ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 14-Mar-2012

Day Change Summary
	Previous	Current
	13-Mar-2012	14-Mar-2012	Change	Change %	Previous Week
Open	79.820	80.150	0.330	0.4%	79.515
High	80.345	80.620	0.275	0.3%	80.095
Low	79.690	80.135	0.445	0.6%	79.100
Close	80.210	80.536	0.326	0.4%	80.084
Range	0.655	0.485	-0.170	-26.0%	0.995
ATR	0.583	0.576	-0.007	-1.2%	0.000
Volume	38,075	38,980	905	2.4%	125,782

Daily Pivots for day following 14-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.885	81.696	80.803
R3	81.400	81.211	80.669
R2	80.915	80.915	80.625
R1	80.726	80.726	80.580	80.821
PP	80.430	80.430	80.430	80.478
S1	80.241	80.241	80.492	80.336
S2	79.945	79.945	80.447
S3	79.460	79.756	80.403
S4	78.975	79.271	80.269

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	80.620	79.100	1.520	1.9%	0.614	0.8%	94%	True	False	30,628
10	80.620	78.690	1.930	2.4%	0.538	0.7%	96%	True	False	27,676
20	80.620	78.120	2.500	3.1%	0.546	0.7%	97%	True	False	29,054
40	81.375	78.120	3.255	4.0%	0.591	0.7%	74%	False	False	27,436
60	82.045	78.120	3.925	4.9%	0.611	0.8%	62%	False	False	24,483
80	82.045	78.120	3.925	4.9%	0.624	0.8%	62%	False	False	19,698
100	82.045	75.255	6.790	8.4%	0.607	0.8%	78%	False	False	15,764
120	82.045	75.255	6.790	8.4%	0.556	0.7%	78%	False	False	13,138

Crabel Price Patterns
NR	True
NR4	False
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	0.079
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.681
2.618	81.890
1.618	81.405
1.000	81.105
0.618	80.920
HIGH	80.620
0.618	80.435
0.500	80.378
0.382	80.320
LOW	80.135
0.618	79.835
1.000	79.650
1.618	79.350
2.618	78.865
4.250	78.074

Fisher Pivots for day following 14-Mar-2012
Pivot	1 day	3 day
R1	80.483	80.409
PP	80.430	80.282
S1	80.378	80.155

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

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