78.084	78.668	80.173
S4	76.814	77.398	79.824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.310	80.040	1.270	1.6%	0.537	0.7%	38%	False	False	12,365
10	81.310	79.550	1.760	2.2%	0.586	0.7%	55%	False	False	17,444
20	81.415	78.520	2.895	3.6%	0.652	0.8%	69%	False	False	13,986
40	81.415	77.330	4.085	5.1%	0.597	0.7%	78%	False	False	7,043
60	81.415	75.255	6.160	7.7%	0.554	0.7%	86%	False	False	4,700
80	81.415	75.255	6.160	7.7%	0.459	0.6%	86%	False	False	3,545

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.161
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.851
2.618	82.766
1.618	82.101
1.000	81.690
0.618	81.436
HIGH	81.025
0.618	80.771
0.500	80.693
0.382	80.614
LOW	80.360
0.618	79.949
1.000	79.695
1.618	79.284
2.618	78.619
4.250	77.534

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	80.693	80.683
PP	80.636	80.629
S1	80.579	80.576

Download as Excel Spreadsheet

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

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