ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	79.125	79.190	0.065	0.1%	78.960
High	79.485	79.645	0.160	0.2%	79.665
Low	78.815	79.100	0.285	0.4%	78.745
Close	79.057	79.186	0.129	0.2%	79.057
Range	0.670	0.545	-0.125	-18.7%	0.920
ATR	0.696	0.688	-0.008	-1.1%	0.000
Volume	25,778	18,554	-7,224	-28.0%	127,567

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.945	80.611	79.486
R3	80.400	80.066	79.336
R2	79.855	79.855	79.286
R1	79.521	79.521	79.236	79.416
PP	79.310	79.310	79.310	79.258
S1	78.976	78.976	79.136	78.871
S2	78.765	78.765	79.086
S3	78.220	78.431	79.036
S4	77.675	77.886	78.886

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%	0.677	0.9%	48%	False	False	24,753
10	80.505	78.745	1.760	2.2%	0.675	0.9%	25%	False	False	26,474
20	82.045	78.745	3.300	4.2%	0.683	0.9%	13%	False	False	23,293
40	82.045	78.625	3.420	4.3%	0.684	0.9%	16%	False	False	20,570
60	82.045	77.375	4.670	5.9%	0.639	0.8%	39%	False	False	13,781
80	82.045	75.255	6.790	8.6%	0.609	0.8%	58%	False	False	10,340
100	82.045	75.255	6.790	8.6%	0.532	0.7%	58%	False	False	8,278

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.157
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.961
2.618	81.072
1.618	80.527
1.000	80.190
0.618	79.982
HIGH	79.645
0.618	79.437
0.500	79.373
0.382	79.308
LOW	79.100
0.618	78.763
1.000	78.555
1.618	78.218
2.618	77.673
4.250	76.784

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	79.373	79.230
PP	79.310	79.215
S1	79.248	79.201

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

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