ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	79.830	79.785	-0.045	-0.1%	78.450
High	79.980	79.815	-0.165	-0.2%	79.515
Low	79.645	79.100	-0.545	-0.7%	78.120
Close	79.763	79.179	-0.584	-0.7%	79.462
Range	0.335	0.715	0.380	113.4%	1.395
ATR	0.562	0.573	0.011	1.9%	0.000
Volume	25,374	24,709	-665	-2.6%	149,141

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.510	81.059	79.572
R3	80.795	80.344	79.376
R2	80.080	80.080	79.310
R1	79.629	79.629	79.245	79.497
PP	79.365	79.365	79.365	79.299
S1	78.914	78.914	79.113	78.782
S2	78.650	78.650	79.048
S3	77.935	78.199	78.982
S4	77.220	77.484	78.786

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	78.790	1.190	1.5%	0.544	0.7%	33%	False	False	25,502
10	79.980	78.120	1.860	2.3%	0.513	0.6%	57%	False	False	28,062
20	80.240	78.120	2.120	2.7%	0.542	0.7%	50%	False	False	28,039
40	82.045	78.120	3.925	5.0%	0.617	0.8%	27%	False	False	26,408
60	82.045	78.120	3.925	5.0%	0.629	0.8%	27%	False	False	23,934
80	82.045	77.400	4.645	5.9%	0.613	0.8%	38%	False	False	18,095
100	82.045	75.255	6.790	8.6%	0.600	0.8%	58%	False	False	14,480
120	82.045	75.255	6.790	8.6%	0.541	0.7%	58%	False	False	12,068

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.086
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	82.854
2.618	81.687
1.618	80.972
1.000	80.530
0.618	80.257
HIGH	79.815
0.618	79.542
0.500	79.458
0.382	79.373
LOW	79.100
0.618	78.658
1.000	78.385
1.618	77.943
2.618	77.228
4.250	76.061

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	79.458	79.540
PP	79.365	79.420
S1	79.272	79.299

Download as Excel Spreadsheet

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

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