ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 07-Mar-2012

Day Change Summary
	Previous	Current
	06-Mar-2012	07-Mar-2012	Change	Change %	Previous Week
Open	79.370	79.830	0.460	0.6%	78.450
High	79.935	79.980	0.045	0.1%	79.515
Low	79.345	79.645	0.300	0.4%	78.120
Close	79.926	79.763	-0.163	-0.2%	79.462
Range	0.590	0.335	-0.255	-43.2%	1.395
ATR	0.580	0.562	-0.017	-3.0%	0.000
Volume	28,183	25,374	-2,809	-10.0%	149,141

Daily Pivots for day following 07-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.801	80.617	79.947
R3	80.466	80.282	79.855
R2	80.131	80.131	79.824
R1	79.947	79.947	79.794	79.872
PP	79.796	79.796	79.796	79.758
S1	79.612	79.612	79.732	79.537
S2	79.461	79.461	79.702
S3	79.126	79.277	79.671
S4	78.791	78.942	79.579

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	79.980	78.690	1.290	1.6%	0.462	0.6%	83%	True	False	24,724
10	79.980	78.120	1.860	2.3%	0.513	0.6%	88%	True	False	28,984
20	80.240	78.120	2.120	2.7%	0.524	0.7%	78%	False	False	28,083
40	82.045	78.120	3.925	4.9%	0.608	0.8%	42%	False	False	26,141
60	82.045	78.120	3.925	4.9%	0.629	0.8%	42%	False	False	23,584
80	82.045	77.375	4.670	5.9%	0.612	0.8%	51%	False	False	17,786
100	82.045	75.255	6.790	8.5%	0.595	0.7%	66%	False	False	14,233
120	82.045	75.255	6.790	8.5%	0.535	0.7%	66%	False	False	11,862

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.085
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	81.404
2.618	80.857
1.618	80.522
1.000	80.315
0.618	80.187
HIGH	79.980
0.618	79.852
0.500	79.813
0.382	79.773
LOW	79.645
0.618	79.438
1.000	79.310
1.618	79.103
2.618	78.768
4.250	78.221

Fisher Pivots for day following 07-Mar-2012
Pivot	1 day	3 day
R1	79.813	79.720
PP	79.796	79.676
S1	79.780	79.633

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

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