ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	78.800	78.655	-0.145	-0.2%	79.190
High	78.890	79.315	0.425	0.5%	79.645
Low	78.430	78.655	0.225	0.3%	78.430
Close	78.652	79.226	0.574	0.7%	79.226
Range	0.460	0.660	0.200	43.5%	1.215
ATR	0.656	0.656	0.001	0.1%	0.000
Volume	26,565	28,290	1,725	6.5%	133,434

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.045	80.796	79.589
R3	80.385	80.136	79.408
R2	79.725	79.725	79.347
R1	79.476	79.476	79.287	79.601
PP	79.065	79.065	79.065	79.128
S1	78.816	78.816	79.166	78.941
S2	78.405	78.405	79.105
S3	77.745	78.156	79.045
S4	77.085	77.496	78.863

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.745	82.201	79.894
R3	81.530	80.986	79.560
R2	80.315	80.315	79.449
R1	79.771	79.771	79.337	80.043
PP	79.100	79.100	79.100	79.237
S1	78.556	78.556	79.115	78.828
S2	77.885	77.885	79.003
S3	76.670	77.341	78.892
S4	75.455	76.126	78.558

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%	0.562	0.7%	66%	False	False	26,686
10	79.665	78.430	1.235	1.6%	0.626	0.8%	64%	False	False	26,100
20	82.045	78.430	3.615	4.6%	0.678	0.9%	22%	False	False	25,486
40	82.045	78.430	3.615	4.6%	0.644	0.8%	22%	False	False	22,269
60	82.045	78.255	3.790	4.8%	0.645	0.8%	26%	False	False	15,693
80	82.045	75.255	6.790	8.6%	0.615	0.8%	58%	False	False	11,776
100	82.045	75.255	6.790	8.6%	0.551	0.7%	58%	False	False	9,422

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.136
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.120
2.618	81.043
1.618	80.383
1.000	79.975
0.618	79.723
HIGH	79.315
0.618	79.063
0.500	78.985
0.382	78.907
LOW	78.655
0.618	78.247
1.000	77.995
1.618	77.587
2.618	76.927
4.250	75.850

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	79.146	79.108
PP	79.065	78.990
S1	78.985	78.873

Download as Excel Spreadsheet

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

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