ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	80.025	79.820	-0.205	-0.3%	79.515
High	80.160	80.345	0.185	0.2%	80.095
Low	79.845	79.690	-0.155	-0.2%	79.100
Close	79.913	80.210	0.297	0.4%	80.084
Range	0.315	0.655	0.340	107.9%	0.995
ATR	0.578	0.583	0.006	1.0%	0.000
Volume	22,987	38,075	15,088	65.6%	125,782

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.047	81.783	80.570
R3	81.392	81.128	80.390
R2	80.737	80.737	80.330
R1	80.473	80.473	80.270	80.605
PP	80.082	80.082	80.082	80.148
S1	79.818	79.818	80.150	79.950
S2	79.427	79.427	80.090
S3	78.772	79.163	80.030
S4	78.117	78.508	79.850

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	80.345	79.100	1.245	1.6%	0.584	0.7%	89%	True	False	27,907
10	80.345	78.120	2.225	2.8%	0.571	0.7%	94%	True	False	27,396
20	80.345	78.120	2.225	2.8%	0.559	0.7%	94%	True	False	28,730
40	81.680	78.120	3.560	4.4%	0.596	0.7%	59%	False	False	26,967
60	82.045	78.120	3.925	4.9%	0.612	0.8%	53%	False	False	24,266
80	82.045	78.120	3.925	4.9%	0.624	0.8%	53%	False	False	19,212
100	82.045	75.255	6.790	8.5%	0.603	0.8%	73%	False	False	15,374
120	82.045	75.255	6.790	8.5%	0.555	0.7%	73%	False	False	12,813

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.087
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.129
2.618	82.060
1.618	81.405
1.000	81.000
0.618	80.750
HIGH	80.345
0.618	80.095
0.500	80.018
0.382	79.940
LOW	79.690
0.618	79.285
1.000	79.035
1.618	78.630
2.618	77.975
4.250	76.906

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	80.146	80.063
PP	80.082	79.917
S1	80.018	79.770

Download as Excel Spreadsheet

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

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