Saxo Trade Navigator trade navigator... · 2 Monday, 19 May 2014 ATR Stop Trade size Instrument...

Monday, 19 May 2014

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Saxo Trade Navigator

Monday, 19 May 2014 2

ATR Stop Trade size

Instrument Last Sup 3 Sup 2 Sup 1 Pivot Res 1 Res 2 Res 3 5d 21d 55d High (20d) Low (20d) 9d 14d High (20d) Low (20d) 14d Dist. Units

EUR/USD 1.3714 1.3635 1.3660 1.3677 1.3702 1.3719 1.3744 1.3761 1.3716 1.3812 1.3815 1.3993 1.3648 34.3 38.6 1.3947 1.3677 0.0063 0.0031 319000

USD/JPY 101.32 101.04 101.20 101.35 101.51 101.66 101.82 101.97 101.87 102.15 102.33 103.02 101.32 33.0 37.9 102.84 101.44 0.52 0.26 387000

EUR/JPY 138.95 138.05 138.41 138.71 139.07 139.37 139.73 140.03 139.73 141.09 141.36 142.47 138.98 20.8 29.1 142.91 139.23 0.87 0.44 233000

EUR/GBP 0.8152 0.8101 0.8121 0.8133 0.8152 0.8164 0.8184 0.8196 0.8158 0.8201 0.8261 0.8259 0.8127 35.9 37.0 0.8260 0.8138 0.0036 0.0018 329000

EUR/CHF 1.2219 1.2194 1.2200 1.2212 1.2219 1.2231 1.2237 1.2249 1.2211 1.2199 1.2187 1.2230 1.2163 61.1 57.9 1.2225 1.2172 0.0024 0.0012 747000

GBP/USD 1.6822 1.6726 1.6755 1.6783 1.6812 1.6840 1.6869 1.6897 1.6812 1.6843 1.6723 1.6996 1.6732 48.5 51.6 1.6959 1.6733 0.0071 0.0035 282000

CHF/JPY 113.71 113.09 113.39 113.54 113.85 114.00 114.30 114.46 114.42 115.66 115.99 116.89 113.76 16.6 25.6 117.29 114.00 0.70 0.35 291000

USD/CHF 0.8910 0.8879 0.8888 0.8908 0.8917 0.8937 0.8946 0.8966 0.8903 0.8833 0.8822 0.8960 0.8703 66.6 62.1 0.8933 0.8731 0.0047 0.0024 377000

USD/CAD 1.0853 1.0815 1.0836 1.0848 1.0869 1.0881 1.0902 1.0914 1.0887 1.0949 1.1017 1.1053 1.0814 32.9 36.4 1.1071 1.0820 0.0053 0.0026 412000

AUD/USD 0.9348 0.9304 0.9319 0.9340 0.9355 0.9376 0.9391 0.9412 0.9363 0.9321 0.9233 0.9409 0.9203 53.7 55.6 0.9406 0.9234 0.0058 0.0029 345000

NZD/USD 0.8637 0.8585 0.8604 0.8616 0.8635 0.8647 0.8666 0.8678 0.8637 0.8620 0.8590 0.8780 0.8517 50.8 52.1 0.8717 0.8526 0.0059 0.0030 338000

GBP/CHF 1.4989 1.4902 1.4925 1.4967 1.4990 1.5032 1.5055 1.5097 1.4969 1.4877 1.4754 1.5012 1.4766 65.7 63.7 1.5005 1.4752 0.0074 0.0037 241000

AUD/JPY 94.72 94.49 94.65 94.85 95.01 95.22 95.38 95.58 95.40 95.21 94.48 96.25 94.27 37.4 44.4 95.94 94.44 0.66 0.33 308000

CAD/JPY 93.35 92.85 93.00 93.23 93.38 93.61 93.76 93.99 93.57 93.30 92.88 94.06 92.39 49.1 51.1 93.99 92.64 0.59 0.30 342000

GBP/JPY 170.44 169.47 169.85 170.24 170.62 171.00 171.38 171.77 171.27 172.05 171.12 173.50 170.17 32.9 40.1 173.39 170.73 1.01 0.51 201000

GBP/CAD 1.8258 1.8161 1.8206 1.8233 1.8278 1.8305 1.8350 1.8377 1.8304 1.8442 1.8423 1.8589 1.8173 30.8 37.3 1.8632 1.8244 0.0109 0.0055 198000

ATR Stop Trade size


AUD/USD 0.9348 0.9304 0.9319 0.9340 0.9355 0.9376 0.9391 0.9412 0.9363 0.9321 0.9233 0.9409 0.9203 53.7 55.6 0.9406 0.9234 0.0058 0.0029 345000

NZD/USD 0.8637 0.8585 0.8604 0.8616 0.8635 0.8647 0.8666 0.8678 0.8637 0.8620 0.8590 0.8780 0.8517 50.8 52.1 0.8717 0.8526 0.0059 0.0030 338000

USD/CAD 1.0853 1.0815 1.0836 1.0848 1.0869 1.0881 1.0902 1.0914 1.0887 1.0949 1.1017 1.1053 1.0814 32.9 36.4 1.1071 1.0820 0.0053 0.0026 412000

CAD/USD 0.9213 0.9163 0.9174 0.9190 0.9201 0.9217 0.9228 0.9244 0.9185 0.9133 0.9078 0.9247 0.9048 66.6 63.5 0.9241 0.9032 0.0043 0.0022 465000

AUD/NZD 1.0824 1.0778 1.0794 1.0822 1.0838 1.0866 1.0882 1.0910 1.0840 1.0813 1.0747 1.0912 1.0649 52.8 53.1 1.0928 1.0691 0.0062 0.0031 372000

AUD/CAD 1.0146 1.0119 1.0140 1.0153 1.0174 1.0187 1.0208 1.0221 1.0194 1.0205 1.0171 1.0344 1.0118 38.6 43.6 1.0288 1.0114 0.0063 0.0032 343000

NZD/CAD 0.9374 0.9309 0.9339 0.9355 0.9385 0.9401 0.9431 0.9447 0.9404 0.9437 0.9463 0.9592 0.9329 40.0 42.9 0.9527 0.9344 0.0069 0.0035 313000

EUR/AUD 1.4670 1.4514 1.4565 1.4599 1.4650 1.4683 1.4735 1.4768 1.4649 1.4820 1.4966 1.5023 1.4565 36.6 38.2 1.5069 1.4572 0.0105 0.0053 203000

EUR/NZD 1.5878 1.5774 1.5810 1.5841 1.5877 1.5908 1.5944 1.5975 1.5880 1.6025 1.6084 1.6286 1.5750 38.4 40.4 1.6235 1.5809 0.0118 0.0059 195000

EUR/CAD 1.4884 1.4778 1.4825 1.4849 1.4895 1.4919 1.4966 1.4990 1.4933 1.5123 1.5220 1.5306 1.4833 22.3 29.5 1.5380 1.4857 0.0101 0.0051 214000

AUD/JPY 94.72 94.49 94.65 94.85 95.01 95.22 95.38 95.58 95.40 95.21 94.48 96.25 94.27 37.4 44.4 95.94 94.44 0.66 0.33 308000

NZD/JPY 87.51 87.04 87.27 87.42 87.65 87.81 88.04 88.19 87.99 88.04 87.89 89.29 87.25 38.2 43.1 88.75 87.33 0.66 0.33 309000

XAU/USD 1296.19 1277.66 1282.75 1288.14 1293.23 1298.62 1303.71 1309.10 1297.03 1294.68 1312.04 1315.68 1268.64 49.5 48.7 1309.68 1279.73 15.97 7.98 130

XAG/USD 19.475 18.969 19.115 19.244 19.390 19.518 19.664 19.792 19.550 19.466 20.020 19.990 18.855 49.0 47.3 19.842 19.074 0.388 0.194 5200

XAU/XAG 66.48 65.67 66.00 66.37 66.70 67.06 67.39 67.75 66.33 66.52 65.57 67.98 65.21 49.7 52.3 67.50 65.59 0.86 0.43 120

XAU/EUR 945.19 935.31 937.98 941.28 943.95 947.25 949.92 953.22 945.61 937.33 949.71 956.45 918.02 55.1 52.7 950.86 923.85 12.18 6.09 120

XAG/EUR 14.203 13.868 13.965 14.056 14.153 14.243 14.341 14.431 14.253 14.091 14.490 14.559 13.591 52.6 50.0 14.418 13.753 0.277 0.138 5300

Forex (majors) SMA Breakout

Breakout

Bollinger

BollingerSMA RSI

RSI

Forex (commodities)

Technical levels

Technical levels


ATR Stop Trade size


EUR/NOK 8.1385 8.0689 8.0973 8.1116 8.1400 8.1543 8.1827 8.1970 8.1340 8.2276 8.2556 8.3376 8.0994 37.2 37.8 8.3650 8.0860 0.0423 0.0212 280000

EUR/SEK 8.9979 8.9403 8.9627 8.9763 8.9987 9.0123 9.0347 9.0483 9.0005 9.0525 8.9722 9.1384 8.9675 42.0 45.6 9.1314 8.9671 0.0474 0.0237 277000

EUR/DKK 7.4647 c 7.4635 7.4638 7.4643 7.4646 7.4651 7.4654 7.4659 7.4646 7.4646 7.4647 7.4670 7.4615 52.9 50.6 7.4665 7.4626 0.0012 0.0006 8904000

NOK/SEK 1.1057 1.1004 1.1019 1.1041 1.1056 1.1078 1.1093 1.1115 1.1065 1.1003 1.0868 1.1126 1.0865 58.1 59.6 1.1123 1.0880 0.0061 0.0031 2137000

NOK/DKK 0.9172 0.9105 0.9122 0.9154 0.9171 0.9203 0.9220 0.9252 0.9177 0.9073 0.9042 0.9216 0.8947 62.9 62.3 0.9230 0.8922 0.0049 0.0024 2231000

SEK/DKK 0.8296 0.8252 0.8264 0.8284 0.8296 0.8315 0.8327 0.8346 0.8293 0.8246 0.8321 0.8324 0.8170 58.0 54.3 0.8323 0.8175 0.0043 0.0022 2516000

USD/NOK 5.9345 5.8994 5.9150 5.9247 5.9403 5.9500 5.9656 5.9753 5.9305 5.9568 5.9760 6.0248 5.8491 46.5 45.0 6.0314 5.8791 0.0373 0.0186 318000

USD/SEK 6.5615 6.5258 6.5424 6.5536 6.5702 6.5814 6.5980 6.6092 6.5627 6.5542 6.4949 6.6265 6.4612 53.9 53.8 6.6176 6.4862 0.0445 0.0223 295000

AUD/NOK 5.5479 5.5233 5.5375 5.5459 5.5600 5.5684 5.5826 5.5910 5.5529 5.5522 5.5175 5.6161 5.4874 50.3 50.7 5.6058 5.4948 0.0422 0.0211 281000

AUD/SEK 6.1342 6.0944 6.1136 6.1285 6.1477 6.1626 6.1818 6.1967 6.1436 6.1084 5.9972 6.1953 6.0106 56.3 57.1 6.1944 6.0179 0.0505 0.0252 260000

NZD/NOK 5.1256 5.0797 5.0992 5.1099 5.1294 5.1401 5.1596 5.1703 5.1227 5.1343 5.1334 5.1949 5.0592 48.3 48.3 5.1788 5.0894 0.0412 0.0206 288000

NZD/SEK 5.6673 5.6288 5.6452 5.6543 5.6707 5.6798 5.6962 5.7053 5.6677 5.6490 5.5793 5.7112 5.5608 54.4 55.4 5.7021 5.5945 0.0462 0.0231 284000

CAD/NOK 5.4678 5.4282 5.4398 5.4518 5.4634 5.4754 5.4870 5.4990 5.4473 5.4403 5.4246 5.4956 5.3738 60.5 56.5 5.4763 5.4051 0.0403 0.0202 295000

CAD/SEK 6.0455 6.0051 6.0170 6.0309 6.0428 6.0567 6.0686 6.0825 6.0271 5.9858 5.8960 6.0551 5.9037 66.1 63.3 6.0589 5.9127 0.0468 0.0234 281000

CHF/NOK 6.6602 6.5896 6.6182 6.6324 6.6610 6.6752 6.7038 6.7180 6.6614 6.7442 6.7739 6.8503 6.6257 33.9 35.4 6.8609 6.6242 0.0380 0.0190 312000

CHF/SEK 7.3640 7.3056 7.3281 7.3408 7.3633 7.3760 7.3985 7.4112 7.3707 7.4209 7.3617 7.4894 7.3375 38.9 43.4 7.4896 7.3466 0.0415 0.0208 316000

NOK/JPY 17.07 16.96 17.00 17.05 17.09 17.14 17.17 17.23 17.18 17.15 17.12 17.39 16.95 39.3 44.7 17.31 16.99 0.13 0.06 1561000

SEK/JPY 15.44 15.33 15.36 15.41 15.45 15.50 15.53 15.58 15.52 15.59 15.76 15.78 15.42 36.2 39.3 15.75 15.43 0.13 0.06 1601000

GBP/NOK 9.9829 9.9283 9.9516 9.9640 9.9873 9.9997 10.0230 10.0354 9.9710 10.0327 9.9937 10.1292 9.9186 46.0 46.8 10.1352 9.9283 0.0614 0.0307 193000

GBP/SEK 11.0377 10.9599 10.9907 11.0130 11.0438 11.0661 11.0969 11.1192 11.0321 11.0387 10.8617 11.1273 10.9387 53.4 55.3 11.1065 10.9666 0.0711 0.0356 185000

NOK/PLN 0.5147 0.5113 0.5122 0.5141 0.5150 0.5169 0.5178 0.5197 0.5149 0.5096 0.5077 0.5169 0.5044 63.3 62.6 0.5174 0.5022 0.0029 0.0015 2079000

SEK/PLN 0.4657 0.4629 0.4638 0.4650 0.4659 0.4671 0.4680 0.4692 0.4652 0.4632 0.4672 0.4670 0.4574 57.6 53.9 0.4678 0.4589 0.0027 0.0013 2275000

NOK/HUF 37.48 37.21 37.31 37.43 37.52 37.64 37.74 37.86 37.43 37.25 37.37 37.62 36.98 57.5 55.4 37.55 36.97 0.27 0.13 1661000

SEK/HUF 33.89 33.58 33.70 33.82 33.95 34.07 34.20 34.32 33.83 33.85 34.39 34.24 33.43 51.1 48.1 34.20 33.52 0.25 0.13 1744000

NOK/CZK 3.372 3.346 3.353 3.365 3.372 3.384 3.392 3.404 3.374 3.335 3.322 3.387 3.290 65.1 64.0 3.391 3.281 0.019 0.009 2114000

SEK/CZK 3.051 3.034 3.039 3.047 3.051 3.059 3.064 3.072 3.049 3.031 3.057 3.061 3.004 58.3 54.6 3.061 3.004 0.018 0.009 2201000

RSI BollingerSMA BreakoutForex (scandies) Technical levels


ATR Stop Trade size


EUR/PLN 4.1901 4.1744 4.1799 4.1855 4.1910 4.1966 4.2021 4.2077 4.1878 4.1926 4.1913 4.2185 4.1746 50.1 50.4 4.2118 4.1743 0.0145 0.0073 421000

EUR/HUF 305.03 301.68 303.02 304.08 305.42 306.48 307.82 308.88 304.48 306.46 308.48 310.60 302.40 46.2 45.4 310.67 302.25 1.98 0.99 224000

EUR/CZK 27.448 27.400 27.418 27.437 27.455 27.474 27.492 27.511 27.444 27.438 27.422 27.490 27.349 54.1 53.0 27.483 27.391 0.054 0.027 739000

EUR/RON 4.4320 4.4133 4.4192 4.4254 4.4313 4.4375 4.4434 4.4496 4.4332 4.4425 4.4668 4.4834 4.4113 41.0 39.6 4.4658 4.4172 0.0186 0.0093 347000

PLN/HUF 72.80 c 72.16 72.43 72.61 72.88 73.06 73.33 73.51 72.70 73.09 73.60 73.76 72.28 45.5 44.3 73.86 72.31 0.40 0.20 1105000

CZK/PLN 0.1527 c 0.1521 0.1523 0.1525 0.1527 0.1529 0.1531 0.1533 0.1526 0.1528 0.1528 0.1537 0.1521 49.6 50.0 0.1535 0.1522 0.0006 0.0003 10592000

CZK/HUF 11.1137 10.9979 11.0428 11.0795 11.1244 11.1611 11.2060 11.2427 11.0940 11.1683 11.2490 11.3222 11.0239 45.9 45.2 11.3174 11.0199 0.0725 0.0362 6133000

USD/PLN 3.0555 3.0454 3.0496 3.0551 3.0593 3.0648 3.0690 3.0745 3.0534 3.0355 3.0339 3.0649 2.9964 64.3 60.3 3.0624 3.0093 0.0161 0.0081 379000

USD/HUF 222.44 220.28 221.14 221.99 222.85 223.70 224.56 225.41 221.99 221.88 223.30 224.39 217.27 54.0 51.5 224.71 219.05 1.73 0.86 257000

USD/CZK 20.0152 19.9520 19.9752 20.0107 20.0339 20.0694 20.0926 20.1281 20.0094 19.8665 19.8508 20.1056 19.5830 66.7 62.0 20.0674 19.6649 0.0958 0.0479 418000

USD/RON 3.2320 3.2143 3.2200 3.2281 3.2338 3.2419 3.2476 3.2557 3.2320 3.2161 3.2334 3.2480 3.1719 59.4 54.6 3.2504 3.1804 0.0204 0.0102 317000

ATR Stop Trade size


EUR/TRY 2.8719 2.8417 2.8542 2.8636 2.8761 2.8855 2.8980 2.9074 2.8581 2.9102 2.9718 2.9793 2.8291 41.0 38.9 2.9893 2.8277 0.0284 0.0142 148000

USD/TRY 2.0937 2.0757 2.0835 2.0910 2.0988 2.1063 2.1141 2.1216 2.0833 2.1063 2.1505 2.1534 2.0617 47.3 43.2 2.1552 2.0551 0.0187 0.0093 225000

EUR/ZAR 14.2071 14.0027 14.0851 14.1325 14.2149 14.2623 14.3447 14.3921 14.1875 14.4697 14.6315 14.8023 14.0829 37.0 37.8 14.8713 14.0643 0.1442 0.0721 144000

USD/ZAR 10.3597 10.2386 10.2905 10.3228 10.3747 10.4070 10.4589 10.4912 10.3440 10.4761 10.5910 10.6714 10.2728 41.4 41.2 10.6959 10.2533 0.0959 0.0480 216000

EUR/MXN 17.6991 17.4763 17.5667 17.6173 17.7077 17.7583 17.8487 17.8993 17.7253 17.9797 18.0888 18.2270 17.6204 32.4 35.1 18.3161 17.6380 0.1301 0.0650 198000

USD/MXN 12.9060 12.7796 12.8353 12.8691 12.9248 12.9586 13.0143 13.0481 12.9239 13.0172 13.0939 13.1529 12.8708 35.5 37.5 13.1625 12.8684 0.0725 0.0363 356000

TRY/ZAR 4.9462 4.8836 4.9065 4.9210 4.9439 4.9584 4.9813 4.9958 4.9635 4.9716 4.9239 5.0342 4.9073 40.1 45.8 5.0342 4.9132 0.0384 0.0192 539000

USD/RUB 34.7347 34.5897 34.6586 34.7061 34.7750 34.8225 34.8914 34.9389 34.8136 35.4032 35.7331 36.1469 34.6029 32.9 36.4 36.2558 34.5335 0.3008 0.1504 231000

EUR/RUB 47.633 47.343 47.465 47.542 47.664 47.741 47.863 47.940 47.746 48.901 49.369 50.080 47.289 25.9 31.4 50.407 47.370 0.424 0.212 164000

USD/CNH 6.2402 6.2172 6.2226 6.2276 6.2330 6.2380 6.2434 6.2484 6.2337 6.2403 6.2043 6.2718 6.2205 54.7 56.2 6.2632 6.2191 0.0135 0.0068 924000

USD/CNY 6.2421 6.2182 6.2225 6.2279 6.2322 6.2376 6.2419 6.2473 6.2315 6.2399 6.2079 6.2674 6.2181 58.2 58.3 6.2651 6.2162 0.0116 0.0058 1075000

USD/HKD 7.7520 7.7507 7.7512 7.7517 7.7522 7.7527 7.7532 7.7537 7.7519 7.7526 7.7566 7.7551 7.7514 40.6 38.6 7.7538 7.7512 0.0012 0.0006 13151000

USD/SGD 1.2500 1.2453 1.2476 1.2495 1.2518 1.2537 1.2560 1.2579 1.2515 1.2526 1.2588 1.2596 1.2456 43.8 43.6 1.2589 1.2464 0.0040 0.0020 618000

USD/BRL 2.2148 c 2.1956 2.2019 2.2083 2.2146 2.2210 2.2273 2.2337 2.2132 2.2248 2.2653 2.2558 2.2000 45.2 43.7 2.2469 2.2015 0.0214 0.0107 207000

SGD/JPY 81.06 80.52 80.71 80.91 81.10 81.30 81.49 81.69 81.40 81.55 81.29 82.04 80.95 31.8 40.2 81.92 81.16 0.43 0.21 473000

SMA Breakout RSI Bollinger

BollingerSMA Breakout

Forex (CE3)

Forex (emerging markets) RSI

Technical levels

Technical levels


ATR Stop Trade size

Instrument Last Sup 3 Sup 2 Sup 1 Pivot Res 1 Res 2 Res 3 5d 21d 55d High (20d) Low (20d) 9d 14d High (20d) Low (20d) 14d Dist. Units (CFD)

WTI Crude (JUN) 102.31 100.69 101.04 101.53 101.88 102.37 102.72 103.21 101.64 101.05 100.51 103.92 98.74 61.4 58.0 103.14 98.72 1.26 0.63 1600

Brent Crude (JUL) 110.17 107.90 108.39 109.07 109.56 110.24 110.73 111.41 108.90 108.33 107.53 110.28 106.32 67.8 62.0 110.24 106.33 1.22 0.61 1600

Gasoline (JUN) 298.99 292.92 294.33 295.84 297.25 298.76 300.17 301.68 295.04 296.82 293.68 306.10 287.18 62.3 57.7 307.12 285.98 4.05 2.02 49000

Gas oil (JUN) 915.75 907.25 909.25 912.75 914.75 918.25 920.25 923.75 910.95 909.87 903.68 928.75 893.00 61.4 57.0 927.27 890.93 10.40 5.20 190

Heating oil (JUN) 296.36 292.27 293.52 294.44 295.69 296.61 297.86 298.78 294.59 294.84 293.60 301.58 288.56 58.4 54.9 301.34 287.83 3.38 1.69 59000

Natural gas (JUN) 4.432 4.343 4.375 4.394 4.426 4.445 4.477 4.496 4.408 4.646 4.559 4.852 4.289 39.1 42.1 4.947 4.334 0.123 0.062 16000

Gold (JUN) 1296.3 1277.4 1282.5 1288.0 1293.1 1298.6 1303.7 1309.2 1296.7 1294.4 1312.5 1315.8 1268.4 49.7 48.8 1310.3 1278.5 16.7 8.4 120

Silver (JUL) 19.47 18.94 19.10 19.21 19.37 19.49 19.65 19.76 19.54 19.46 20.05 20.01 18.69 49.0 47.3 19.87 19.04 0.40 0.20 5000

Platinum (JUL) 1470.3 1444.1 1452.6 1459.4 1467.9 1474.7 1483.2 1490.0 1463.9 1435.4 1444.0 1487.6 1387.3 61.4 58.9 1481.5 1390.0 20.9 10.4 96

Palladium (JUN) 817.85 794.27 799.63 807.32 812.68 820.37 825.73 833.42 816.39 806.34 790.98 829.20 766.90 56.3 56.3 831.12 781.47 14.93 7.47 130

Copper (JUL) 317.75 309.78 311.27 312.98 314.47 316.18 317.67 319.38 314.73 307.75 304.26 317.80 300.30 70.8 65.9 316.90 299.03 4.21 2.10 48000

Soy bean (JUL) 1468.25 1441.17 1451.33 1458.17 1468.33 1475.17 1485.33 1492.17 1474.20 1478.45 1444.68 1521.00 1441.75 47.9 50.4 1513.11 1441.41 25.45 12.72 7900

Wheat (JUL) 671.75 656.67 663.58 668.92 675.83 681.17 688.08 693.42 693.40 706.75 692.45 744.00 669.00 28.7 38.1 748.54 665.73 17.46 8.73 11000

Milling wheat (NOV) 199.25 c 196.67 197.58 198.42 199.33 200.17 201.08 201.92 201.40 205.05 202.88 209.25 198.50 28.2 37.7 210.41 199.47 2.69 1.35 540

Corn (JUL) 482.00 473.42 476.83 480.17 483.58 486.92 490.33 493.67 493.10 505.50 499.82 522.75 481.75 30.0 36.9 526.69 484.81 10.50 5.25 19000

Cocoa (JUL) 2917 c 2880 2888 2903 2911 2926 2934 2949 2896 2937 2965 3031 2849 49.2 46.6 3019 2846 38 19 53

Coffee Arabica (JUL) 185.05 c 168.98 176.62 180.83 188.47 192.68 200.32 204.53 188.45 200.42 195.22 219.00 182.75 40.3 43.4 219.88 180.60 9.28 4.64 22000

Coffee Robusta (JUL) 2046 c 1927 1986 2016 2075 2105 2164 2194 2101 2136 2115 2199 2062 35.1 40.2 2198 2073 47 23 43

Sugar (JUL) 17.91 17.40 17.63 17.77 18.00 18.14 18.37 18.51 17.89 17.62 17.70 18.28 17.07 57.3 55.3 18.25 17.02 0.36 0.18 561000

Cotton (JUL) 89.88 88.36 89.06 89.44 90.14 90.52 91.22 91.60 90.62 92.66 91.81 95.10 90.10 29.1 37.8 95.48 89.86 1.49 0.75 134000

Live cattle (AUG) 138.38 136.62 137.01 137.69 138.08 138.77 139.16 139.84 138.11 136.54 134.99 139.58 132.30 64.7 64.1 140.03 133.42 1.23 0.62 162000

Lean hogs (JUL) 125.25 123.13 123.70 124.48 125.05 125.83 126.40 127.18 125.61 123.50 122.30 128.38 119.75 59.2 58.6 126.68 120.37 2.14 1.07 93000

ATR Stop Trade size

Instrument Last Sup 3 Sup 2 Sup 1 Pivot Res 1 Res 2 Res 3 5d 21d 55d High (20d) Low (20d) 9d 14d High (20d) Low (20d) 14d Dist. Nominal

UST 10Y (JUN) 125.83 125.31 125.50 125.64 125.83 125.97 126.16 126.30 125.43 124.58 124.19 126.16 123.50 73.5 68.8 125.92 123.32 0.52 0.26 388000

UST 15Y (JUN) 137.59 136.74 137.04 137.24 137.54 137.74 138.04 138.24 136.66 135.45 133.97 138.13 133.44 72.4 68.8 137.64 133.41 0.96 0.48 208000

Euro-bund 10Y (JUN) 146.40 145.62 145.94 146.13 146.45 146.64 146.96 147.15 145.78 144.72 143.88 146.75 143.55 75.1 70.8 146.25 143.26 0.59 0.30 245000

Euro-bund 5Y (JUN) 126.59 126.29 126.40 126.48 126.59 126.67 126.78 126.86 126.36 125.85 125.61 126.73 125.26 73.9 68.4 126.57 125.17 0.27 0.14 538000

Euro-BTP 10Y (JUN) 124.24 122.25 122.74 123.40 123.89 124.55 125.04 125.70 124.78 124.24 122.56 125.83 123.04 48.8 54.8 125.60 122.95 0.72 0.36 203000

Gilt 10Y (JUN) 111.54 c 110.94 111.21 111.37 111.64 111.80 112.07 112.23 110.98 110.53 110.06 111.93 109.74 63.8 61.4 111.55 109.54 0.61 0.31 194000

RSISMA Breakout

BreakoutSMA RSI

Commodity futures Bollinger

BollingerBond futures

Technical levels

Technical levels


ATR Stop Trade size


S&P 500 mini (JUN) 1872.00 1850.92 1856.08 1865.42 1870.58 1879.92 1885.08 1894.42 1882.85 1873.56 1863.02 1898.50 1844.00 48.6 51.0 1891.20 1857.48 18.23 9.11 110

Nasdaq 100 mini (JUN) 3577.75 3507.50 3525.25 3554.00 3571.75 3600.50 3618.25 3647.00 3591.75 3566.64 3594.73 3624.25 3480.50 51.8 51.1 3615.42 3522.20 53.02 26.51 38

Dow Jones mini (JUN) 16439 16310 16344 16404 16438 16498 16532 16592 16561 16467 16348 16694 16242 46.9 50.2 16647 16300 143 71 14

Russell 2000 mini (JUN) 1098.0 1071.3 1078.0 1088.8 1095.5 1106.3 1113.0 1123.8 1108.3 1119.5 1149.3 1155.0 1078.7 40.1 40.7 1151.4 1086.1 21.1 10.6 95

Euro STOXX 50 (JUN) 3148 3090 3107 3129 3146 3168 3185 3207 3169 3138 3102 3203 3063 51.4 52.9 3194 3085 42 21 35

DAX 30 (JUN) 9621.0 9461.7 9521.8 9569.7 9629.8 9677.7 9737.8 9785.7 9701.8 9576.3 9466.5 9822.5 9292.0 52.1 53.2 9773.2 9394.1 134.9 67.5 11

CAC 40 (JUN) 4415.5 4346.7 4364.8 4394.2 4412.3 4441.7 4459.8 4489.2 4461.1 4427.3 4388.3 4504.5 4331.5 45.6 48.8 4499.4 4360.8 52.3 26.2 28

FTSE 100 (JUN) 6832.0 6749.0 6772.5 6805.0 6828.5 6861.0 6884.5 6917.0 6835.6 6733.9 6642.2 6880.0 6507.0 66.6 65.2 6904.2 6579.4 58.1 29.0 20

IBEX 35 (JUN) 10454 c 10101 10182 10318 10399 10535 10616 10752 10508 10416 10272 10645 10139 50.9 52.6 10630 10219 163 81 9

FTSE MIB 40 (JUN) 20350 c 19720 19870 20110 20260 20500 20650 20890 20713 21211 21059 21715 20090 34.7 39.3 21977 20437 406 203 4

AEX (JUN) 399.3 393.5 395.4 397.3 399.2 401.0 402.9 404.8 401.8 396.0 395.9 404.9 387.2 52.7 53.1 405.1 387.3 4.2 2.1 340

BEL 20 (JUN) 3082.9 c 3068.3 3074.6 3078.7 3085.0 3089.1 3095.4 3099.5 3128.5 3094.3 3090.0 3167.0 3038.0 40.9 46.1 3161.5 3030.6 16.4 8.2 89

OMX S30 (JUN) 1383.75 c 1371.92 1375.08 1379.42 1382.58 1386.92 1390.08 1394.42 1374.59 1354.09 1347.50 1388.00 1323.75 68.1 62.6 1383.59 1327.25 13.11 6.56 1000

OBX 25 (JUN) 544.69 c 531.86 535.63 540.16 543.93 548.46 552.23 556.76 546.20 529.64 514.75 550.90 501.00 73.0 71.4 556.61 505.19 5.20 2.60 2300

SMI 20 (JUN) 8659 8564 8594 8629 8659 8694 8724 8759 8592 8439 8343 8672 8252 80.3 72.4 8636 8253 85 43 21

Nikkei 225 (JUN) 14030 13637 13823 13977 14163 14317 14503 14657 14288 14355 14500 14660 14020 37.8 41.2 14635 14059 241 120 840

Hang Seng (MAY) 22486 22263 22330 22453 22520 22643 22710 22833 22366 22170 22214 22836 21488 58.6 54.9 22885 21399 338 169 46

ASX SPI 200 (JUN) 5414 5415 5446 5468 5499 5521 5552 5574 5490 5476 5423 5559 5397 40.1 44.9 5545 5410 57 28 38

SMA Breakout RSI BollingerEquity index futures Technical levels


ATR Stop Trade size


Apple 597.51 c 577.30 581.35 589.43 593.48 601.56 605.61 613.69 593.36 576.02 546.41 601.05 516.32 67.5 67.4 625.54 531.90 9.10 4.55 220

Amazon 297.70 c 285.88 288.71 293.21 296.04 300.54 303.37 307.87 299.60 306.97 332.53 337.50 284.38 43.0 41.3 333.09 279.05 9.90 4.95 200

Bank of America 14.51 c 14.23 14.30 14.41 14.47 14.58 14.65 14.75 14.80 15.29 16.30 16.50 14.39 30.4 32.7 16.43 14.07 0.31 0.16 6400

Barclays 241.55 c 231.60 235.45 238.50 242.35 245.40 249.25 252.30 249.53 250.35 242.97 266.50 233.73 38.9 43.7 261.91 239.28 7.37 3.69 160

Banco Espirito 1.000 c 0.831 0.873 0.937 0.979 1.043 1.085 1.149 1.129 1.258 1.328 1.362 1.022 19.3 25.7 1.439 1.072 0.068 0.034 22000

BMW 86.65 84.24 84.89 85.67 86.32 87.10 87.75 88.53 86.49 87.36 85.64 91.62 84.47 30.7 38.1 90.27 84.20 1.71 0.85 850

BNP Paribas 52.49 c 50.67 51.13 51.81 52.27 52.95 53.41 54.09 52.78 53.78 55.73 56.14 51.24 39.5 40.1 56.31 51.17 1.29 0.65 1100

BP 507.10 c 501.27 502.83 504.97 506.53 508.67 510.23 512.37 503.02 493.20 481.79 506.10 472.03 72.4 67.1 511.60 476.47 6.35 3.18 190

Citigroup 46.44 c 45.68 45.92 46.18 46.43 46.69 46.93 47.19 46.95 47.45 47.91 48.57 46.15 37.0 40.8 48.61 46.21 0.71 0.35 2800

Caterpillar 106.03 c 102.90 103.54 104.78 105.42 106.66 107.30 108.54 106.18 104.83 100.90 108.21 101.55 58.5 60.3 107.03 102.84 1.56 0.78 1300

Commerzbank 11.180 10.605 10.750 10.990 11.135 11.375 11.520 11.760 11.534 12.477 12.849 13.570 11.095 19.7 27.4 13.753 11.132 0.454 0.227 3200

Facebook 58.02 c 56.26 56.79 57.40 57.93 58.54 59.07 59.68 58.97 59.28 62.31 63.65 54.66 44.4 45.0 62.92 55.66 2.28 1.14 880

Societe Generale 41.655 c 40.047 40.568 41.112 41.633 42.177 42.698 43.242 43.017 43.821 44.679 45.430 41.665 30.2 35.9 45.658 42.048 1.202 0.601 1200

Google 520.63 c 510.42 512.93 516.78 519.29 523.14 525.65 529.50 526.05 524.36 535.79 549.50 502.80 44.7 43.9 537.80 509.74 10.79 5.40 190

Goldman Sachs 156.43 c 153.07 153.95 155.19 156.08 157.32 158.21 159.45 158.47 158.21 161.95 162.11 153.71 42.6 43.8 161.90 154.60 2.69 1.34 740

Inditex 107.30 c 103.70 104.50 105.90 106.70 108.10 108.90 110.30 107.34 106.45 106.17 108.80 103.83 51.6 50.2 108.00 105.05 1.62 0.81 900

JP Morgan 53.31 c 52.48 52.72 53.02 53.26 53.56 53.80 54.10 54.09 54.92 56.97 56.37 53.24 30.9 33.7 56.81 53.00 0.82 0.41 2400

Netflix 349.88 c 333.03 336.43 343.16 346.56 353.29 356.69 363.42 347.71 338.09 368.51 380.88 299.50 57.7 52.6 367.27 308.15 14.82 7.41 130

Rio Tinto 3286.50 c 3165.17 3212.83 3249.67 3297.33 3334.17 3381.83 3418.67 3340.00 3262.83 3269.92 3410.50 3150.00 49.9 50.0 3372.19 3150.91 76.84 38.42 15

Banco Santander 7.305 c 6.903 6.992 7.148 7.237 7.393 7.482 7.638 7.280 7.164 6.837 7.409 6.950 58.0 58.7 7.374 6.964 0.146 0.073 10000

Vodafone 217.15 c 212.22 213.38 215.27 216.43 218.32 219.48 221.37 220.11 220.53 222.95 227.15 211.20 39.4 43.1 228.78 212.92 4.08 2.04 290

Volkswagen 188.00 183.48 185.27 186.78 188.57 190.08 191.87 193.38 188.17 189.03 184.81 195.22 183.43 39.3 44.1 193.75 183.99 3.86 1.93 380

SMA Breakout RSI BollingerEquities (majors) Technical levels


ATR Stop Trade size


Telecom Argentina 19.32 c 18.54 18.69 19.01 19.16 19.48 19.63 19.95 19.72 20.18 18.58 21.80 19.03 38.5 45.7 21.58 18.84 0.69 0.34 2900

KBC Group 41.99 c 40.37 41.05 41.52 42.19 42.66 43.34 43.81 43.86 44.18 44.24 45.52 42.03 33.2 38.9 45.96 42.41 1.15 0.58 1300

Petroleo Brasileiro 15.28 c 14.72 14.92 15.10 15.30 15.48 15.68 15.86 15.38 14.55 12.95 15.85 13.22 61.4 62.6 16.09 13.06 0.53 0.27 3800

Vale 13.73 c 13.35 13.48 13.61 13.74 13.86 13.99 14.12 13.91 13.60 13.43 14.24 12.97 50.7 50.2 14.11 13.04 0.38 0.19 5300

Itau Unibanco Holding 16.950 c 16.590 16.670 16.810 16.890 17.030 17.110 17.250 16.834 16.506 15.068 17.085 15.174 63.2 64.7 17.208 15.879 0.370 0.185 5400

Banco Bradesco 15.86 c 15.60 15.67 15.76 15.83 15.92 15.99 16.08 15.77 15.28 13.85 15.96 14.35 66.5 67.7 16.08 14.52 0.36 0.18 5500

Banco de Chile 81.49 c 79.74 80.43 80.96 81.65 82.18 82.87 83.40 81.61 78.22 75.46 82.53 75.02 72.7 69.3 82.87 73.71 1.18 0.59 1700

Quimica y Minera 28.53 c 25.94 26.67 27.60 28.32 29.25 29.98 30.91 29.22 30.77 30.84 32.61 27.01 35.8 38.4 33.12 28.27 1.05 0.53 1900

Bancolombia 54.80 c 53.70 54.03 54.41 54.74 55.12 55.45 55.83 55.81 56.42 54.95 57.98 53.54 31.3 40.6 58.02 54.76 1.05 0.52 1900

Nokia 5.28 c 5.14 5.19 5.24 5.29 5.33 5.38 5.43 5.36 5.32 5.40 5.56 5.13 45.6 46.8 5.46 5.17 0.13 0.06 12000

Peugeot 9.299 c 8.939 9.070 9.184 9.315 9.429 9.560 9.674 9.493 10.129 10.711 11.419 9.075 32.1 34.6 11.525 8.646 0.419 0.210 3500

Credit Agricole 11.28 c 10.86 10.96 11.12 11.22 11.38 11.48 11.64 11.57 11.50 11.47 12.09 11.03 42.5 45.7 12.03 10.97 0.31 0.16 4700

OTP Bank 4490.0 c 4246.7 4295.3 4392.7 4441.3 4538.7 4587.3 4684.7 4416.6 4320.4 4164.5 4498.0 4100.0 61.9 59.8 4540.5 4099.5 110.6 55.3 4000

MOL Hungarian Oil & Gas 13320 c 13053 13107 13213 13267 13373 13427 13533 13233 12970 12832 13285 12525 66.3 60.2 13384 12568 227 113 2000

Unicredit 5.85 c 5.37 5.47 5.66 5.76 5.94 6.04 6.23 6.00 6.25 6.25 6.58 5.68 35.4 39.2 6.64 5.85 0.21 0.10 7000

Eni 18.07 c 17.65 17.75 17.91 18.02 18.17 18.28 18.44 18.21 18.17 17.66 18.51 17.77 47.5 51.6 18.51 17.82 0.27 0.13 5500

Fiat Industrial #N/A N/A c #VALUE! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #VALUE! #DIV/0! #DIV/0! #DIV/0! 0.00 0.00 #N/A N/A #N/A N/A #DIV/0! #DIV/0! 0.00 0.00 #DIV/0!

Tenaris 43.10 c 41.68 41.97 42.53 42.82 43.38 43.67 44.23 43.66 44.46 43.72 45.85 42.44 34.6 39.6 45.79 43.11 0.75 0.37 2700

ArcerlorMittal 11.68 c 11.36 11.44 11.56 11.63 11.75 11.83 11.95 11.73 11.61 11.40 12.03 11.27 48.2 49.3 11.88 11.35 0.24 0.12 6100

America Movil 20.43 c 19.86 20.00 20.22 20.36 20.57 20.71 20.93 20.32 20.02 19.97 20.62 19.08 58.6 56.2 20.64 19.44 0.42 0.21 4700

Grupo Financiero Santander Mexico 13.61 c 13.09 13.20 13.40 13.51 13.71 13.82 14.02 13.38 12.35 11.80 13.83 11.09 75.7 71.3 13.82 10.93 0.41 0.20 4900

Grupo Televisa 33.60 c 32.13 32.43 33.01 33.31 33.89 34.19 34.77 33.48 32.97 32.49 34.00 31.68 58.3 57.6 33.87 32.07 0.67 0.34 3000

KGHM Polska Miedz 113.90 c 109.63 111.37 112.63 114.37 115.63 117.37 118.63 116.22 112.71 110.23 118.30 109.45 52.5 53.8 117.65 107.79 2.74 1.37 2200

PKO Bank Polski 38.80 c 36.66 37.58 38.19 39.11 39.72 40.64 41.25 39.95 41.03 41.53 42.94 39.62 17.3 25.8 42.83 39.13 0.81 0.41 7500

Galp Energia 12.71 c 12.41 12.48 12.59 12.66 12.77 12.83 12.95 12.73 12.53 12.27 12.84 12.21 60.2 60.1 12.82 12.25 0.18 0.09 8300

Portugal Telecom 2.70 c 2.40 2.49 2.60 2.68 2.79 2.87 2.98 2.88 2.99 3.10 3.22 2.70 23.5 29.6 3.20 2.78 0.11 0.06 13000

Banco Commercial Portugues 0.179 c 0.142 0.150 0.165 0.173 0.187 0.195 0.209 0.188 0.210 0.215 0.231 0.166 30.0 33.4 0.240 0.179 0.011 0.006 130000

Gazprom 8.35 c 8.03 8.10 8.22 8.29 8.41 8.48 8.60 8.08 7.50 7.30 8.29 6.83 81.8 72.1 8.32 6.71 0.22 0.11 9300

VTB Bank OJSC 2.51 c 2.43 2.45 2.48 2.50 2.53 2.55 2.58 2.50 2.23 2.07 2.57 1.98 76.1 71.6 2.59 1.88 0.08 0.04 25000

Sberbank of Russia 9.44 c 9.17 9.25 9.34 9.42 9.51 9.59 9.69 9.55 8.86 8.97 9.96 7.82 59.8 56.8 9.92 7.82 0.33 0.17 6100

Rosneft Oil Company 6.50 c 6.35 6.39 6.44 6.48 6.54 6.57 6.63 6.52 6.37 6.42 6.61 6.03 56.5 53.7 6.63 6.11 0.15 0.07 14000

Telefonica 12.14 c 11.70 11.79 11.96 12.05 12.22 12.31 12.48 12.00 11.76 11.29 12.22 11.25 57.5 57.3 12.18 11.38 0.21 0.11 6900

BBVA 8.90 c 8.54 8.62 8.76 8.84 8.98 9.06 9.20 8.93 8.89 8.84 9.07 8.70 49.8 49.9 9.06 8.72 0.19 0.09 7800

Repsol 20.210 c 19.740 19.860 20.035 20.155 20.330 20.450 20.625 20.012 19.408 18.721 20.270 18.615 80.5 76.3 20.307 18.571 0.318 0.159 4600

Breakout RSI BollingerEquities (regional) SMATechnical levels


Instrument CFD Futures First notice Instrument CFD Futures First notice

Bond futures

WTI Crude (JUN) OILUS CL May-22 UST 10Y (JUN) TY May-30

Brent Crude (JUL) OILUK LCO Jun-13 UST 15Y (JUN) US May-30

Gasoline (JUN) GASOLINEUS RB Jun-03 Euro-bund 10Y (JUN) BUND FGBL Jun-06

Gas oil (JUN) GASOILUK FP Jun-12 Euro-bund 5Y (JUN) BOBL FGBM Jun-06

Heating oil (JUN) HEATINGOIL HO Jun-03 Euro-BTP 10Y (JUN) 10YBTP FBTP Jun-06

Natural gas (JUN) NATGASUS NG May-29 Gilt 10Y (JUN) FLG May-29

Gold (JUN) GOLD GC May-30

Silver (JUL) SILVER SI Jun-30

Platinum (JUL) PLATINUM PL Jun-30 S&P 500 mini (JUN) SP500.I ES Jun-20

Palladium (JUN) PALLADIUM PA May-30 Nasdaq 100 mini (JUN) NAS100.I NQ Jun-20

Copper (JUL) COPPERUS HG Jun-30 Dow Jones mini (JUN) DJI.I YM Jun-20

Soy bean (JUL) SOYBEANS ZS Jun-30 Russell 2000 mini (JUN) RUSSELL2000 TF Jun-20

Wheat (JUL) WHEAT ZW Jun-30 Euro STOXX 50 (JUN) STOXX50E.I FESX Jun-20

Milling wheat (NOV) CORN ZC Nov-11 DAX 30 (JUN) DAX.I FDX Jun-20

Corn (JUL) EBM Jun-30 CAC 40 (JUN) CAC40.I FCE Jun-20

Cocoa (JUL) COCOANY CC Jun-17 FTSE 100 (JUN) FTSE100.I FFI Jun-20

Coffee Arabica (JUL) COFFEENY KC Jun-20 IBEX 35 (JUN) IBEX35.I MFXI Jun-20

Coffee Robusta (JUL) RC Jul-01 FTSE MIB 40 (JUN) SPMIB.I SPMIB Jun-20

Sugar (JUL) SUGARNY SB Jul-01 AEX (JUN) AEX.I AEX Jun-20

Cotton (JUL) CT Jun-24 BEL 20 (JUN) BLG20.I Jun-20

Live cattle (AUG) LIVECATTLE LE Aug-04 OMX S30 (JUN) SWE30.I OMX Jun-19

Lean hogs (JUL) LH Jul-15 OBX 25 (JUN) NOR25.I OBX Jun-19

SMI 20 (JUN) SMI.I FSMI Jun-20

Nikkei 225 (JUN) NI225.I SSI Jun-12

Hang Seng (MAY) HSI.I HSI May-29

Instrument Instrument

Equities (majors) Equities (regional)

BCH:xnys

SQM:xnys

CIB:xnys

NOK1V:xhel

UG:xpar

ACA:xpar

OTP:xbud

MOL:xbud

CRDI:xmil

ENI:xmil

F:xmil

TS:xnys

MT:xams

AMX:xnys

BSMX:xnys

TV:xnys

KGH:xwar

PKO:xwar

GALP:xlis

PTC:xlis

BCP:xlis

OGZD:xlon

VTBR:xlon

SBER:xlon

ROSN:xlon

TEF:xmce

BBVA:xmce

REP:xmce

Societe Generale

Google

Vale

Itau Unibanco Holding

Banco Bradesco

Volkswagen

Telecom Argentina

KBC Group

Petroleo Brasileiro

Banco Santander

Vodafone

KBC:xbru

PBR:xnys

VALE:xnys

ITU:xnys

BBD:xnys

Goldman Sachs

Inditex

JP Morgan

Netflix

Rio Tinto

Commerzbank

Facebook

Cash & CFD

Banco de Chile

Quimica y Minera

Bancolombia

Nokia

Peugeot

Credit Agricole

OTP Bank

MOL Hungarian Oil & Gas

Unicredit

Eni

Fiat Industrial

Tenaris

BMW

BNP Paribas

BP

Citigroup

Caterpillar

Apple

Amazon

Bank of America

Barclays

Banco Espirito

Repsol

Cash & CFD

AAPL:xnas

ArcerlorMittal

Gazprom

VTB Bank OJSC

Sberbank of Russia

Rosneft Oil Company

Telefonica

KGHM Polska Miedz

PKO Bank Polski

Galp Energia

Portugal Telecom

Banco Commercial Portugues

America Movil

Grupo Financiero Santander Mexico

CAT:xnys

CBK:xetr

FB:xnas

GLE:xpar

BBVA

Grupo Televisa

GS:xnys

ITX:xmce

JPM:xnys

NFLX:xnas

RIO:xlon

GOOG:xnas

SAN:xmce

VOD:xlon

VOW3:xetr

TEO:xnys

BES:xlis

BMW:xetr

BNP:xpar

BP:xlon

C:xnys

Commodity futures

Equity index futures

AMZN:xnas

BAC:xnys

BARC:xlon

Guide to the tables

Relative Strength Index: Red may indicate

overbought levels, meaning an RSI above

70, but decreasing. Green may indicate

oversold levels, meaning an RSI below 30,

but increasing.

Latest traded price. A ‘c’

to the right indicates last

closing price.

A stop target is calculated as ½ ATR. If a long EURUSD position is

initiated at 1.3050 and the distance to stop is 0.0055 then the

stop should be set at 1.2995 (1.3050 – 0.0055)

A trade size is calculated such that the position size (measured in units, not

lots) generates a loss of USD 1,000 (approximately) if the stop target is

triggered at a distance of ½ ATR from entry. In the above EURUSD example a

position size of EUR 181,000 will trigger a USD 995.5 loss using ½ ATR.

Average True Range (ATR) is a measure of volatility. The ATR smooths

the true range using an Exponential Moving Average (EMA).

The true range is defined as:

TR = max [ H – L, abs(H – C), abs(C – L) ]

where C is the previous day’s closing price.

Bollinger Band (two standard deviations):

Green may indicate oversold levels. Red may

indicate overbought levels.

Pivot is the average of the high, low and closing price the previous trading

day: P = (H+L+C)/3.

Sup and Res 1 are the first support and resistance levels:

Sup 1 = 2 * P – H and Res 1 = 2 * P – L

Sup and Res 2 are the second support and resistance levels:

Sup 2 = P – (H – L) and Res 2 = P + (H – L)

Sup and Res 3 are the third support and resistance levels:

Sup 3 = L – 2 * (H – P) and Res 3 = H + 2 * (P – L)

Blue indicates that the current session’s price has traded through a level.

Simple Moving Average (SMA): Green

indicates that the latest price is above

the SMA. Red indicates the opposite.

Breakout is based on Donchian Channels.

Red indicates that the instrument closed

below the previous 20-day low. Green

indicates that the instrument closed

above the previous 20-day high.


http://www.investopedia.com/terms/r/rsi.asp

http://www.investopedia.com/terms/a/atr.asp

http://www.investopedia.com/terms/e/ema.asp

http://www.investopedia.com/terms/b/bollingerbands.asp

http://www.investopedia.com/terms/p/pivotpoint.asp

http://www.investopedia.com/terms/s/sma.asp

http://www.investopedia.com/terms/b/breakout.asp

http://www.investopedia.com/terms/d/donchianchannels.asp

Example: Technical levels


The daily pivot point and associated support and resistance levels are technical levels, which may indicate turning points in the

market. Therefore these levels can be used for placing entry, profit-taking and stop targets. If the market trades above (below) the

pivot point this may suggest a bullish (bearish) environment. The previous day’s high, low, and close are used to calculate the

present day’s technical levels.

Example: Bollinger bands


Bollinger bands can be used as a tool for both momentum and mean-reversion. A security may ‘hug’ the upper band on its way

higher. In the other hand, a break of either the upper or lower band can be used as a signal that the momentum in a security is

overextended and may result in reversion towards the mean.

From 3 January 2000 to 1 April 2012 EUR/USD has closed above the upper band 170 times and below the lower band 220 times,

which implies that out of 3456 trading days EUR/USD closed outside the band 11.3 percent of the time.

Example: Donchian channel


Donchian channel indicates a multi-period trading range (20-days in the example above), and if the price breaks through the multi-

period high or low this may confirm that a new trend is in place. The weakness in JPY against both EUR and USD from the summer

of 2012 and into 2013 is one such example.

Often trend following strategies admit a longer investment horizon and hence larger stops may be utilised to avoid being stopped

out due to short-term volatility inside the trend channel.

Example: Relative strength index


The relative strength index (RSI) is an oscillator, which ranges from 0 to 100. It is often used together with other technical

indicators as an indication that the security is overbought (above 70) or oversold (below 30). The overbought and oversold

thresholds can be set as desired. Typically a shorter-term RSI requires more extreme thresholds as it will fluctuate more.

Example: Simple moving average


The simple moving averages (SMA) and cross-overs thereof can be used as indicators of trend. The market has a tendency to hug the

5-day SMA so short-term mean reversion opportunities may arise if the market moves too far away. The 21-day and 55-day SMAs give

an indication of the longer-term direction of the market.


NON-INDEPENDENT INVESTMENT RESEARCH

This investment research has not been prepared in accordance with legal requirements designed to promote the independence of

investment research. Further it is not subject to any prohibition on dealing ahead of the dissemination of investment research. Saxo Bank,

its affiliates or staff, may perform services for, solicit business from, hold long or short positions in, or otherwise be interested in the

investments (including derivatives), of any issuer mentioned herein.

None of the information contained herein constitutes an offer (or solicitation of an offer) to buy or sell any currency, product or financial

instrument, to make any investment, or to participate in any particular trading strategy. This material is produced for marketing and/or

informational purposes only and Saxo Bank A/S and its owners, subsidiaries and affiliates whether acting directly or through branch offices

(“Saxo Bank”) make no representation or warranty, and assume no liability, for the accuracy or completeness of the information provided

herein. In providing this material Saxo Bank has not taken into account any particular recipient’s investment objectives, special investment

goals, financial situation, and specific needs and demands and nothing herein is intended as a recommendation for any recipient to invest

or divest in a particular manner and Saxo Bank assumes no liability for any recipient sustaining a loss from trading in accordance with a

perceived recommendation. All investments entail a risk and may result in both profits and losses. In particular investments in leveraged

products, such as but not limited to foreign exchange, derivatives and commodities can be very speculative and profits and losses may

fluctuate both violently and rapidly. Speculative trading is not suitable for all investors and all recipients should carefully consider their

financial situation and consult financial advisor(s) in order to understand the risks involved and ensure the suitability of their situation prior

to making any investment, divestment or entering into any transaction. Any mentioning herein, if any, of any risk may not be, and should

not be considered to be, neither a comprehensive disclosure or risks nor a comprehensive description such risks. Any expression of opinion

may be personal to the author and may not reflect the opinion of Saxo Bank and all expressions of opinion are subject to change without

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