ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 03-Feb-2012

Day Change Summary
	Previous	Current
	02-Feb-2012	03-Feb-2012	Change	Change %	Previous Week
Open	78.905	79.125	0.220	0.3%	78.960
High	79.315	79.485	0.170	0.2%	79.665
Low	78.840	78.815	-0.025	0.0%	78.745
Close	79.110	79.057	-0.053	-0.1%	79.057
Range	0.475	0.670	0.195	41.1%	0.920
ATR	0.698	0.696	-0.002	-0.3%	0.000
Volume	19,652	25,778	6,126	31.2%	127,567

Daily Pivots for day following 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.129	80.763	79.426
R3	80.459	80.093	79.241
R2	79.789	79.789	79.180
R1	79.423	79.423	79.118	79.271
PP	79.119	79.119	79.119	79.043
S1	78.753	78.753	78.996	78.601
S2	78.449	78.449	78.934
S3	77.779	78.083	78.873
S4	77.109	77.413	78.689

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.916	81.406	79.563
R3	80.996	80.486	79.310
R2	80.076	80.076	79.226
R1	79.566	79.566	79.141	79.821
PP	79.156	79.156	79.156	79.283
S1	78.646	78.646	78.973	78.901
S2	78.236	78.236	78.888
S3	77.316	77.726	78.804
S4	76.396	76.806	78.551

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%	0.690	0.9%	34%	False	False	25,513
10	80.585	78.745	1.840	2.3%	0.703	0.9%	17%	False	False	27,099
20	82.045	78.745	3.300	4.2%	0.689	0.9%	9%	False	False	23,701
40	82.045	78.625	3.420	4.3%	0.681	0.9%	13%	False	False	20,115
60	82.045	77.375	4.670	5.9%	0.642	0.8%	36%	False	False	13,472
80	82.045	75.255	6.790	8.6%	0.606	0.8%	56%	False	False	10,109
100	82.045	75.255	6.790	8.6%	0.527	0.7%	56%	False	False	8,098

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.153
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.333
2.618	81.239
1.618	80.569
1.000	80.155
0.618	79.899
HIGH	79.485
0.618	79.229
0.500	79.150
0.382	79.071
LOW	78.815
0.618	78.401
1.000	78.145
1.618	77.731
2.618	77.061
4.250	75.968

Fisher Pivots for day following 03-Feb-2012
Pivot	1 day	3 day
R1	79.150	79.205
PP	79.119	79.156
S1	79.088	79.106

Download as Excel Spreadsheet

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

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