ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 24-Jan-2012

Day Change Summary
	Previous	Current
	23-Jan-2012	24-Jan-2012	Change	Change %	Previous Week
Open	80.535	79.925	-0.610	-0.8%	81.670
High	80.585	80.345	-0.240	-0.3%	81.680
Low	79.755	79.785	0.030	0.0%	80.185
Close	79.934	79.930	-0.004	0.0%	80.406
Range	0.830	0.560	-0.270	-32.5%	1.495
ATR	0.698	0.688	-0.010	-1.4%	0.000
Volume	24,808	24,896	88	0.4%	78,896

Daily Pivots for day following 24-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.700	81.375	80.238
R3	81.140	80.815	80.084
R2	80.580	80.580	80.033
R1	80.255	80.255	79.981	80.418
PP	80.020	80.020	80.020	80.101
S1	79.695	79.695	79.879	79.858
S2	79.460	79.460	79.827
S3	78.900	79.135	79.776
S4	78.340	78.575	79.622

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.242	84.319	81.228
R3	83.747	82.824	80.817
R2	82.252	82.252	80.680
R1	81.329	81.329	80.543	81.043
PP	80.757	80.757	80.757	80.614
S1	79.834	79.834	80.269	79.548
S2	79.262	79.262	80.132
S3	77.767	78.339	79.995
S4	76.272	76.844	79.584

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.375	79.755	1.620	2.0%	0.625	0.8%	11%	False	False	21,673
10	82.045	79.755	2.290	2.9%	0.687	0.9%	8%	False	False	20,971
20	82.045	79.755	2.290	2.9%	0.649	0.8%	8%	False	False	18,363
40	82.045	78.255	3.790	4.7%	0.680	0.9%	44%	False	False	14,666
60	82.045	75.500	6.545	8.2%	0.621	0.8%	68%	False	False	9,787
80	82.045	75.255	6.790	8.5%	0.560	0.7%	69%	False	False	7,343
100	82.045	75.255	6.790	8.5%	0.470	0.6%	69%	False	False	5,890

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.124
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.725
2.618	81.811
1.618	81.251
1.000	80.905
0.618	80.691
HIGH	80.345
0.618	80.131
0.500	80.065
0.382	79.999
LOW	79.785
0.618	79.439
1.000	79.225
1.618	78.879
2.618	78.319
4.250	77.405

Fisher Pivots for day following 24-Jan-2012
Pivot	1 day	3 day
R1	80.065	80.195
PP	80.020	80.107
S1	79.975	80.018

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

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