ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 10-Jan-2012

Day Change Summary
	Previous	Current
	09-Jan-2012	10-Jan-2012	Change	Change %	Previous Week
Open	81.670	81.270	-0.400	-0.5%	80.155
High	81.855	81.400	-0.455	-0.6%	81.720
Low	81.255	81.015	-0.240	-0.3%	79.830
Close	81.388	81.101	-0.287	-0.4%	81.597
Range	0.600	0.385	-0.215	-35.8%	1.890
ATR	0.675	0.654	-0.021	-3.1%	0.000
Volume	16,302	14,029	-2,273	-13.9%	79,421

Daily Pivots for day following 10-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.327	82.099	81.313
R3	81.942	81.714	81.207
R2	81.557	81.557	81.172
R1	81.329	81.329	81.136	81.251
PP	81.172	81.172	81.172	81.133
S1	80.944	80.944	81.066	80.866
S2	80.787	80.787	81.030
S3	80.402	80.559	80.995
S4	80.017	80.174	80.889

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.719	86.048	82.637
R3	84.829	84.158	82.117
R2	82.939	82.939	81.944
R1	82.268	82.268	81.770	82.604
PP	81.049	81.049	81.049	81.217
S1	80.378	80.378	81.424	80.714
S2	79.159	79.159	81.251
S3	77.269	78.488	81.077
S4	75.379	76.598	80.558

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.855	79.845	2.010	2.5%	0.681	0.8%	62%	False	False	17,943
10	81.855	79.830	2.025	2.5%	0.617	0.8%	63%	False	False	16,441
20	81.855	79.210	2.645	3.3%	0.655	0.8%	71%	False	False	18,985
40	81.855	77.400	4.455	5.5%	0.610	0.8%	83%	False	False	9,781
60	81.855	75.255	6.600	8.1%	0.590	0.7%	89%	False	False	6,528
80	81.855	75.255	6.600	8.1%	0.503	0.6%	89%	False	False	4,898

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.136
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	83.036
2.618	82.408
1.618	82.023
1.000	81.785
0.618	81.638
HIGH	81.400
0.618	81.253
0.500	81.208
0.382	81.162
LOW	81.015
0.618	80.777
1.000	80.630
1.618	80.392
2.618	80.007
4.250	79.379

Fisher Pivots for day following 10-Jan-2012
Pivot	1 day	3 day
R1	81.208	81.435
PP	81.172	81.324
S1	81.137	81.212

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

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