ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	78.220	78.800	0.580	0.7%	79.200
High	78.930	78.995	0.065	0.1%	79.465
Low	78.120	78.690	0.570	0.7%	78.260
Close	78.794	78.825	0.031	0.0%	78.401
Range	0.810	0.305	-0.505	-62.3%	1.205
ATR	0.608	0.586	-0.022	-3.6%	0.000
Volume	36,179	20,819	-15,360	-42.5%	113,419

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	79.752	79.593	78.993
R3	79.447	79.288	78.909
R2	79.142	79.142	78.881
R1	78.983	78.983	78.853	79.063
PP	78.837	78.837	78.837	78.876
S1	78.678	78.678	78.797	78.758
S2	78.532	78.532	78.769
S3	78.227	78.373	78.741
S4	77.922	78.068	78.657

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	78.995	78.120	0.875	1.1%	0.482	0.6%	81%	True	False	30,623
10	80.240	78.120	2.120	2.7%	0.519	0.7%	33%	False	False	29,177
20	80.240	78.120	2.120	2.7%	0.548	0.7%	33%	False	False	27,864
40	82.045	78.120	3.925	5.0%	0.634	0.8%	18%	False	False	25,463
60	82.045	78.120	3.925	5.0%	0.633	0.8%	18%	False	False	21,969
80	82.045	77.330	4.715	6.0%	0.613	0.8%	32%	False	False	16,503
100	82.045	75.255	6.790	8.6%	0.589	0.7%	53%	False	False	13,206
120	82.045	75.255	6.790	8.6%	0.521	0.7%	53%	False	False	11,018

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.129
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	80.291
2.618	79.793
1.618	79.488
1.000	79.300
0.618	79.183
HIGH	78.995
0.618	78.878
0.500	78.843
0.382	78.807
LOW	78.690
0.618	78.502
1.000	78.385
1.618	78.197
2.618	77.892
4.250	77.394

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	78.843	78.736
PP	78.837	78.647
S1	78.831	78.558

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

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