ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	79.225	80.025	0.800	1.0%	79.515
High	80.095	80.160	0.065	0.1%	80.095
Low	79.195	79.845	0.650	0.8%	79.100
Close	80.084	79.913	-0.171	-0.2%	80.084
Range	0.900	0.315	-0.585	-65.0%	0.995
ATR	0.598	0.578	-0.020	-3.4%	0.000
Volume	28,393	22,987	-5,406	-19.0%	125,782

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.918	80.730	80.086
R3	80.603	80.415	80.000
R2	80.288	80.288	79.971
R1	80.100	80.100	79.942	80.037
PP	79.973	79.973	79.973	79.941
S1	79.785	79.785	79.884	79.722
S2	79.658	79.658	79.855
S3	79.343	79.470	79.826
S4	79.028	79.155	79.740

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.745	82.409	80.631
R3	81.750	81.414	80.358
R2	80.755	80.755	80.266
R1	80.419	80.419	80.175	80.587
PP	79.760	79.760	79.760	79.844
S1	79.424	79.424	79.993	79.592
S2	78.765	78.765	79.902
S3	77.770	78.429	79.810
S4	76.775	77.434	79.537

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.160	79.100	1.060	1.3%	0.571	0.7%	77%	True	False	25,929
10	80.160	78.120	2.040	2.6%	0.547	0.7%	88%	True	False	26,381
20	80.240	78.120	2.120	2.7%	0.547	0.7%	85%	False	False	27,865
40	82.045	78.120	3.925	4.9%	0.612	0.8%	46%	False	False	26,676
60	82.045	78.120	3.925	4.9%	0.612	0.8%	46%	False	False	24,134
80	82.045	78.120	3.925	4.9%	0.620	0.8%	46%	False	False	18,736
100	82.045	75.255	6.790	8.5%	0.601	0.8%	69%	False	False	14,994
120	82.045	75.255	6.790	8.5%	0.550	0.7%	69%	False	False	12,496

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	0.083
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	81.499
2.618	80.985
1.618	80.670
1.000	80.475
0.618	80.355
HIGH	80.160
0.618	80.040
0.500	80.003
0.382	79.965
LOW	79.845
0.618	79.650
1.000	79.530
1.618	79.335
2.618	79.020
4.250	78.506

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	80.003	79.819
PP	79.973	79.724
S1	79.943	79.630

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

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