ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	79.200	78.645	-0.555	-0.7%	78.960
High	79.370	78.855	-0.515	-0.6%	79.665
Low	78.570	78.510	-0.060	-0.1%	78.745
Close	78.675	78.734	0.059	0.1%	79.057
Range	0.800	0.345	-0.455	-56.9%	0.920
ATR	0.696	0.671	-0.025	-3.6%	0.000
Volume	34,445	25,580	-8,865	-25.7%	127,567

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.735	79.579	78.924
R3	79.390	79.234	78.829
R2	79.045	79.045	78.797
R1	78.889	78.889	78.766	78.967
PP	78.700	78.700	78.700	78.739
S1	78.544	78.544	78.702	78.622
S2	78.355	78.355	78.671
S3	78.010	78.199	78.639
S4	77.665	77.854	78.544

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	79.645	78.510	1.135	1.4%	0.567	0.7%	20%	False	True	24,801
10	79.665	78.510	1.155	1.5%	0.634	0.8%	19%	False	True	26,372
20	82.045	78.510	3.535	4.5%	0.691	0.9%	6%	False	True	24,778
40	82.045	78.510	3.535	4.5%	0.673	0.9%	6%	False	True	21,881
60	82.045	77.400	4.645	5.9%	0.637	0.8%	29%	False	False	14,780
80	82.045	75.255	6.790	8.6%	0.615	0.8%	51%	False	False	11,090
100	82.045	75.255	6.790	8.6%	0.541	0.7%	51%	False	False	8,874

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.129
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	80.321
2.618	79.758
1.618	79.413
1.000	79.200
0.618	79.068
HIGH	78.855
0.618	78.723
0.500	78.683
0.382	78.642
LOW	78.510
0.618	78.297
1.000	78.165
1.618	77.952
2.618	77.607
4.250	77.044

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	78.717	79.078
PP	78.700	78.963
S1	78.683	78.849

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

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