ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	78.550	78.220	-0.330	-0.4%	79.200
High	78.640	78.930	0.290	0.4%	79.465
Low	78.220	78.120	-0.100	-0.1%	78.260
Close	78.300	78.794	0.494	0.6%	78.401
Range	0.420	0.810	0.390	92.9%	1.205
ATR	0.592	0.608	0.016	2.6%	0.000
Volume	27,923	36,179	8,256	29.6%	113,419

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.045	80.729	79.240
R3	80.235	79.919	79.017
R2	79.425	79.425	78.943
R1	79.109	79.109	78.868	79.267
PP	78.615	78.615	78.615	78.694
S1	78.299	78.299	78.720	78.457
S2	77.805	77.805	78.646
S3	76.995	77.489	78.571
S4	76.185	76.679	78.349

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	79.370	78.120	1.250	1.6%	0.564	0.7%	54%	False	True	33,245
10	80.240	78.120	2.120	2.7%	0.554	0.7%	32%	False	True	30,432
20	80.240	78.120	2.120	2.7%	0.579	0.7%	32%	False	True	28,565
40	82.045	78.120	3.925	5.0%	0.636	0.8%	17%	False	True	25,444
60	82.045	78.120	3.925	5.0%	0.641	0.8%	17%	False	True	21,625
80	82.045	77.330	4.715	6.0%	0.616	0.8%	31%	False	False	16,243
100	82.045	75.255	6.790	8.6%	0.587	0.7%	52%	False	False	12,998
120	82.045	75.255	6.790	8.6%	0.518	0.7%	52%	False	False	10,844

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.148
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	82.373
2.618	81.051
1.618	80.241
1.000	79.740
0.618	79.431
HIGH	78.930
0.618	78.621
0.500	78.525
0.382	78.429
LOW	78.120
0.618	77.619
1.000	77.310
1.618	76.809
2.618	75.999
4.250	74.678

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	78.704	78.704
PP	78.615	78.615
S1	78.525	78.525

Download as Excel Spreadsheet

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

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