Daily Forex Quantitative Trading Ideas And Analysis - 13 April 2018

Apr 13, 2018

Some highlights from the daily ATI report going into Friday the 13th -

$EURAUD reversed short-term momentum to the downside along with EUR as the only change among the majors. CHF is showing an extreme level of downside momentum.

$GBPCHF shows an extremely low long-term momentum level as does $EURCHF albeit at a lesser degree.

$AUDUSD and $EURJPY are both showing extremely low daily ranges which are likely to increase relatively soon.

$GBPAUD and $USDJPY are also poised to expand their 3-day ranges.

$USDCAD, $AUDUSD have extremely narrow daily pivot ranges today.

Similarly, $GBPCAD, and $NZDCAD have extremely narrow 3-day pivot ranges today.

Today's short-term momentum heat map with currency ranking including the majors is attached to this post.

Please feel free to reach out to [email protected] with any questions or comments. We would love to hear from you!

Have a great Friday the 13th!

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$GBPCHF short signal

Apr 12, 2018

$GBPCHF short at 1.3702 looking for a decent pullback.

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$DIS short-term chart is showing a "type 3" Andersen Band Squeeze

Apr 12, 2018

$DIS short-term chart is showing a "type 3" Andersen Band Squeeze. This should resolve itself into a volatility spike.

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Is $GE about to move higher?

Apr 12, 2018

Perhaps $GE at 13 is preparing for a bounce higher.

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Is $GBPCHF about to roll over?

Apr 12, 2018

$GBPCHF has been number 1 on the ST momentum heat map, and now at 1.3680 may be about to roll over.

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Perhaps $AUDCAD is about to reverse

Apr 12, 2018

Perhaps $AUDCAD is about to reverse

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Daily Forex Quantitative Trading Ideas And Analysis - 12 April 2018

Apr 12, 2018

Some highlights from the daily ATI report going into Thursday's trading session-

$AUDCAD is showing a short-term downside momentum extreme and is likely to retrace higher.

$CHFJPY short-term momentum switched to the downside.

While CAD has been the strongest of the 8 majors, it is also showing a short-term extreme high momentum with a caution flag for longs. EUR also switched from short-term downside to upside momentum.

$EURCHF is showing a long-term upside momentum extreme and is likely to retrace lower.

Several currency pairs are  due for directional range expansion, including: $AUDCHF, $AUDUSD, $EURJPY, $EURUSD, $EURGBP, $GBPUSD, $NZDUSD and $USDJPY.

We analyze volatility and range using several metrics. Due to the unusually large number of range contractions a screenshot of RRI (Relative Range Index) is included with this post so you can see the significant number of relatively low ranges (highlighted in orange).

Additionally, $AUDCHF had a 3-day pivot reversal to the...

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$EURJPY showing a "type 3" volatility breakout pattern

Apr 11, 2018

$EURJPY is showing a "type 3" volatility squeeze inside the Andersen Bands, suggesting an imminent breakout.

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Daily Forex Quantitative Trading Ideas And Analysis - 11 April 2018

Apr 11, 2018

As per the ideas posted yesterday, they worked out fantastically. JPY weakened considerably and the ranges that were anticipated to increase did so measurably. AUD also gained notable strength. Here is a visual image of the current short-term momentum ranking of the majors:

In reviewing the daily ATI dashboard report, some of the highlights include-

17 of the 28 pairs that we follow had daily ranges in excess of 100% of the typical range, there are few remaining to increase in volatility. However, $AUDNZD and $GBPUSD are two pairs that are likely to experience range expansions relatively soon.

$AUDCAD and $USDJPY 3-day ranges are poised to expand soon as well.

$AUDCHF, $AUDJPY, $AUDUSD, $CHFJPY had short-term momentum turn positive while $GBPCAD and $GBPNZD turned negative.

$CADCHF experienced a long-term momentum reversal up while $USDCAD turned negative.

$EURGBP shows tight daily and 3-day pivot ranges, suggesting a decent move is in the works.

 $GBPCHF shows the highest...

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Daily Forex Quantitative Trading Ideas And Analysis - 10 April 2018

Apr 10, 2018

Going into the new session there are several things that stand out from the Daily ATI Forex Dashboard report:

  • Of the 28 primary pairs and crosses, short-term momentum has turned positive for EURUD and of the 8 majors, USD turned negative.
  • GBPCHF has shown the strongest upside momentum followed by GBPAUD and GBPJPY.
  • EURGBP has shown the strongest downside momentum followed by AUDNZD and AUDCAD.

Current short-term momentum rankings of the majors-

  • No changes in direction for LT momentum.
  • Based on volatility analytics the following JPY crosses are poised for a breakout - CADJPY, AUDJPY, EURJPY, NZDJPY .
  • Additionally, EURGBP, EURCHF and EURNZD are similarly likely to see a significant increase in volatility.
  • CHFJPY and GBPUSD have both flipped to an upside bias relative to their respective 3-Day pivots.

Good luck and good trades!

We would love to hear from you. Please send any questions or feedback to [email protected]

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