ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 27-Feb-2012

Day Change Summary
	Previous	Current
	24-Feb-2012	27-Feb-2012	Change	Change %	Previous Week
Open	78.680	78.450	-0.230	-0.3%	79.200
High	78.820	78.715	-0.105	-0.1%	79.465
Low	78.260	78.400	0.140	0.2%	78.260
Close	78.401	78.578	0.177	0.2%	78.401
Range	0.560	0.315	-0.245	-43.8%	1.205
ATR	0.628	0.606	-0.022	-3.6%	0.000
Volume	34,096	34,098	2	0.0%	113,419

Daily Pivots for day following 27-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.509	79.359	78.751
R3	79.194	79.044	78.665
R2	78.879	78.879	78.636
R1	78.729	78.729	78.607	78.804
PP	78.564	78.564	78.564	78.602
S1	78.414	78.414	78.549	78.489
S2	78.249	78.249	78.520
S3	77.934	78.099	78.491
S4	77.619	77.784	78.405

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	79.465	78.260	1.205	1.5%	0.488	0.6%	26%	False	False	29,503
10	80.240	78.260	1.980	2.5%	0.547	0.7%	16%	False	False	29,350
20	80.240	78.260	1.980	2.5%	0.587	0.7%	16%	False	False	27,725
40	82.045	78.260	3.785	4.8%	0.635	0.8%	8%	False	False	24,539
60	82.045	78.255	3.790	4.8%	0.654	0.8%	9%	False	False	20,575
80	82.045	77.160	4.885	6.2%	0.613	0.8%	29%	False	False	15,442
100	82.045	75.255	6.790	8.6%	0.584	0.7%	49%	False	False	12,357
120	82.045	75.255	6.790	8.6%	0.508	0.6%	49%	False	False	10,310

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.165
Narrowest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	80.054
2.618	79.540
1.618	79.225
1.000	79.030
0.618	78.910
HIGH	78.715
0.618	78.595
0.500	78.558
0.382	78.520
LOW	78.400
0.618	78.205
1.000	78.085
1.618	77.890
2.618	77.575
4.250	77.061

Fisher Pivots for day following 27-Feb-2012
Pivot	1 day	3 day
R1	78.571	78.815
PP	78.564	78.736
S1	78.558	78.657

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

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