ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	79.480	78.905	-0.575	-0.7%	80.535
High	79.665	79.315	-0.350	-0.4%	80.585
Low	78.745	78.840	0.095	0.1%	78.890
Close	79.033	79.110	0.077	0.1%	79.011
Range	0.920	0.475	-0.445	-48.4%	1.695
ATR	0.715	0.698	-0.017	-2.4%	0.000
Volume	34,833	19,652	-15,181	-43.6%	143,430

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.513	80.287	79.371
R3	80.038	79.812	79.241
R2	79.563	79.563	79.197
R1	79.337	79.337	79.154	79.450
PP	79.088	79.088	79.088	79.145
S1	78.862	78.862	79.066	78.975
S2	78.613	78.613	79.023
S3	78.138	78.387	78.979
S4	77.663	77.912	78.849

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	79.665	78.745	0.920	1.2%	0.704	0.9%	40%	False	False	26,097
10	80.635	78.745	1.890	2.4%	0.681	0.9%	19%	False	False	26,004
20	82.045	78.745	3.300	4.2%	0.703	0.9%	11%	False	False	23,341
40	82.045	78.625	3.420	4.3%	0.676	0.9%	14%	False	False	19,497
60	82.045	77.330	4.715	6.0%	0.634	0.8%	38%	False	False	13,043
80	82.045	75.255	6.790	8.6%	0.598	0.8%	57%	False	False	9,787
100	82.045	75.255	6.790	8.6%	0.520	0.7%	57%	False	False	7,845

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.131
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	81.334
2.618	80.559
1.618	80.084
1.000	79.790
0.618	79.609
HIGH	79.315
0.618	79.134
0.500	79.078
0.382	79.021
LOW	78.840
0.618	78.546
1.000	78.365
1.618	78.071
2.618	77.596
4.250	76.821

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	79.099	79.205
PP	79.088	79.173
S1	79.078	79.142

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

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