Daily Futures Top & Bottom Momentum List - 15 May 2018

May 15, 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 30 commodity and index futures:

Top 5 short-term momentum: $STOXX $FTSE $NIKKEI $DAX $ND_F $ZB_F

  Bottom 5 short-term momentum: $ZB_F $HE_F $ZS_F $ZN_F $SB_F

 

Top 5 long-term momentum: $FTSE $CL_F $HO_F $STOXX

Bottom 5 long-term momentum: $KC_F $HE_F $ZL_F $SB_F $ZN_F

 

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S&P 500 Sector ETF Momentum Rankings - 15 May 2018

May 14, 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLK $XLY $XLE $XLF $XLI $XLB $XLV $XLRE $XLU $XLP

Long-Term Momentum Rankings:

$XLK $XLE $XLY $XLRE $XLF $XLB $XLI $XLV $XLU $XLP

 

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Daily 10 Momentum Stocks - 15 May 2018

May 14, 2018

Top 5 short-term momentum stocks of the S&P 100: $FB $BK $AAPL $AMZN $MDT

Bottom 5 short-term momentum stocks of the S&P 100: $BKNG $PEP $MO $CL $PM

Top 5 long-term momentum stocks of the S&P 100: $MON $MA $AMZN $OXY $COP

Bottom 5 long-term-term momentum stocks of the S&P 100: $MO $PEP $PM $BMY $CL

 

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Daily Forex Top & Bottom Momentum List - 15 May 2018

May 14, 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $AUDNZD $EURNZD $CADCHF $CADJPY $USDCHF

Bottom 5 short-term momentum: $GBPUSD $GBPCAD $NZDJPY $NZDUSD $NZDCAD

Top 5 long-term momentum: $USDCHF $EURCHF $CADCHF $GBPCHF $EURNZD

Bottom 5 long-term momentum: $NZJPY $NZDUSD $AUDUSD $AUDCAD $CHFJPY

 

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Daily Forex Quantitative Trading Ideas And Analysis - 15 May 2018

May 14, 2018

Highlights from the Daily ATS Forex Dashboard report going into Tuesday, 15 May-

Short-term price volatility has normalized over the last couple of sessions.

Short-term momentum has switched to positive for $GBPNZD and Long-term for $CADJPY.

Price range has been significantly compressed with volatility expected to increase for $CADCHF, $GBPCAD, and $AUDJPY

Price structure has turned positive for several EUR pairs including $EURUSD, $EURGBP, $EURJPY, and $EURNZD

 The image with this post highlights the daily range as a percentage of the normalized typical range for the 8 major currencies. Values shaded in blue exceed 1 standard deviation above typical range. Values shaded in orange exceed 1 standard deviation below typical range.  Values highlighted in yellow exceed 2 standard deviations above or below typical range. Bold black values are highest or lowest of at least 20 days. Underlined values are lower than prior day.

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S&P 500 Sector ETF Momentum Rankings - 14 May 2018

May 14, 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLK $XLE $XLY $XLI $XLF $XLRE $XLB $XLV $XLU $XLP

Long-Term Momentum Rankings:

$XLE $XLK $XLY $XLRE $XLF $XLB $XLI $XLU $XLV $XLP

 

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Daily 10 Momentum Stocks - 14 May 2018

May 14, 2018

Top 5 short-term momentum stocks of the S&P 100: $AAPL $MA $UNP $BK $FB Bottom 5 short-term momentum stocks of the S&P 100: $CHTR $MO $CL $PM $BKNG

Top 5 long-term momentum stocks of the S&P 100: $MON $OXY $MA $COP $AMZN Bottom 5 long-term-term momentum stocks of the S&P 100: $PG $PEP $PM $CL $BMY

 

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Daily Forex Top & Bottom Momentum List - 14 May 2018

May 14, 2018

Daily list of top 5 and bottom 5 short-term and long-term momentum rankings out of 28 primary currency pairs and crosses:

Top 5 short-term momentum: $AUDNZD $CADCHF $AUDCHF $UDSCHF $EURNZD

Bottom 5 short-term momentum: $NZDUSD $EURCAD $GBPUSD $NZDCAD $GBPCAD

Top 5 long-term momentum: $USDCHF $EURCHF $CADCHF $GBPCHF $EURNZD

Bottom 5 long-term momentum: $NZJPY $NZDUSD $AUDUSD $AUDCAD $CHFJPY

 

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Daily Forex Quantitative Trading Ideas And Analysis - 14 May 2018

May 14, 2018

Highlights from the Daily ATS Forex Dashboard report going into Monday, 14 May-

Short-term price volatility was significantly elevated for most of last week. However, Friday was much quieter.

Short-term momentum has been confirmed positive for $AUDJPY and negative for $GBPCHF.

Long-term momentum has been confirmed positive for $AUDNZD.

Price range has been significantly compressed with volatility expected to increase for $GBPAUD, $GBPCHF, $NZDCAD, and $NZDUSD

Price structure has turned positive for $AUDJPY $AUDNZD $AUDUSD and negative for $GBPAUD.

 Similar to the past few days, the image with this post highlights the daily range as a percentage of the normalized typical range for the 8 major currencies. Values shaded in blue exceed 1 standard deviation above typical range. Values shaded in orange exceed 1 standard deviation below typical range.  Values highlighted in yellow exceed 2 standard deviations above or below typical range. Bold black values are highest or lowest...

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S&P 500 Sector ETF Momentum Rankings - 11 May 2018

May 10, 2018

S&P 500 Sector ETF Short-Term Momentum Rankings:

$XLF $XLK $XLE $XLY $XLRE $XLI $XLB $XLV $XLU $XLP

Long-Term Momentum Rankings:

$XLE $XLK $XLY $XLRE $XLF $XLB $XLI $XLU $XLV $XLP

 

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