ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	78.800	78.825	0.025	0.0%	78.450
High	78.995	79.515	0.520	0.7%	79.515
Low	78.690	78.790	0.100	0.1%	78.120
Close	78.825	79.462	0.637	0.8%	79.462
Range	0.305	0.725	0.420	137.7%	1.395
ATR	0.586	0.596	0.010	1.7%	0.000
Volume	20,819	30,122	9,303	44.7%	149,141

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.431	81.171	79.861
R3	80.706	80.446	79.661
R2	79.981	79.981	79.595
R1	79.721	79.721	79.528	79.851
PP	79.256	79.256	79.256	79.321
S1	78.996	78.996	79.396	79.126
S2	78.531	78.531	79.329
S3	77.806	78.271	79.263
S4	77.081	77.546	79.063

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.217	82.735	80.229
R3	81.822	81.340	79.846
R2	80.427	80.427	79.718
R1	79.945	79.945	79.590	80.186
PP	79.032	79.032	79.032	79.153
S1	78.550	78.550	79.334	78.791
S2	77.637	77.637	79.206
S3	76.242	77.155	79.078
S4	74.847	75.760	78.695

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.515	78.120	1.395	1.8%	0.515	0.6%	96%	True	False	29,828
10	79.595	78.120	1.475	1.9%	0.504	0.6%	91%	False	False	28,680
20	80.240	78.120	2.120	2.7%	0.561	0.7%	63%	False	False	28,388
40	82.045	78.120	3.925	4.9%	0.632	0.8%	34%	False	False	25,864
60	82.045	78.120	3.925	4.9%	0.637	0.8%	34%	False	False	22,461
80	82.045	77.330	4.715	5.9%	0.616	0.8%	45%	False	False	16,879
100	82.045	75.255	6.790	8.5%	0.590	0.7%	62%	False	False	13,507
120	82.045	75.255	6.790	8.5%	0.527	0.7%	62%	False	False	11,269

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.094
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.596
2.618	81.413
1.618	80.688
1.000	80.240
0.618	79.963
HIGH	79.515
0.618	79.238
0.500	79.153
0.382	79.067
LOW	78.790
0.618	78.342
1.000	78.065
1.618	77.617
2.618	76.892
4.250	75.709

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	79.359	79.247
PP	79.256	79.032
S1	79.153	78.818

Download as Excel Spreadsheet

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

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