ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	78.645	78.800	0.155	0.2%	78.960
High	78.855	78.890	0.035	0.0%	79.665
Low	78.510	78.430	-0.080	-0.1%	78.745
Close	78.734	78.652	-0.082	-0.1%	79.057
Range	0.345	0.460	0.115	33.3%	0.920
ATR	0.671	0.656	-0.015	-2.2%	0.000
Volume	25,580	26,565	985	3.9%	127,567

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.037	79.805	78.905
R3	79.577	79.345	78.779
R2	79.117	79.117	78.736
R1	78.885	78.885	78.694	78.771
PP	78.657	78.657	78.657	78.601
S1	78.425	78.425	78.610	78.311
S2	78.197	78.197	78.568
S3	77.737	77.965	78.526
S4	77.277	77.505	78.399

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	78.430	1.215	1.5%	0.564	0.7%	18%	False	True	26,184
10	79.665	78.430	1.235	1.6%	0.634	0.8%	18%	False	True	26,141
20	82.045	78.430	3.615	4.6%	0.680	0.9%	6%	False	True	25,136
40	82.045	78.430	3.615	4.6%	0.655	0.8%	6%	False	True	22,103
60	82.045	78.255	3.790	4.8%	0.637	0.8%	10%	False	False	15,222
80	82.045	75.255	6.790	8.6%	0.612	0.8%	50%	False	False	11,422
100	82.045	75.255	6.790	8.6%	0.545	0.7%	50%	False	False	9,139

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.137
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.845
2.618	80.094
1.618	79.634
1.000	79.350
0.618	79.174
HIGH	78.890
0.618	78.714
0.500	78.660
0.382	78.606
LOW	78.430
0.618	78.146
1.000	77.970
1.618	77.686
2.618	77.226
4.250	76.475

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	78.660	78.900
PP	78.657	78.817
S1	78.655	78.735

Download as Excel Spreadsheet

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

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