ICE US Dollar Index Future March 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	80.630	80.230	-0.400	-0.5%	80.025
High	80.725	80.385	-0.340	-0.4%	80.725
Low	80.025	79.730	-0.295	-0.4%	79.690
Close	80.136	79.734	-0.402	-0.5%	79.734
Range	0.700	0.655	-0.045	-6.4%	1.035
ATR	0.585	0.590	0.005	0.9%	0.000
Volume	21,511	2,045	-19,466	-90.5%	123,598

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.915	81.479	80.094
R3	81.260	80.824	79.914
R2	80.605	80.605	79.854
R1	80.169	80.169	79.794	80.060
PP	79.950	79.950	79.950	79.895
S1	79.514	79.514	79.674	79.405
S2	79.295	79.295	79.614
S3	78.640	78.859	79.554
S4	77.985	78.204	79.374

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.155	82.479	80.303
R3	82.120	81.444	80.019
R2	81.085	81.085	79.924
R1	80.409	80.409	79.829	80.230
PP	80.050	80.050	80.050	79.960
S1	79.374	79.374	79.639	79.195
S2	79.015	79.015	79.544
S3	77.980	78.339	79.449
S4	76.945	77.304	79.165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.725	79.690	1.035	1.3%	0.562	0.7%	4%	False	False	24,719
10	80.725	79.100	1.625	2.0%	0.571	0.7%	39%	False	False	24,938
20	80.725	78.120	2.605	3.3%	0.537	0.7%	62%	False	False	26,809
40	80.725	78.120	2.605	3.3%	0.593	0.7%	62%	False	False	26,929
60	82.045	78.120	3.925	4.9%	0.620	0.8%	41%	False	False	24,004
80	82.045	78.120	3.925	4.9%	0.633	0.8%	41%	False	False	19,993
100	82.045	75.255	6.790	8.5%	0.611	0.8%	66%	False	False	15,999
120	82.045	75.255	6.790	8.5%	0.561	0.7%	66%	False	False	13,334

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	0.089
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.169
2.618	82.100
1.618	81.445
1.000	81.040
0.618	80.790
HIGH	80.385
0.618	80.135
0.500	80.058
0.382	79.980
LOW	79.730
0.618	79.325
1.000	79.075
1.618	78.670
2.618	78.015
4.250	76.946

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	80.058	80.228
PP	79.950	80.063
S1	79.842	79.899

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

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