Highlights from the Daily ATS Forex Dashboard report going into Monday, 4 June-
Short-term momentum changes:
Positive - $CHFJPY, $GBPCAD, $NZDJPY, $USDJPY,
Negative - JPY
Long-term momentum changes:
Positive - none
Negative - none
Structure changes:
Positive - $AUDJPY, $CHFJPY, $EURCHF, $EURJPY, $NZDCHF, $NZDJPY
Negative - none
The image with this post is a 30-day correlation matrix. Several pairs have recently been highly correlated and inversely correlated e.g. $USDJPY as seen in the image.
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