ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	78.950	79.200	0.250	0.3%	79.190
High	79.125	79.765	0.640	0.8%	79.645
Low	78.715	79.015	0.300	0.4%	78.430
Close	79.045	79.694	0.649	0.8%	79.226
Range	0.410	0.750	0.340	82.9%	1.215
ATR	0.646	0.653	0.007	1.1%	0.000
Volume	20,787	32,498	11,711	56.3%	133,434

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.741	81.468	80.107
R3	80.991	80.718	79.900
R2	80.241	80.241	79.832
R1	79.968	79.968	79.763	80.105
PP	79.491	79.491	79.491	79.560
S1	79.218	79.218	79.625	79.355
S2	78.741	78.741	79.557
S3	77.991	78.468	79.488
S4	77.241	77.718	79.282

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	79.765	78.430	1.335	1.7%	0.525	0.7%	95%	True	False	26,744
10	79.765	78.430	1.335	1.7%	0.604	0.8%	95%	True	False	26,698
20	81.375	78.430	2.945	3.7%	0.637	0.8%	43%	False	False	25,819
40	82.045	78.430	3.615	4.5%	0.644	0.8%	35%	False	False	22,197
60	82.045	78.255	3.790	4.8%	0.650	0.8%	38%	False	False	16,580
80	82.045	75.255	6.790	8.5%	0.623	0.8%	65%	False	False	12,441
100	82.045	75.255	6.790	8.5%	0.558	0.7%	65%	False	False	9,955

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.141
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	82.953
2.618	81.729
1.618	80.979
1.000	80.515
0.618	80.229
HIGH	79.765
0.618	79.479
0.500	79.390
0.382	79.302
LOW	79.015
0.618	78.552
1.000	78.265
1.618	77.802
2.618	77.052
4.250	75.828

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	79.593	79.533
PP	79.491	79.371
S1	79.390	79.210

Download as Excel Spreadsheet

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

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