ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	81.280	80.715	-0.565	-0.7%	81.670
High	81.375	80.805	-0.570	-0.7%	82.045
Low	80.665	80.230	-0.435	-0.5%	80.735
Close	80.822	80.405	-0.417	-0.5%	81.791
Range	0.710	0.575	-0.135	-19.0%	1.310
ATR	0.715	0.706	-0.009	-1.2%	0.000
Volume	22,227	21,616	-611	-2.7%	97,419

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.205	81.880	80.721
R3	81.630	81.305	80.563
R2	81.055	81.055	80.510
R1	80.730	80.730	80.458	80.605
PP	80.480	80.480	80.480	80.418
S1	80.155	80.155	80.352	80.030
S2	79.905	79.905	80.300
S3	79.330	79.580	80.247
S4	78.755	79.005	80.089

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.454	84.932	82.512
R3	84.144	83.622	82.151
R2	82.834	82.834	82.031
R1	82.312	82.312	81.911	82.573
PP	81.524	81.524	81.524	81.654
S1	81.002	81.002	81.671	81.263
S2	80.214	80.214	81.551
S3	78.904	79.692	81.431
S4	77.594	78.382	81.071

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.045	80.230	1.815	2.3%	0.792	1.0%	10%	False	True	22,351
10	82.045	80.230	1.815	2.3%	0.726	0.9%	10%	False	True	20,679
20	82.045	79.550	2.495	3.1%	0.674	0.8%	34%	False	False	18,153
40	82.045	78.255	3.790	4.7%	0.673	0.8%	57%	False	False	13,056
60	82.045	75.255	6.790	8.4%	0.623	0.8%	76%	False	False	8,713
80	82.045	75.255	6.790	8.4%	0.545	0.7%	76%	False	False	6,537

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	0.140
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.249
2.618	82.310
1.618	81.735
1.000	81.380
0.618	81.160
HIGH	80.805
0.618	80.585
0.500	80.518
0.382	80.450
LOW	80.230
0.618	79.875
1.000	79.655
1.618	79.300
2.618	78.725
4.250	77.786

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	80.518	80.955
PP	80.480	80.772
S1	80.443	80.588

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

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