ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 20-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	20-Feb-2012	Change	Change %	Previous Week
Open	80.020	79.510	-0.510	-0.6%	79.500
High	80.020	79.520	-0.500	-0.6%	80.585
Low	79.655	79.315	-0.340	-0.4%	79.110
Close	79.846	79.846	0.000	0.0%	79.846
Range	0.365	0.205	-0.160	-43.8%	1.475
ATR	0.464	0.469	0.005	1.0%	0.000
Volume	139	32	-107	-77.0%	640

Daily Pivots for day following 20-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.175	80.216	79.959
R3	79.970	80.011	79.902
R2	79.765	79.765	79.884
R1	79.806	79.806	79.865	79.786
PP	79.560	79.560	79.560	79.550
S1	79.601	79.601	79.827	79.581
S2	79.355	79.355	79.808
S3	79.150	79.396	79.790
S4	78.945	79.191	79.733

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.272	83.534	80.657
R3	82.797	82.059	80.252
R2	81.322	81.322	80.116
R1	80.584	80.584	79.981	80.953
PP	79.847	79.847	79.847	80.032
S1	79.109	79.109	79.711	79.478
S2	78.372	78.372	79.576
S3	76.897	77.634	79.440
S4	75.422	76.159	79.035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.585	79.315	1.270	1.6%	0.492	0.6%	42%	False	True	129
10	80.585	78.880	1.705	2.1%	0.410	0.5%	57%	False	False	72
20	80.585	78.880	1.705	2.1%	0.260	0.3%	57%	False	False	41
40	82.286	78.880	3.406	4.3%	0.197	0.2%	28%	False	False	24

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.041
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	80.391
2.618	80.057
1.618	79.852
1.000	79.725
0.618	79.647
HIGH	79.520
0.618	79.442
0.500	79.418
0.382	79.393
LOW	79.315
0.618	79.188
1.000	79.110
1.618	78.983
2.618	78.778
4.250	78.444

Fisher Pivots for day following 20-Feb-2012
Pivot	1 day	3 day
R1	79.703	79.950
PP	79.560	79.915
S1	79.418	79.881

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

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