ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	79.640	79.620	-0.020	0.0%	80.535
High	79.650	79.630	-0.020	0.0%	80.585
Low	79.190	78.890	-0.300	-0.4%	78.890
Close	79.513	79.011	-0.502	-0.6%	79.011
Range	0.460	0.740	0.280	60.9%	1.695
ATR	0.697	0.700	0.003	0.4%	0.000
Volume	28,881	28,700	-181	-0.6%	143,430

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.397	80.944	79.418
R3	80.657	80.204	79.215
R2	79.917	79.917	79.147
R1	79.464	79.464	79.079	79.321
PP	79.177	79.177	79.177	79.105
S1	78.724	78.724	78.943	78.581
S2	78.437	78.437	78.875
S3	77.697	77.984	78.808
S4	76.957	77.244	78.604

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.580	83.491	79.943
R3	82.885	81.796	79.477
R2	81.190	81.190	79.322
R1	80.101	80.101	79.166	79.798
PP	79.495	79.495	79.495	79.344
S1	78.406	78.406	78.856	78.103
S2	77.800	77.800	78.700
S3	76.105	76.711	78.545
S4	74.410	75.016	78.079

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.585	78.890	1.695	2.1%	0.716	0.9%	7%	False	True	28,686
10	82.045	78.890	3.155	4.0%	0.730	0.9%	4%	False	True	24,873
20	82.045	78.890	3.155	4.0%	0.684	0.9%	4%	False	True	21,352
40	82.045	78.255	3.790	4.8%	0.688	0.9%	20%	False	False	17,000
60	82.045	77.160	4.885	6.2%	0.622	0.8%	38%	False	False	11,348
80	82.045	75.255	6.790	8.6%	0.583	0.7%	55%	False	False	8,514
100	82.045	75.255	6.790	8.6%	0.492	0.6%	55%	False	False	6,827

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	0.127
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.775
2.618	81.567
1.618	80.827
1.000	80.370
0.618	80.087
HIGH	79.630
0.618	79.347
0.500	79.260
0.382	79.173
LOW	78.890
0.618	78.433
1.000	78.150
1.618	77.693
2.618	76.953
4.250	75.745

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	79.260	79.698
PP	79.177	79.469
S1	79.094	79.240

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

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