Daily Forex Top & Bottom Momentum List - 14 June 2018

Jun 13, 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: $CHFJPY $USDJPY $EURJPY $NZDJPY $AUDJPY

Bottom 5 short-term momentum: $EURNZD $AUDNZD $GBPNZD $GBPCHF $GBPUSD

Top 5 long-term momentum: $USDCHF $USDJPY $USDCAD $AUDNZD $AUDCHF

Bottom 5 long-term momentum: $EURJPY $GBPJPY $NZDUSD $EURUSD $GBPUSD

 

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Daily Forex Quantitative Trading Ideas And Analysis - 14 June 2018

Jun 13, 2018

Highlights from the Daily ATS Forex Dashboard report going into Thursday, 14 June-

Volatility generally remains compressed and is increasingly more likely to expand relatively soon.

Specifically, price ranges have compressed significantly for $CADJPY $EURCAD $CADCHF $EURCHF $GBPCAD

Short-term momentum changes:

Positive - $CADJPY

Negative - $AUDUSD

 Long-term momentum changes:

Positive - none

Negative - none

 

Structure changes:

Positive - $CADJPY

Negative - none

 

The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks.

Please feel free to reach out to ...

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Daily Forex Quantitative Trading Ideas And Analysis - 13 June 2018

Jun 12, 2018

Highlights from the Daily ATS Forex Dashboard report going into Wednesday, 13 June-

Volatility has largely swung from extreme highs to extreme lows (see image with this post for a visual representation)

Of note - $AUDJPY $EURJPY $GBPJPY and $USDCAD have experienced compressed ranges and are poised to breakout relatively soon.

Short-term momentum changes:

Positive - none

Negative - $EURUSD

 Long-term momentum changes:

Positive - none

Negative - none

 

Structure changes:

Positive - $NZDJPY

Negative - none

 

The image with this post highlights the daily range as a percentage of the normalized typical range for the 8 major currencies we follow. 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...

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Daily Forex Top & Bottom Momentum List - 12 June 2018

Jun 11, 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: $USDJPY $CHFJPY $NZDCAD $AUDJPY $NZDJPY

Bottom 5 short-term momentum: $EURNZD $GBPCHF $GBPAUD $GBPNZD $GBPUSD

Top 5 long-term momentum: $USDCHF $USDJPY $USDCAD $AUDNZD $AUDCHF

Bottom 5 long-term momentum: $EURAUD $EURJPY $GBPJPY $EURUSD $GBPUSD

 

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Daily Forex Quantitative Trading Ideas And Analysis - 12 June 2018

Jun 11, 2018

Highlights from the Daily ATS Forex Dashboard report going into Tuesday, 12 June-

Volatility has largely swung from extreme highs to extreme lows (see image with this post for a visual representation.

Of note - AUD, USD, $AUDUSD, $EURUSD, $GBPNZD, and $NZDUSD,  are anticipated to breakout relatively soon.

Short-term momentum changes:

Positive - $AUDCHF

Negative - none

 Long-term momentum changes:

Positive - none

Negative - none

Additionally, there are no structure changes for today.

 

The image with this post highlights the daily range as a percentage of the normalized typical range for the 28 pairs and 8 major currencies we follow. 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...

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Daily Forex Top & Bottom Momentum List - 11 June 2018

Jun 10, 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: $NZDCAD $NZDUSD $NZDJPY $USDCAD $CHFJPY

Bottom 5 short-term momentum: $AUDNZD $CADCHF $GBPUSD $GBPCHF $EURNZD

Top 5 long-term momentum: $USDCHF $USDJPY $USDCAD $AUDNZD $AUDCHF

Bottom 5 long-term momentum: $EURAUD $GBPJPY $EURJPY $EURUSD $GBPUSD

 

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Daily Forex Quantitative Trading Ideas And Analysis - 11 June 2018

Jun 10, 2018

Highlights from the Daily ATS Forex Dashboard report going into Monday, 11 June-

 

 Short-term momentum changes:

Positive - none

Negative - $AUDNZD $CADJPY

 

Long-term momentum changes:

Positive - none

Negative - none

 

 Structure changes:

Positive - $GBPAUD $EURAUD

Negative - $AUDJPY $AUDUSD $CADJPY $NZDJPY

 

Daily price range has compressed significantly for $EURUSD

3-day price range has compressed significantly for $GBPNZD and $NZDUSD

Compressed ranges are anticipated to expand relatively soon.

 

The image with this post is a 30-day correlation matrix. Several pairs have recently been highly correlated and inversely correlated. High correlations are highlighted in green. High inverse correlations are highlighted in red. Lack of correlation is highlighted in yellow.

 

Please feel free to reach out to [email protected] if you would like a copy of the full 24-page daily report to know more or if you have any questions. We...

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Daily Forex Top & Bottom Momentum List - 8 June 2018

Jun 07, 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: $CHFJPY $AUDCAD $NZDCAD $EURCAD $EURJPY

Bottom 5 short-term momentum: $EURCHF $GBPAUD $GBPCHF $USDCHF $CADCHF

Top 5 long-term momentum: $USDCHF $AUDNZD $USDJPY $USDCAD $AUDCHF

Bottom 5 long-term momentum: $GBPJPY $EURJPY $EURAUD $EURUSD $GBPUSD

 

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Daily Forex Quantitative Trading Ideas And Analysis - 8 June 2018

Jun 07, 2018

Highlights from the Daily ATS Forex Dashboard report going into Friday, 8 June-

Short-term momentum changes:

Positive - $EURCAD $GBPCAD

Negative - $AUDCHF $NZDCHF

 

Long-term momentum changes:

Positive - none

Negative - none

 

 Structure changes:

Positive - none

Negative - none

Daily price ranges have compressed significantly for $NZDCAD and $NZDUSD. 

3-day price ranges have compressed significantly for $NZDJPY and $USDJPY

Compressed ranges are anticipated to expand relatively soon.

 

The image with this post ranks short-term momentum for the majors. The strongest momentum is ranked "1" in dark green and "8" is the weakest or most negative. This gives you a visual representation of strength and weakness to construct trades with corresponding pairs and crosses that represent buying strength and selling weakness. The most opportunistic trades tend to be when there is a shift in trend moving toward the top or bottom of the momentum ranks.

 

Please feel...

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Daily Forex Top & Bottom Momentum List - 7 June 2018

Jun 06, 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: $AUDJPY $NZDJPY $CHFJPY $USDJPY $AUDCAD

Bottom 5 short-term momentum: $CADCHF $GBPNZD $EURNZD $EURAUD $GBPAUD

Top 5 long-term momentum: $USDCHF $AUDNZD $USDJPY $USDCAD $AUDCHF

Bottom 5 long-term momentum: $EURJPY $EURCAD $EURAUD $EURUSD $GBPUSD

 

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