ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 28-Feb-2012

Day Change Summary
	Previous	Current
	27-Feb-2012	28-Feb-2012	Change	Change %	Previous Week
Open	78.450	78.550	0.100	0.1%	79.200
High	78.715	78.640	-0.075	-0.1%	79.465
Low	78.400	78.220	-0.180	-0.2%	78.260
Close	78.578	78.300	-0.278	-0.4%	78.401
Range	0.315	0.420	0.105	33.3%	1.205
ATR	0.606	0.592	-0.013	-2.2%	0.000
Volume	34,098	27,923	-6,175	-18.1%	113,419

Daily Pivots for day following 28-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.647	79.393	78.531
R3	79.227	78.973	78.416
R2	78.807	78.807	78.377
R1	78.553	78.553	78.339	78.470
PP	78.387	78.387	78.387	78.345
S1	78.133	78.133	78.262	78.050
S2	77.967	77.967	78.223
S3	77.547	77.713	78.185
S4	77.127	77.293	78.069

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	78.220	1.245	1.6%	0.479	0.6%	6%	False	True	30,413
10	80.240	78.220	2.020	2.6%	0.548	0.7%	4%	False	True	30,064
20	80.240	78.220	2.020	2.6%	0.577	0.7%	4%	False	True	28,003
40	82.045	78.220	3.825	4.9%	0.632	0.8%	2%	False	True	24,850
60	82.045	78.220	3.825	4.9%	0.634	0.8%	2%	False	True	21,037
80	82.045	77.160	4.885	6.2%	0.615	0.8%	23%	False	False	15,791
100	82.045	75.255	6.790	8.7%	0.583	0.7%	45%	False	False	12,636
120	82.045	75.255	6.790	8.7%	0.511	0.7%	45%	False	False	10,543

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.156
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.425
2.618	79.740
1.618	79.320
1.000	79.060
0.618	78.900
HIGH	78.640
0.618	78.480
0.500	78.430
0.382	78.380
LOW	78.220
0.618	77.960
1.000	77.800
1.618	77.540
2.618	77.120
4.250	76.435

Fisher Pivots for day following 28-Feb-2012
Pivot	1 day	3 day
R1	78.430	78.520
PP	78.387	78.447
S1	78.343	78.373

Download as Excel Spreadsheet

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

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