saxo trade navigator - 20141218 (english)

8/10/2019 Saxo Trade Navigator - 20141218 (English)

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Thursday, 18 December 2014

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Saxo Trade Navigator


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Thursday, 18 December2014

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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 1.2292 1.2075 1.2198 1.2270 1.2393 1.2465 1.2588 1.2660 1.2433 1.2426 1.2540 1.2600 1.2247 38.7 40.8 1.2558 1.2282 0.0113 0 .0056 177000

USD/JPY 118.75 114.40 115.35 117.00 117.95 119.60 120.55 122.20 118.06 118.64 113.65 121.85 115.57 53.5 56.3 120.94 116.40 1.54 0.77 155000

EUR/JPY 145.96 144.18 144.76 145.60 146.18 147.02 147.60 148.44 146.77 147.42 142.45 149.78 144.96 43.5 49.4 149.14 145.64 1.49 0.74 160000

EUR/GBP 0.7899 0.7860 0.7885 0.7905 0.7930 0.7949 0.7974 0.7994 0.7928 0.7923 0.7902 0.8039 0.7833 46.0 47.9 0.7981 0.7856 0.0058 0 .0029 221000

EUR/CHF 1.2076 1.2005 1.2006 1.2008 1.2009 1.2011 1.2012 1.2014 1.2010 1.2021 1.2046 1.2047 1.2008 78.1 70.0 1.2037 1.2005 0.0013 0 .0006 1549000

GBP/USD 1.5560 1.5278 1.5410 1.5492 1.5624 1.5706 1.5838 1.5920 1.5682 1.5684 1.5869 1.5826 1.5542 38.5 39.7 1.5791 1.5578 0.0119 0 .0059 168000

CHF/JPY 120.87 120.05 120.54 121.24 121.73 122.42 122.92 123.61 122.20 122.64 118.26 124.53 120.71 40.0 46.8 124.02 121.20 1.25 0.63 190000

USD/CHF 0.9824 0.9483 0.9539 0.9635 0.9691 0.9787 0.9843 0.9939 0.9661 0.9674 0.9608 0.9818 0.9531 65.0 61.7 0.9790 0.9567 0.0087 0 .0044 225000

USD/CAD 1.1635 1.1459 1.1510 1.1570 1.1621 1.1681 1.1732 1.1792 1.1606 1.1418 1.1322 1.1674 1.1192 70.3 66.9 1.1682 1.1161 0.0091 0 .0045 256000AUD/USD 0.8158 0.7946 0.8026 0.8075 0.8155 0.8204 0.8284 0.8333 0.8214 0.8413 0.8618 0.8723 0.8200 22.2 24.8 0.8710 0.8095 0.0096 0 .0048 208000

NZD/USD 0.7722 0.7545 0.7615 0.7661 0.7731 0.7777 0.7847 0.7893 0.7768 0.7799 0.7834 0.7947 0.7609 43.2 44.0 0.7930 0.7662 0.0100 0 .0050 199000

GBP/CHF 1.5287 1.5020 1.5058 1.5107 1.5145 1.5194 1.5232 1.5281 1.5149 1.5172 1.5245 1.5361 1.4943 60.3 56.0 1.5310 1.5051 0.0112 0 .0056 175000

AUD/JPY 96.87 94.10 94.66 95.52 96.08 96.93 97.49 98.34 96.98 99.81 97.87 102.85 95.30 33.7 37.1 103.44 96.00 1.17 0.59 202000

CAD/JPY 102.06 98.53 99.24 100.63 101.35 102.74 103.45 104.84 101.72 103.92 100.36 106.52 99.14 43.8 47.0 106.97 100.86 1.33 0.67 178000

GBP/JPY 184.78 181.73 182.44 183.62 184.32 185.50 186.21 187.38 185.14 186.07 180.26 189.71 181.63 46.1 50.8 189.14 183.12 2.06 1.03 115000

GBP/CAD 1.8105 1.7794 1.7947 1.8031 1.8184 1.8268 1.8421 1.8505 1.8201 1.7908 1.7965 1.8400 1.7541 56.5 56.2 1.8304 1.7524 0.0149 0 .0074 156000

ATR Stop Trade size


AUD/USD 0.8158 0.7946 0.8026 0.8075 0.8155 0.8204 0.8284 0.8333 0.8214 0.8413 0.8618 0.8723 0.8200 22.2 24.8 0.8710 0.8095 0.0096 0 .0048 208000

NZD/USD 0.7722 0.7545 0.7615 0.7661 0.7731 0.7777 0.7847 0.7893 0.7768 0.7799 0.7834 0.7947 0.7609 43.2 44.0 0.7930 0.7662 0.0100 0 .0050 199000

USD/CAD 1.1635 1.1459 1.1510 1.1570 1.1621 1.1681 1.1732 1.1792 1.1606 1.1418 1.1322 1.1674 1.1192 70.3 66.9 1.1682 1.1161 0.0091 0 .0045 256000

CAD/USD 0.8597 0.8530 0.8550 0.8572 0.8592 0.8614 0.8634 0.8656 0.8616 0.8760 0.8833 0.8927 0.8569 30.3 33.5 0.8955 0.8558 0.0063 0 .0032 317000

AUD/NZD 1.0565 1.0370 1.0429 1.0484 1.0543 1.0598 1.0657 1.0712 1.0572 1.0786 1.0999 1.1023 1.0521 26.1 27.0 1.1057 1.0496 0.0093 0 .0046 280000

AUD/CAD 0.9492 0.9279 0.9363 0.9405 0.9489 0.9531 0.9615 0.9657 0.9534 0.9604 0.9755 0.9866 0.9441 38.5 38.3 0.9764 0.9427 0.0097 0 .0048 240000

NZD/CAD 0.8985 0.8796 0.8873 0.8918 0.8995 0.9040 0.9117 0.9162 0.9017 0.8905 0.8869 0.9152 0.8730 56.0 55.4 0.9071 0.8738 0.0102 0 .0051 227000

EUR/AUD 1.5067 1.4895 1.5010 1.5102 1.5218 1.5310 1.5425 1.5517 1.5136 1.4775 1.4556 1.5244 1.4237 64.2 65.3 1.5290 1.4280 0.0155 0 .0077 159000

EUR/NZD 1.5917 1.5673 1.5800 1.5909 1.6036 1.6145 1.6272 1.6381 1.6004 1.5934 1.6008 1.6203 1.5646 45.4 47.4 1.6129 1.5734 0.0163 0 .0081 159000

EUR/CAD 1.4302 1.4078 1.4216 1.4285 1.4422 1.4491 1.4629 1.4698 1.4429 1.4188 1.4197 1.4645 1.3886 52.2 53.2 1.4520 1.3851 0.0137 0 .0069 169000

AUD/JPY 96.87 94.10 94.66 95.52 96.08 96.93 97.49 98.34 96.98 99.81 97.87 102.85 95.30 33.7 37.1 103.44 96.00 1.17 0.59 202000

NZD/JPY 91.70 88.94 89.63 90.54 91.23 92.13 92.82 93.72 91.71 92.52 89.01 93.98 89.98 47.1 51.5 93.94 91.09 1.15 0.57 207000

XAU/USD 1198.36 1162.25 1173.07 1181.39 1192.21 1200.53 1211.35 1219.67 1206.05 1202.03 1203.05 1238.32 1142.88 47.7 48.9 1232.75 1173.25 23.23 11.61 86

XAG/USD 16.038 15.146 15.382 15.568 15.805 15.991 16.228 16.414 16.355 16.412 16.599 17.321 14.424 42.9 44.5 17.293 15.556 0.555 0.277 3600

XAU/XAG 74.69 73.73 74.32 74.93 75.51 76.13 76.71 77.32 73.82 73.27 72.53 78.76 71.21 57.6 56.6 75.71 70.82 1.49 0.74 84

XAU/EUR 975.08 944.23 949.54 956.68 961.99 969.13 974.44 981.58 970.15 967.38 959.39 999.44 919.59 53.9 53.7 995.79 941.48 16.95 8.47 96

XAG/EUR 13.052 12.269 12.414 12.585 12.730 12.900 13.045 13.216 13.154 13.209 13.236 13.936 11.671 47.0 47.7 13.944 12.507 0.393 0.196 4100

Forex (majors) SMA Breakout

Breakout

Bollinger

BollingerSMA RSI

RSI

Forex (commodities)

Technical levels

Technical levels


3/16


3

ATR Stop Trade size


EUR/NOK 9.1110 8.5627 8.8130 8.9787 9.2290 9.3947 9.6450 9.8107 9.1887 8.7775 8.5306 9.8906 8.4003 65.3 67.4 9.3251 8.2560 0.1647 0.0823 90000

EUR/SEK 9.4030 9.2800 9.3581 9.4101 9.4882 9.5402 9.6183 9.6703 9.4528 9.3233 9.2477 9.7281 9.2186 54.8 57.1 9.4972 9.1542 0.0846 0 .0423 181000

EUR/DKK 7.4402 7.4322 7.4354 7.4379 7.4411 7.4436 7.4468 7.4493 7.4397 7.4403 7.4424 7.4527 7.4344 49.4 48.2 7.4426 7.4378 0.0038 0 .0019 3163000

NOK/SEK 1.0320 0.9738 0.9903 1.0125 1.0290 1.0512 1.0677 1.0899 1.0284 1.0628 1.0848 1.1016 0.9774 32.1 31.8 1.1088 1.0142 0.0158 0 .0079 970000

NOK/DKK 0.8166 0.7565 0.7708 0.7922 0.8065 0.8279 0.8422 0.8636 0.8093 0.8483 0.8733 0.8859 0.7523 34.1 32.1 0.8982 0.7959 0.0149 0 .0075 812000

SEK/DKK 0.7912 0.7695 0.7737 0.7800 0.7843 0.7906 0.7949 0.8012 0.7873 0.7982 0.8049 0.8075 0.7649 44.7 42.5 0.8124 0.7835 0.0071 0 .0036 1705000

USD/NOK 7.4127 6.9961 7.1507 7.2799 7.4345 7.5637 7.7183 7.8475 7.3921 7.0646 6.8053 7.8745 6.7246 75.9 75.2 7.5218 6.6352 0.1371 0 .0686 108000

USD/SEK 7.6499 7.5118 7.5515 7.6090 7.6487 7.7062 7.7459 7.8034 7.6021 7.5025 7.3758 7.7490 7.3579 70.8 68.0 7.6618 7.3545 0.0834 0 .0417 184000

AUD/NOK 6.0472 5.6931 5.8309 5.9245 6.0622 6.1558 6.2936 6.3871 6.0721 5.9402 5.8593 6.4956 5.7794 57.7 58.0 6.1221 5.7674 0.1142 0 .0571 130000AUD/SEK 6.2410 6.1245 6.1639 6.1956 6.2350 6.2667 6.3061 6.3378 6.2427 6.3107 6.3542 6.4919 6.1871 40.1 40.9 6.4356 6.1801 0.0788 0 .0394 194000

NZD/NOK 5.7248 5.3880 5.5168 5.6130 5.7418 5.8380 5.9668 6.0630 5.7415 5.5083 5.3297 6.1497 5.2961 68.1 68.4 5.8136 5.2209 0.1099 0 .0550 135000

NZD/SEK 5.9081 5.7962 5.8357 5.8716 5.9111 5.9470 5.9865 6.0224 5.9045 5.8503 5.7771 6.0538 5.7470 59.3 58.1 5.9385 5.7670 0.0743 0 .0371 206000

CAD/NOK 6.3715 c 6.0258 6.1541 6.2628 6.3911 6.4998 6.6281 6.7368 6.3698 6.1860 6.0087 6.7570 5.9419 74.4 73.9 6.4470 5.9455 0.1054 0.0527 141000

CAD/SEK 6.5750 6.4712 6.4994 6.5455 6.5737 6.6198 6.6480 6.6941 6.5497 6.5708 6.5142 6.6609 6.4943 52.6 52.6 6.6377 6.5099 0.0707 0 .0353 217000

CHF/NOK 7.5444 7.1310 7.3392 7.4772 7.6854 7.8234 8.0316 8.1696 7.6548 7.3036 7.0823 8.2368 6.9864 60.9 64.3 7.7680 6.8603 0.1371 0 .0685 108000

CHF/SEK 7.7870 7.7288 7.7930 7.8359 7.9001 7.9430 8.0072 8.0501 7.8692 7.7553 7.6770 8.0998 7.6653 49.3 53.0 7.9072 7.6067 0.0708 0 .0354 217000

NOK/JPY 16.02 14.89 15.15 15.58 15.84 16.27 16.53 16.97 15.97 16.81 16.70 17.51 14.69 32.4 34.4 17.85 15.71 0.34 0.17 703000

SEK/JPY 15.52 15.08 15.17 15.32 15.41 15.57 15.66 15.81 15.53 15.81 15.40 16.13 14.94 42.5 45.6 16.22 15.40 0.22 0.11 1072000

GBP/NOK 11.5349 10.8342 11.1337 11.3382 11.6377 11.8422 12.1417 12.3462 11.5951 11.0802 10.7948 12.3934 10.5105 69.7 70.4 11.7820 10.4219 0.2117 0.1059 70000

GBP/SEK 11.9041 11.7059 11.8013 11.8707 11.9661 12.0355 12.1309 12.2003 11.9211 11.7671 11.7024 12.2020 11.5155 59.7 59.5 11.9880 11.5640 0.1247 0.0624 123000

NOK/PLN 0.4636 0.4273 0.4360 0.4494 0.4581 0.4715 0.4802 0.4936 0.4566 0.4769 0.4930 0.5006 0.4278 40.2 36.2 0.5043 0.4476 0.0083 0 .0041 833000

SEK/PLN 0.4490 0.4360 0.4386 0.4429 0.4455 0.4498 0.4524 0.4567 0.4441 0.4486 0.4544 0.4566 0.4348 54.8 49.5 0.4556 0.4410 0.0042 0 .0021 1648000

NOK/HUF 34.37 31.82 32.38 33.37 33.93 34.92 35.47 36.46 33.76 35.02 36.08 36.30 31.86 45.0 40.7 36.73 33.23 0.57 0.29 888000

SEK/HUF 33.30 32.30 32.49 32.85 33.04 33.40 33.59 33.95 32.84 32.95 33.25 33.26 32.32 61.7 56.6 33.29 32.62 0.29 0.15 1742000

NOK/CZK 3.033 2.812 2.861 2.939 2.988 3.066 3.115 3.193 3.000 3.148 3.241 3.293 2.802 35.1 32.6 3.336 2.950 0.053 0.026 854000

SEK/CZK 2.936 2.855 2.871 2.893 2.908 2.931 2.946 2.969 2.919 2.962 2.987 3.000 2.842 45.1 42.7 3.018 2.904 0.026 0.013 1753000

RSI BollingerSMA BreakoutForex (scandies) Technical levels


4/16


4

ATR Stop Trade size


EUR/PLN 4.2247 4.1823 4.1944 4.2140 4.2261 4.2457 4.2578 4.2774 4.1989 4.1831 4.2018 4.2381 4.1494 69.3 62.8 4.2237 4.1388 0.0190 0 .0095 361000

EUR/HUF 313.19 308.04 309.79 311.95 313.70 315.86 317.61 319.77 310.35 307.19 307.47 314.39 304.00 76.6 70.7 311.87 302.73 2.01 1.01 254000

EUR/CZK 27.617 27.469 27.514 27.555 27.600 27.641 27.686 27.727 27.585 27.611 27.623 27.759 27.539 52.9 50.0 27.669 27.547 0.069 0.035 651000

EUR/RON 4.4721 4.4479 4.4562 4.4666 4.4749 4.4853 4.4936 4.5040 4.4768 4.4441 4.4288 4.5075 4.4156 63.0 62.9 4.4870 4.4011 0.0187 0 .0093 390000

PLN/HUF 74.15 73.16 73.52 73.86 74.22 74.56 74.92 75.26 73.91 73.44 73.18 74.75 72.20 66.5 62.7 74.46 72.54 0.46 0.23 1114000

CZK/PLN 0.1529 0.1518 0.1521 0.1528 0.1531 0.1538 0.1541 0.1548 0.1522 0.1515 0.1521 0.1536 0.1502 66.4 61.1 0.1530 0.1498 0.0007 0 .0004 9199000

CZK /HUF 11.3403 11.1992 11.2486 11.3147 11.3641 11.4302 11.4796 11.5457 11.2500 11.1254 11.1302 11.3845 10.9748 75.6 70.4 11.3092 10.9521 0.0718 0.0359 7108000

USD/PLN 3.4373 3.3236 3.3466 3.3884 3.4114 3.4532 3.4762 3.5180 3.3774 3.3663 3.3511 3.3998 3.3351 74.3 67.3 3.4043 3.3288 0.0316 0 .0158 218000

USD/HUF 254.81 245.76 247.62 251.07 252.93 256.38 258.24 261.69 249.65 247.23 245.22 251.39 242.21 76.4 70.5 252.08 242.80 2.68 1.34 191000USD/CZK 22.4681 21.7604 21.8953 22.1283 22.2632 22.4962 22.6311 22.8641 22.1881 22.2212 22.0319 22.5510 21.9388 60.9 58.6 22.4910 21.9684 0.2149 0.1074 209000

USD/RON 3.6383 3.5419 3.5611 3.5933 3.6125 3.6447 3.6639 3.6961 3.5977 3.5756 3.5318 3.6276 3.5263 67.3 64.3 3.6251 3.5296 0.0338 0 .0169 215000

ATR Stop Trade size


EUR/TRY 2.8581 2.7536 2.8134 2.8495 2.9093 2.9454 3.0052 3.0413 2.8988 2.8051 2.8238 3.0312 2.7479 54.3 55.4 2.9292 2.6812 0.0427 0 .0213 109000

USD/TRY 2.3236 2.2370 2.2731 2.3055 2.3416 2.3740 2.4101 2.4425 2.3312 2.2570 2.2514 2.4146 2.2049 62.5 62.7 2.3573 2.1592 0.0320 0 .0160 145000

EUR/ZAR 14.2495 13.7814 14.0203 14.1803 14.4192 14.5792 14.8181 14.9781 14.4870 14.0018 13.9905 14.7919 13.5361 53.3 55.7 14.6889 13.3268 0.2044 0.1022 113000

USD/ZAR 11.5925 11.1341 11.2873 11.4556 11.6088 11.7771 11.9303 12.0986 11.6532 11.2682 11.1583 11.8150 10.9060 62.1 62.4 11.8485 10.7091 0.1684 0.0842 138000

EUR/MXN 17.9221 17.1724 17.5276 17.7506 18.1058 18.3288 18.6840 18.9070 18.3052 17.5932 17.2549 18.6609 16.8309 53.8 58.2 18.6131 16.6229 0.2441 0.1221 119000

US D/MXN 14.5809 13.9379 14.1546 14.3587 14.5754 14.7795 14.9962 15.2003 14.7232 14.1587 13.7632 14.9440 13.5540 68.0 71.8 15.0099 13.3614 0.1673 0.0837 174000

TRY/ZAR 4.9850 4.8422 4.8795 4.9244 4.9617 5.0066 5.0439 5.0888 4.9975 4.9909 4.9546 5.1229 4.8677 47.5 49.3 5.1020 4.8836 0.0601 0 .0301 386000

USD/RUB 58.8535 43.2629 51.4927 56.5426 64.7724 69.8223 78.0521 83.1020 61.5485 52.9338 46.6398 79.1688 44.3641 56.8 60.6 65.4578 41.0300 4.0257 2.0128 29000

EUR/RUB 72.397 53.552 64.164 69.543 80.155 85.533 96.145 101.524 76.358 65.729 58.401 99.558 54.995 55.3 58.8 81.153 51.014 5.134 2.567 23000

USD/CNH 6.2224 6.1823 6.1866 6.1942 6.1985 6.2061 6.2104 6.2180 6.1971 6.1642 6.1444 6.2054 6.1156 78.5 74.1 6.2112 6.1212 0.0155 0 .0077 806000

USD/CNY 6.2201 6.1791 6.1833 6.1902 6.1944 6.2013 6.2055 6.2124 6.1917 6.1583 6.1371 6.2079 6.1167 84.1 80.8 6.2070 6.1134 0.0138 0 .0069 903000

USD/HKD 7.7552 7.7508 7.7519 7.7540 7.7551 7.7572 7.7583 7.7604 7.7533 7.7538 7.7552 7.7590 7.7509 58.3 54.5 7.7578 7.7496 0.0022 0 .0011 6993000

USD/SGD 1.3159 1.2955 1.2989 1.3047 1.3081 1.3139 1.3173 1.3231 1.3107 1.3084 1.2917 1.3244 1.2961 59.2 60.1 1.3227 1.2945 0.0071 0 .0036 371000

USD/BRL 2.7153 c 2.5883 2.6278 2.6716 2.7111 2.7549 2.7944 2.8382 2.6912 2.5936 2.5278 2.7600 2.4965 74.1 70.3 2.7238 2.4657 0.0440 0.0220 124000

SGD/JPY 90.24 88.15 88.68 89.61 90.14 91.07 91.60 92.53 90.08 90.67 87.95 92.13 88.76 49.3 52.8 91.83 89.55 0.91 0.45 261000

SMA Breakout RSI Bollinger

BollingerSMA Breakout

Forex (CE3)

Forex (emerging markets) RSI

Technical levels

Technical levels


5/16


5

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 (JAN) 56.36 49.36 51.78 54.13 56.55 58.90 61.32 63.67 57.21 66.67 75.50 77.83 53.60 18.1 20.5 79.95 52.61 2.87 1.43 700

Brent Crude (FEB) 61.27 54.10 56.41 58.79 61.10 63.48 65.79 68.17 61.71 70.51 80.48 82.04 58.50 21.0 21.1 83.37 56.84 2.71 1.35 740

Gasoline (JAN) 156.59 140.91 146.23 151.42 156.74 161.93 167.25 172.44 158.11 181.01 202.03 207.37 151.38 19.2 20.4 214.04 145.85 6.37 3.19 31000

Gas oil (FEB) 568.00 513.00 531.25 546.75 565.00 580.50 598.75 614.25 575.10 641.95 714.42 725.00 551.25 15.2 16.1 737.80 539.52 20.28 10.14 99

Heating oil (JAN) 200.41 182.72 188.27 194.56 200.11 206.40 211.95 218.24 200.95 217.04 236.73 242.03 192.64 30.3 28.8 243.81 188.56 6.58 3.29 30000

Natural gas (JAN) 3.682 3.526 3.570 3.636 3.680 3.746 3.790 3.856 3.694 3.983 4.040 4.689 3.585 41.3 41.7 4.612 3.301 0.180 0.090 11000

Gold (FEB) 1197.8 1162.2 1172.1 1183.3 1193.2 1204.4 1214.3 1225.5 1208.9 1203.6 1204.2 1239.0 1141.7 46.1 48.1 1232.8 1175.2 23.8 11.9 84

Silver (MAR) 16.00 15.23 15.42 15.68 15.87 16.12 16.31 16.57 16.48 16.49 16.65 17.36 14.16 41.2 43.6 17.35 15.64 0.58 0.29 3500

Platinum (JAN) 1206.0 1172.9 1181.0 1190.3 1198.4 1207.7 1215.8 1225.1 1216.9 1223.2 1235.2 1256.3 1181.1 42.4 44.0 1254.1 1194.7 24.6 12.3 81Palladium (MAR) 787.05 753.90 764.45 771.85 782.40 789.80 800.35 807.75 800.39 799.51 785.99 823.00 762.30 42.2 46.0 826.66 775.19 16.23 8.12 120

Copper (MAR) 286.25 276.87 279.78 283.42 286.33 289.97 292.88 296.52 289.25 292.68 298.87 307.20 277.75 38.8 39.9 302.46 281.84 5.58 2.79 36000

Soy bean (MAR) 1033.50 1006.25 1014.75 1025.00 1033.50 1043.75 1052.25 1062.50 1043.00 1036.20 1014.88 1066.75 991.00 47.9 50.0 1069.14 1005.68 22.88 11.44 8700

Wheat (MAR) 650.00 593.00 605.00 626.75 638.75 660.50 672.50 694.25 618.95 585.80 552.25 639.00 536.00 81.7 77.0 639.57 536.50 18.44 9.22 11000

Milling wheat (MAR) 199.75 c 189.25 191.75 195.75 198.25 202.25 204.75 208.75 192.30 186.18 176.94 197.75 175.00 78.5 74.4 197.51 175.94 4.00 2.00 410

Corn (MAR) 408.25 c 398.00 400.75 404.50 407.25 411.00 413.75 417.50 405.75 392.02 379.56 412.50 375.25 68.1 64.4 410.16 375.49 8.93 4.46 22000

Cocoa (MAR) 2915 c 2852 2871 2893 2912 2934 2953 2975 2883 2873 2935 2960 2801 56.7 53.0 2944 2805 49 25 40

Coffee Arabica (MAR) 171.85 c 161.28 166.22 169.03 173.97 176.78 181.72 184.53 175.72 184.56 195.74 201.35 173.50 30.8 34.1 197.73 169.94 5.50 2.75 36000

Coffee Robusta (MAR) 1946 c 1876 1903 1925 1952 1974 2001 2023 1963 2041 2071 2112 1958 18.7 2 6.2 2140 1936 29 15 69

Sugar (MAR) 14.72 14.35 14.49 14.60 14.74 14.85 14.99 15.10 14.90 15.47 15.96 16.22 14.67 26.3 3 1.2 16.38 14.52 0.30 0.15 674000

Cotton (MAR) 60.33 58.38 58.94 59.79 60.35 61.20 61.76 62.61 60.42 59.76 60.99 61.25 58.53 52.5 5 0.4 60.89 58.68 1.15 0.57 174000

Live cattle (FEB) 155.83 150.67 153.21 154.52 157.06 158.37 160.91 162.22 160.22 166.36 166.88 172.75 158.75 13.9 21.8 175.26 156.87 2.28 1.14 88000

Lean hogs (FEB) 80.48 76.84 77.76 79.12 80.03 81.39 82.31 83.67 82.61 86.90 88.52 91.93 80.28 10.8 20.3 92.84 80.49 1.80 0.90 111000

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 (MAR) 127.19 125.66 126.28 126.61 127.23 127.57 128.18 128.52 127.25 126.83 126.74 128.39 125.55 54.3 54.1 127.76 125.94 0.69 0.35 289000

UST 15Y (MAR) 145.25 142.69 143.66 144.19 145.16 145.69 146.66 147.19 144.98 142.93 142.03 146.59 140.81 66.5 64.9 145.77 140.27 1.20 0.60 166000

Euro-bund 10Y (MAR) 155.30 154.35 154.63 154.88 155.16 155.41 155.69 155.94 154.72 153.02 151.66 155.44 150.94 84.5 79.8 155.36 150.86 0.60 0.30 272000

Euro-bund 5Y (MAR) 130.03 129.67 129.75 129.85 129.93 130.03 130.11 130.21 129.82 128.76 128.29 130.05 127.83 89.9 84.7 130.37 127.24 0.23 0.12 707000

Euro-BTP 10Y (MAR) 134.47 132.85 133.18 133.69 134.02 134.53 134.86 135.37 133.87 133.54 131.35 134.94 130.86 65.0 65.1 135.30 132.03 0.85 0.42 192000

Gilt 10Y (MAR) 119.38 c 118.39 118.66 119.02 119.29 119.65 119.92 120.28 118.85 117.63 116.26 120.05 116.08 74.6 71.0 119.29 116.10 0.74 0.37 174000

RSISMA Breakout

BreakoutSMA RSI

Commodity futures Bollinger

BollingerBond futures

Technical levels

Technical levels


6/16


6

ATR Stop Trade size


S&P 500 mini (MAR) 2014.50 1941.42 1957.08 1985.67 2001.33 2029.92 2045.58 2074.17 2000.80 2047.21 1996.50 2079.00 1968.25 44.6 46.5 2108.30 1986.12 25.92 12.96 77

Nasdaq 100 mini (MAR) 4171.25 4015.50 4050.25 4106.50 4141.25 4197.50 4232.25 4288.50 4167.80 4258.63 4120.09 4348.00 4084.25 42.0 45.6 4388.78 4131.97 60.66 30.33 33

Dow Jones mini (MAR) 17345 16854 16968 17161 17275 17468 17582 17775 17289 17673 17218 17980 17039 40.6 44.0 18176 17172 203 101 10

Russell 2000 mini (MAR) 1173.4 1110.4 1123.7 1149.6 1162.9 1188.8 1202.1 1228.0 1152.6 1169.2 1141.0 1195.8 1133.0 54.6 53.5 1200.6 1139.0 21.8 10.9 92

Euro STOXX 50 (MAR) 3101 2915 2959 3009 3053 3103 3147 3197 3063 3171 3086 3282 2918 46.1 4 7.1 3334 3014 75 37 22

DAX 30 (MAR) 9701.5 9198.3 9313.2 9443.3 9558.2 9688.3 9803.2 9933.3 9588.4 9790.9 9353.7 10127.0 9216.5 50.2 51.7 10198.6 9416.0 205.3 102.6 8

CAC 40 (JAN) 4181.5 3905.3 3968.2 4040.3 4103.2 4175.3 4238.2 4310.3 4107.5 4282.8 4199.5 4423.0 3925.0 46.2 46.2 4520.0 4047.4 94.3 47.1 17

FTSE 100 (MAR) 6353.5 c 6097.7 6165.8 6259.7 6327.8 6421.7 6489.8 6583.7 6328.8 6603.1 6507.1 6776.0 6121.5 36.7 38.5 6946.1 6251.6 116.3 58.2 11

IBEX 35 (JAN) 10082 c 9769 9841 9961 10033 10153 10225 10345 10132 10507 10326 10939 9660 37.6 41.4 11082 9946 253 126 6FTSE MIB 40 (MAR) 18588 c 17942 18096 18342 18496 18742 18896 19142 18629 19486 19309 20215 17735 37.7 40.5 20675 18311 501 251 3

AEX (JAN) 409.0 386.8 391.9 397.7 402.8 408.6 413.7 419.5 405.5 419.4 408.7 432.5 389.3 43.7 45.1 438.2 400.7 7.8 3.9 210

BEL 20 (JAN) 3169.8 c 3104.0 3119.6 3144.7 3160.3 3185.4 3201.0 3226.1 3180.5 3242.5 3150.3 3329.0 3088.8 40.5 44.6 3348.7 3139.5 39.0 19.5 42

OMX S30 (JAN) 1406.00 c 1387.17 1392.33 1399.17 1404.33 1411.17 1416.33 1423.17 1422.65 1446.93 1397.28 1475.75 1386.50 32.7 40.6 1487.96 1407.88 19.11 9.56 800

OBX 25 (JAN) 503.91 c 458.56 467.63 485.77 494.84 512.98 522.05 540.19 497.02 522.45 525.03 558.70 483.30 41.7 40.2 563.31 478.64 10.03 5.01 1500

SMI 20 (MAR) 8810 8595 8656 8718 8779 8841 8902 8964 8848 9035 8776 9225 8576 36.0 41.5 9313 8764 124 62 16

Nikkei 225 (MAR) 17260 16087 16263 16537 16713 16987 17163 17437 17032 17436 16521 18110 16610 49.8 51.9 18105 16774 346 173 690

Hang Seng (DEC) 22730 22135 22270 22432 22567 22729 22864 23026 22942 23525 23471 24281 22600 33.1 37.2 24445 22626 392 196 40

ASX SPI 200 (MAR) 5163 5000 5038 5079 5117 5158 5196 5237 5180 5297 5345 5432 5129 35.7 3 7.6 5458 5127 75 38 33

SMA Breakout RSI BollingerEquity index futures Technical levels


7/16


7

ATR Stop Trade size


Apple 109.41 c 104.52 105.67 107.54 108.69 110.56 111.71 113.58 109.15 114.33 108.37 119.75 106.26 40.0 43.7 121.58 107.04 2.79 1.40 720

Amazon 298.88 c 288.08 290.55 294.72 297.19 301.36 303.83 308.00 302.94 319.25 312.78 341.26 295.01 33.0 37.5 345.72 292.04 8.06 4.03 250

Bank of America 17.26 c 16.51 16.67 16.96 17.12 17.41 17.57 17.86 17.09 17.16 16.95 17.87 16.59 52.3 52.2 17.70 16.63 0.33 0.17 6000

Barclays 228.10 c 221.30 223.20 225.65 227.55 230.00 231.90 234.35 230.60 238.45 231.09 249.95 220.95 36.3 41.1 251.14 226.01 5.84 2.92 220

Banco Espirito 0.120 c -0.038 0.031 0.076 0.145 0.190 0.259 0.304 0.120 0.120 0.120 0.215 0.101 15.0 19.7 0.120 0.120 0.114 0.057 14000

BMW 88.89 84.87 85.69 87.17 87.99 89.47 90.29 91.77 87.71 89.36 84.97 92.99 83.26 50.4 52.3 93.68 85.50 2.28 1.14 710

BNP Paribas 47.48 c 45.50 46.19 46.84 47.53 48.18 48.87 49.52 47.86 49.81 49.09 52.18 45.12 37.9 41.3 52.96 46.78 1.48 0.74 1100

BP 397.55 c 364.35 371.05 384.30 391.00 404.25 410.95 424.20 387.84 419.16 426.23 451.80 364.40 42.1 40.5 461.92 374.30 12.35 6.17 100

Citigroup 52.45 c 50.18 50.64 51.55 52.01 52.92 53.38 54.29 52.86 54.14 52.93 56.95 51.12 38.9 42.3 56.60 51.73 1.06 0.53 1900Caterpillar 89.75 c 86.36 87.20 88.47 89.31 90.58 91.42 92.69 90.41 98.43 98.10 107.12 89.15 19.9 26.7 110.05 86.53 2.20 1.10 910

Commerzbank 11.080 10.429 10.559 10.769 10.899 11.109 11.239 11.449 11.137 11.788 11.561 12.375 10.565 24.9 33.0 12.648 10.933 0.368 0.184 4400

Facebook 76.11 c 73.69 74.30 75.20 75.81 76.71 77.32 78.22 76.67 75.87 75.90 78.88 72.51 50.1 50.7 78.68 73.30 1.80 0.90 1100

Societe Generale 33.885 c 32.107 32.578 33.232 33.703 34.357 34.828 35.482 34.860 37.628 37.414 40.235 31.850 22.7 30.7 41.475 33.844 1.297 0.649 1300

Google 504.89 c 488.61 492.71 498.80 502.90 508.99 513.09 519.18 512.22 529.58 539.62 543.98 489.00 32.3 34.0 553.68 504.73 9.91 4.96 200

Goldman Sachs 185.03 c 180.74 182.18 183.61 185.05 186.48 187.92 189.35 187.25 189.87 186.54 198.06 182.40 36.0 40.7 197.03 182.82 3.34 1.67 600

Inditex 22.29 c 21.66 21.90 22.09 22.33 22.52 22.76 22.95 22.54 22.99 21.95 23.78 21.56 42.8 46.0 23.93 22.07 0.57 0.29 2900

JP Morgan 59.77 c 57.31 57.82 58.80 59.31 60.29 60.80 61.78 59.71 60.68 59.82 63.16 58.11 44.1 46.0 62.83 58.54 1.18 0.59 1700

Netflix 333.65 c 301.58 308.56 321.10 328.09 340.63 347.62 360.16 329.25 345.74 380.17 387.05 316.00 41.7 38.8 368.78 320.96 11.59 5.79 170

Rio Tinto 2801.50 c 2502.17 2576.83 2689.17 2763.83 2876.17 2950.83 3063.17 2715.10 2890.43 2973.89 3062.50 2600.00 45.7 43.5 3128.46 2647.24 94.67 47.34 14

Banco Santander 6.833 c 6.505 6.588 6.711 6.794 6.917 7.000 7.123 6.816 7.045 6.950 7.416 6.450 42.8 44.8 7.489 6.625 0.207 0.103 7900

Vodafone 219.65 c 212.10 214.05 216.85 218.80 221.60 223.55 226.35 218.11 224.84 210.13 234.75 210.00 45.6 48.6 234.77 214.90 5.34 2.67 240

Volkswagen 180.50 172.88 174.27 176.74 178.13 180.60 181.99 184.47 179.90 181.76 169.91 188.75 172.10 46.5 50.9 189.34 174.90 4.42 2.21 370

SMA Breakout RSI BollingerEquities (majors) Technical levels


8/16


8

ATR Stop Trade size


Telecom Argentina 20.12 c 19.19 19.44 19.78 20.03 20.37 20.62 20.96 19.87 21.42 21.18 22.72 18.92 37.3 39.7 23.28 19.44 0.83 0.42 2400

KBC Group 44.62 c 42.62 43.11 43.86 44.35 45.11 45.60 46.35 44.50 45.13 42.79 46.89 42.77 48.7 51.4 46.85 43.57 1.19 0.60 1400

Petroleo Brasileiro 6.70 c 5.97 6.18 6.44 6 .65 6.91 7.12 7.38 6.75 8 .80 11.29 11.13 6.01 25.0 2 6.8 11.66 5.87 0.61 0.31 3300

Vale 7.25 c 6.85 6.99 7.12 7.26 7.39 7.53 7.66 7.12 8.30 9.46 9.55 6.82 30.7 30.2 9.98 6.61 0.36 0.18 5600

Itau Unibanco Holding 12.670 c 11.543 11.917 12.293 12.667 13.043 13.417 13.793 12.528 14.160 14.238 16.139 11.620 37.2 39.1 16.525 11.741 0.610 0.305 3300

Banco Bradesco 12.83 c 11.67 12.02 12.42 12.77 13.17 13.52 13.92 12.67 14.41 14.51 16.52 11.68 38.7 40.1 17.03 11.74 0.67 0.34 3000

Banco de Chile 68.90 c 65.02 66.45 67.67 69.10 70.32 71.75 72.97 68.27 71.74 72.86 76.38 66.27 37.6 36.8 76.81 66.33 1.34 0.67 1500

Quimica y Minera 22.89 c 20.47 21.01 21.95 22.50 23.44 23.98 24.92 22.28 24.42 23.73 27.84 21.52 43.0 42.7 27.61 21.03 0.81 0.40 2500

Bancolombia 46.33 c 41.22 42.44 44.38 45.60 47.54 48.76 50.70 44.55 50.56 54.00 56.87 42.50 36.3 32.7 58.80 41.80 1.46 0.73 1400Nokia 6.33 c 6.06 6.12 6.22 6.28 6.38 6.44 6.54 6.35 6.54 6.51 6.84 6.06 40.8 43.7 6.91 6.20 0.18 0.09 8900

Peugeot 9.780 c 9.373 9.509 9.645 9.781 9.917 10.053 10.189 9.819 10.059 9.584 10.990 9.151 42.9 47.2 10.851 9.348 0.330 0.165 4900

Credit Agricole 10.35 c 9.90 10.04 10.19 10.33 10.48 10.62 10.77 10.44 10.87 11.01 11.48 9.93 38.2 41.0 11.60 10.16 0.36 0.18 4500

OTP Bank 3735.0 c 3506.7 3558.3 3646.7 3698.3 3786.7 3838.3 3926.7 3912.8 3978.3 4006.0 4122.0 3600.0 28.4 33.2 4185.9 3766.0 97.6 48.8 5200

MOL Hungarian Oil & Gas 11035 c 10482 10648 10842 11008 11202 11368 11562 11309 11920 11851 12445 10600 24.2 30.6 12715 11075 288 144 1800

Unicredit 5.26 c 5.00 5.06 5.16 5.22 5.31 5.37 5.47 5.36 5.67 5.67 6.00 4.98 34.8 39.1 6.15 5.21 0.21 0.10 7900

Eni 14.06 c 13.07 13.30 13.68 13.91 14.29 14.52 14.90 13.86 15.50 16.17 17.42 12.98 34.3 33.7 17.85 13.05 0.50 0.25 3300

Fiat Industrial 6.94 c 6.51 6.67 6.81 6.97 7.10 7.26 7.40 6.94 6.94 6.98 7.13 6.83 23.1 31.1 6.94 6.94 0.29 0.15 5500

Tenaris 30.04 c 28.29 28.78 29.41 29.90 30.53 31.02 31.65 29.27 32.51 36.28 36.82 28.17 37.5 33.8 37.69 27.06 1.02 0.51 2000

ArcerlorMittal 8.79 c 8.31 8.43 8.61 8.73 8.91 9.03 9.21 8.83 9.58 9 .81 10.21 8 .36 30.5 33.9 10.53 8.60 0.30 0.15 5400

America Movil 21.17 c 19.07 19.74 20.45 21.12 21.83 22.50 23.21 20.92 22.65 23.40 24.32 20.05 35.5 34.1 25.12 20.08 0.55 0.28 3600

Grupo Financiero Santander Mexico 9.73 c 9.00 9.22 9.47 9.69 9.94 10.16 10.41 9.62 10.82 11.92 11.96 9.20 26.4 26.0 12.45 9.14 0.35 0.17 5700

Grupo Televisa 32.49 c 31.08 31.48 31.98 32.38 32.88 33.28 33.78 32.52 35.54 34.95 37.55 31.13 26.5 31.3 39.19 31.75 0.87 0.43 2300KGHM Polska Miedz 107.50 c 103.35 104.80 106.15 107.60 108.95 110.40 111.75 110.07 118.30 122.77 128.20 105.80 16.7 22.2 131.11 105.01 2.80 1.40 2500

PKO Bank Polski 35.69 c 34.66 34.99 35.34 35.67 36.02 36.35 36.70 36.08 37.07 37.02 38.48 35.01 29.7 35.4 38.53 35.59 0.72 0.36 9500

Galp Energia 8.65 c 7.86 8.03 8.34 8.51 8.82 8.99 9.30 8.36 9.69 10.77 11.44 7.82 35.6 33.0 11.71 7.56 0.39 0.20 4100

Portugal Telecom 1.01 c 0.92 0.95 0.98 1.00 1.03 1.05 1.08 1.06 1.34 1.32 1.61 0.99 14.9 24.6 1.69 0.97 0.09 0.05 18000

Banco Commercial Portugues 0.070 c 0.061 0.065 0.068 0.071 0.074 0.077 0.080 0.075 0.080 0.084 0.087 0.071 24.8 32.3 0.088 0.072 0.004 0.002 369000

Gazprom 4.36 c 3.12 3.46 3.91 4.25 4.70 5.04 5.50 4.38 5.43 6.10 6.52 3.45 32.4 30.4 6.92 3 .88 0.31 0.15 6500

VTB Bank OJSC 1.78 c 1.40 1.50 1.64 1.74 1.88 1.98 2.12 1.85 1.92 1.91 2.11 1.50 41.9 43.5 2.15 1.70 0.12 0.06 16000

Sberbank of Russia 4.15 c 2.25 2.83 3.49 4.08 4.73 5.32 5.98 4.25 5.62 6.66 7.05 3.00 33.6 31.4 7.57 3.56 0.46 0.23 4400

Rosneft Oil Company 3.36 c 2.42 2.63 3.00 3 .20 3.57 3.78 4.14 3.38 4 .34 5.03 5.39 2.61 31.0 2 8.6 5.72 2.90 0.26 0.13 7700

Telefonica 11.97 c 11.61 11.70 11.83 11.92 12.05 12.14 12.27 12.28 12.66 11.92 13.43 11.60 30.1 38.3 13.47 11.90 0.30 0.15 5400

BBVA 7.78 c 7.49 7.57 7.67 7.75 7.86 7.94 8.05 7.90 8.35 8.68 8.78 7.45 30.4 34.0 8.93 7.75 0.25 0.12 6600

Repsol 15.680 c 14.857 15.073 15.377 15.593 15.897 16.113 16.417 16.079 17.597 17.532 18.695 14.965 20.3 27.1 19.509 15.658 0.519 0.260 3100

Breakout RSI BollingerEquities (regional) SMATechnical levels


9/16


9

Instrument CFD Futures First notice Instrument CFD Futures First notice

Bond futures

WTI Crude (JAN) OILUS CL Dec-23 UST 10Y (MAR) TY Feb-27

Brent Crude (FEB) OILUK LCO Jan-15 UST 15Y (MAR) US Feb-27

Gasoline (JAN) GASOLINEUS RB Jan-05 Euro-bund 10Y (MAR) BUND FGBL Mar-06

Gas oil (FEB) GASOILUK FP Feb-12 Euro-bund 5Y (MAR) BOBL FGBM Mar-06

Heating oil (JAN) HEATINGOIL HO Jan-05 Euro-BTP 10Y (MAR) 10YBTP FBTP Mar-06

Natural gas (JAN) NATGASUS NG Dec-30 Gilt 10Y (MAR) FLG Feb-26

Gold (FEB) GOLD GC Jan-30

Silver (MAR) SILVER SI Feb-27

Platinum (JAN) PLATINUM PL Dec-31 S&P 500 mini (MAR) SP500.I ES Mar-20

Palladium (MAR) PALLADIUM PA Feb-27 Nasdaq 100 mini (MAR) NAS100.I NQ Mar-20

Copper (MAR) COPPERUS HG Feb-27 Dow Jones mini (MAR) DJI.I YM Mar-20

Soy bean (MAR) SOYBEANS ZS Feb-27 Russell 2000 mini (MAR) RUSSELL2000 TF Mar-20Wheat (MAR) WHEAT ZW Feb-27 Euro STOXX 50 (MAR) STOXX50E.I FESX Mar-20

Milling wheat (MAR) CORN ZC Mar-10 DAX 30 (MAR) DAX.I FDX Mar-20

Corn (MAR) EBM Feb-27 CAC 40 (JAN) CAC40.I FCE Jan-16

Cocoa (MAR) COCOANY CC Feb-13 FTSE 100 (MAR) FTSE100.I FFI Mar-20

Coffee Arabica (MAR) COFFEENY KC Feb-19 IBEX 35 (JAN) IBEX35.I MFXI Jan-16

Coffee Robusta (MAR) RC Mar-02 FTSE MIB 40 (MAR) SPMIB.I SPMIB Mar-20

Sugar (MAR) SUGARNY SB Mar-02 AEX (JAN) AEX.I AEX Jan-16

Cotton (MAR) CT Feb-23 BEL 20 (JAN) BLG20.I Jan-16

Live cattle (FEB) LIVECATTLE LE Feb-09 OMX S30 (JAN) SWE30.I OMX Jan-16

Lean hogs (FEB) LH Feb-13 OBX 25 (JAN) NOR25.I OBX Jan-15

SMI 20 (MAR) SMI.I FSMI Mar-20

Nikkei 225 (MAR) NI225.I SSI Mar-12

Hang Seng (DEC) HSI.I HSI Dec-30

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


10/16

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 ATR. I f 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 ATR from entry. In the above EURUSD example a

position size of EUR 181,000 will trigger a USD 995.5 loss using 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 days closing price.

Bollinger Band(two standard deviations):

Green may indicate oversold levels. Red mayindicate overbought levels.

Pivotis 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 sessions price has traded through a level.

Simple Moving Average(SMA): Green

indicates that the latest price is above

the SMA. Red indicates the opposite.

Breakoutis based on Donchian Channels.

Red indicates that the instrument closed

below the previous 20-day low. Green

indicates that the instrument closedabove the previous 20-day high.


10
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Example: Technical levels


11

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 days high, low, and close are used to calculate the

present days technical levels.


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Example: Bollinger bands


12

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.


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Example: Donchian channel


13

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.


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Example: Relative strength index


14

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.


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Example: Simple moving average


15

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.


16/16


16

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