ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	79.200	79.200	0.000	0.0%	78.950
High	79.360	79.465	0.105	0.1%	80.240
Low	78.895	79.080	0.185	0.2%	78.715
Close	79.175	79.270	0.095	0.1%	79.456
Range	0.465	0.385	-0.080	-17.2%	1.525
ATR	0.640	0.622	-0.018	-2.8%	0.000
Volume	23,373	22,019	-1,354	-5.8%	145,988

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.427	80.233	79.482
R3	80.042	79.848	79.376
R2	79.657	79.657	79.341
R1	79.463	79.463	79.305	79.560
PP	79.272	79.272	79.272	79.320
S1	79.078	79.078	79.235	79.175
S2	78.887	78.887	79.199
S3	78.502	78.693	79.164
S4	78.117	78.308	79.058

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%	0.544	0.7%	28%	False	False	27,619
10	80.240	78.430	1.810	2.3%	0.535	0.7%	46%	False	False	27,181
20	80.505	78.430	2.075	2.6%	0.617	0.8%	40%	False	False	27,305
40	82.045	78.430	3.615	4.6%	0.633	0.8%	23%	False	False	22,834
60	82.045	78.255	3.790	4.8%	0.659	0.8%	27%	False	False	18,879
80	82.045	75.500	6.545	8.3%	0.620	0.8%	58%	False	False	14,167
100	82.045	75.255	6.790	8.6%	0.571	0.7%	59%	False	False	11,335
120	82.045	75.255	6.790	8.6%	0.495	0.6%	59%	False	False	9,459

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.166
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.101
2.618	80.473
1.618	80.088
1.000	79.850
0.618	79.703
HIGH	79.465
0.618	79.318
0.500	79.273
0.382	79.227
LOW	79.080
0.618	78.842
1.000	78.695
1.618	78.457
2.618	78.072
4.250	77.444

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	79.273	79.262
PP	79.272	79.253
S1	79.271	79.245

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

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