ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	79.485	79.200	-0.285	-0.4%	78.950
High	79.595	79.360	-0.235	-0.3%	80.240
Low	79.255	78.895	-0.360	-0.5%	78.715
Close	79.456	79.175	-0.281	-0.4%	79.456
Range	0.340	0.465	0.125	36.8%	1.525
ATR	0.646	0.640	-0.006	-0.9%	0.000
Volume	24,246	23,373	-873	-3.6%	145,988

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.538	80.322	79.431
R3	80.073	79.857	79.303
R2	79.608	79.608	79.260
R1	79.392	79.392	79.218	79.268
PP	79.143	79.143	79.143	79.081
S1	78.927	78.927	79.132	78.803
S2	78.678	78.678	79.090
S3	78.213	78.462	79.047
S4	77.748	77.997	78.919

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.045	83.276	80.295
R3	82.520	81.751	79.875
R2	80.995	80.995	79.736
R1	80.226	80.226	79.596	80.611
PP	79.470	79.470	79.470	79.663
S1	78.701	78.701	79.316	79.086
S2	77.945	77.945	79.176
S3	76.420	77.176	79.037
S4	74.895	75.651	78.617

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.240	78.895	1.345	1.7%	0.617	0.8%	21%	False	True	29,714
10	80.240	78.430	1.810	2.3%	0.576	0.7%	41%	False	False	28,424
20	80.505	78.430	2.075	2.6%	0.625	0.8%	36%	False	False	27,449
40	82.045	78.430	3.615	4.6%	0.637	0.8%	21%	False	False	22,614
60	82.045	78.255	3.790	4.8%	0.657	0.8%	24%	False	False	18,513
80	82.045	75.255	6.790	8.6%	0.629	0.8%	58%	False	False	13,892
100	82.045	75.255	6.790	8.6%	0.570	0.7%	58%	False	False	11,115

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	0.171
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.336
2.618	80.577
1.618	80.112
1.000	79.825
0.618	79.647
HIGH	79.360
0.618	79.182
0.500	79.128
0.382	79.073
LOW	78.895
0.618	78.608
1.000	78.430
1.618	78.143
2.618	77.678
4.250	76.919

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	79.159	79.568
PP	79.143	79.437
S1	79.128	79.306

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

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