ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	79.345	78.680	-0.665	-0.8%	79.200
High	79.370	78.820	-0.550	-0.7%	79.465
Low	78.655	78.260	-0.395	-0.5%	78.260
Close	78.886	78.401	-0.485	-0.6%	78.401
Range	0.715	0.560	-0.155	-21.7%	1.205
ATR	0.628	0.628	0.000	0.0%	0.000
Volume	33,931	34,096	165	0.5%	113,419

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.174	79.847	78.709
R3	79.614	79.287	78.555
R2	79.054	79.054	78.504
R1	78.727	78.727	78.452	78.611
PP	78.494	78.494	78.494	78.435
S1	78.167	78.167	78.350	78.051
S2	77.934	77.934	78.298
S3	77.374	77.607	78.247
S4	76.814	77.047	78.093

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.324	81.567	79.064
R3	81.119	80.362	78.732
R2	79.914	79.914	78.622
R1	79.157	79.157	78.511	78.933
PP	78.709	78.709	78.709	78.597
S1	77.952	77.952	78.291	77.728
S2	77.504	77.504	78.180
S3	76.299	76.747	78.070
S4	75.094	75.542	77.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.595	78.260	1.335	1.7%	0.493	0.6%	11%	False	True	27,533
10	80.240	78.260	1.980	2.5%	0.582	0.7%	7%	False	True	28,769
20	80.240	78.260	1.980	2.5%	0.608	0.8%	7%	False	True	27,455
40	82.045	78.260	3.785	4.8%	0.652	0.8%	4%	False	True	24,214
60	82.045	78.255	3.790	4.8%	0.662	0.8%	4%	False	False	20,009
80	82.045	77.000	5.045	6.4%	0.620	0.8%	28%	False	False	15,016
100	82.045	75.255	6.790	8.7%	0.580	0.7%	46%	False	False	12,016
120	82.045	75.255	6.790	8.7%	0.505	0.6%	46%	False	False	10,026

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.160
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.200
2.618	80.286
1.618	79.726
1.000	79.380
0.618	79.166
HIGH	78.820
0.618	78.606
0.500	78.540
0.382	78.474
LOW	78.260
0.618	77.914
1.000	77.700
1.618	77.354
2.618	76.794
4.250	75.880

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	78.540	78.863
PP	78.494	78.709
S1	78.447	78.555

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

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