Saxo Trade Navigator - tradingfloor.com · Saxo Trade Navigator . 2 Wednesday, 09 April 2014 ATR Stop Trade size Instrument Last Sup 3 Sup 2 Sup 1 Pivot Res 1 Res 2 Res 3 5d 21d 55d

Wednesday, 09 April 2014

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Saxo Trade Navigator

Wednesday, 09 April 2014 2

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 1.3790 1.3677 1.3707 1.3752 1.3782 1.3827 1.3857 1.3902 1.3746 1.3811 1.3731 1.3967 1.3673 52.3 51.5 1.3943 1.3674 0.0075 0.0037 268000

USD/JPY 102.01 99.63 100.59 101.20 102.16 102.77 103.73 104.34 103.20 102.55 102.44 104.13 101.21 39.8 43.9 104.04 101.02 0.72 0.36 283000

EUR/JPY 140.70 138.15 139.12 139.79 140.76 141.43 142.40 143.07 141.86 141.63 140.66 143.48 139.97 41.2 45.2 143.10 140.06 1.16 0.58 175000

EUR/GBP 0.8235 0.8180 0.8206 0.8222 0.8249 0.8265 0.8292 0.8308 0.8265 0.8321 0.8278 0.8400 0.8246 32.8 39.4 0.8419 0.8221 0.0043 0.0022 275000

EUR/CHF 1.2190 1.2154 1.2168 1.2177 1.2190 1.2199 1.2213 1.2222 1.2209 1.2183 1.2204 1.2250 1.2122 47.4 48.4 1.2232 1.2134 0.0032 0.0016 555000

GBP/USD 1.6749 1.6498 1.6551 1.6649 1.6702 1.6800 1.6853 1.6951 1.6631 1.6599 1.6589 1.6718 1.6460 69.8 63.7 1.6720 1.6475 0.0082 0.0041 244000

CHF/JPY 115.42 113.65 114.32 114.80 115.48 115.96 116.63 117.12 116.20 116.26 115.26 117.86 114.75 42.1 45.7 117.47 114.96 0.93 0.47 218000

USD/CHF 0.8838 0.8759 0.8792 0.8813 0.8846 0.8867 0.8900 0.8921 0.8882 0.8821 0.8889 0.8953 0.8699 47.0 48.0 0.8939 0.8707 0.0057 0.0029 309000

USD/CAD 1.0921 1.0833 1.0873 1.0898 1.0938 1.0963 1.1003 1.1028 1.0989 1.1089 1.1078 1.1279 1.0957 26.1 34.5 1.1263 1.0913 0.0070 0.0035 312000

AUD/USD 0.9366 0.9189 0.9225 0.9293 0.9329 0.9397 0.9433 0.9501 0.9280 0.9159 0.9018 0.9308 0.8924 76.5 72.0 0.9381 0.8955 0.0073 0.0037 274000

NZD/USD 0.8700 0.8538 0.8568 0.8622 0.8652 0.8706 0.8736 0.8790 0.8599 0.8582 0.8410 0.8702 0.8439 69.2 67.2 0.8688 0.8488 0.0067 0.0033 299000

GBP/CHF 1.4800 1.4668 1.4702 1.4748 1.4782 1.4828 1.4862 1.4908 1.4771 1.4641 1.4744 1.4829 1.4468 63.9 58.6 1.4856 1.4432 0.0089 0.0044 199000

AUD/JPY 95.57 94.06 94.54 94.92 95.41 95.79 96.28 96.66 95.78 93.93 92.38 96.52 91.09 66.4 65.4 97.08 90.94 0.86 0.43 238000

CAD/JPY 93.44 91.68 92.30 92.75 93.37 93.83 94.45 94.90 93.91 92.48 92.47 94.90 90.66 56.6 55.8 94.77 90.17 0.78 0.39 263000

GBP/JPY 170.89 168.27 169.14 169.82 170.69 171.37 172.24 172.91 171.62 170.22 169.93 173.15 167.78 50.9 52.0 173.00 167.35 1.32 0.66 155000

GBP/CAD 1.8289 1.8091 1.8148 1.8220 1.8277 1.8349 1.8406 1.8478 1.8277 1.8407 1.8378 1.8652 1.8166 42.2 44.7 1.8604 1.8204 0.0136 0.0068 160000

ATR Stop Trade size


AUD/USD 0.9366 0.9189 0.9225 0.9293 0.9329 0.9397 0.9433 0.9501 0.9280 0.9159 0.9018 0.9308 0.8924 76.5 72.0 0.9381 0.8955 0.0073 0.0037 274000

NZD/USD 0.8700 0.8538 0.8568 0.8622 0.8652 0.8706 0.8736 0.8790 0.8599 0.8582 0.8410 0.8702 0.8439 69.2 67.2 0.8688 0.8488 0.0067 0.0033 299000

USD/CAD 1.0921 1.0833 1.0873 1.0898 1.0938 1.0963 1.1003 1.1028 1.0989 1.1089 1.1078 1.1279 1.0957 26.1 34.5 1.1263 1.0913 0.0070 0.0035 312000

CAD/USD 0.9157 0.9066 0.9088 0.9121 0.9143 0.9176 0.9198 0.9231 0.9100 0.9019 0.9027 0.9126 0.8866 74.1 65.6 0.9162 0.8877 0.0057 0.0028 351000

AUD/NZD 1.0766 1.0702 1.0724 1.0756 1.0778 1.0810 1.0832 1.0864 1.0792 1.0671 1.0722 1.0835 1.0536 58.6 56.3 1.0845 1.0504 0.0068 0.0034 339000

AUD/CAD 1.0228 1.0114 1.0140 1.0182 1.0208 1.0250 1.0276 1.0318 1.0199 1.0156 0.9991 1.0316 0.9922 63.3 63.7 1.0323 1.0008 0.0077 0.0038 285000

NZD/CAD 0.9501 0.9379 0.9406 0.9442 0.9469 0.9505 0.9532 0.9568 0.9451 0.9518 0.9318 0.9656 0.9380 53.3 56.1 0.9646 0.9400 0.0077 0.0039 282000

EUR/AUD 1.4724 1.4600 1.4668 1.4704 1.4771 1.4807 1.4874 1.4910 1.4812 1.5082 1.5230 1.5538 1.4696 27.0 31.0 1.5531 1.4597 0.0131 0.0065 163000

EUR/NZD 1.5852 1.5717 1.5787 1.5844 1.5914 1.5971 1.6041 1.6098 1.5986 1.6092 1.6330 1.6478 1.5767 31.8 33.6 1.6366 1.5792 0.0135 0.0067 170000

EUR/CAD 1.5061 1.4961 1.4998 1.5034 1.5071 1.5108 1.5145 1.5182 1.5106 1.5316 1.5213 1.5586 1.5005 30.0 37.3 1.5639 1.4985 0.0120 0.0060 182000

AUD/JPY 95.57 94.06 94.54 94.92 95.41 95.79 96.28 96.66 95.78 93.93 92.38 96.52 91.09 66.4 65.4 97.08 90.94 0.86 0.43 238000

NZD/JPY 88.77 86.89 87.48 87.91 88.49 88.92 89.51 89.93 88.74 88.02 86.16 89.93 86.33 59.8 61.3 89.79 86.32 0.80 0.40 255000

XAU/USD 1313.03 1279.53 1287.69 1298.17 1306.33 1316.81 1324.97 1335.45 1297.21 1321.14 1307.09 1392.33 1277.79 53.4 50.8 1383.52 1255.97 17.19 8.60 120

XAG/USD 20.060 19.559 19.712 19.878 20.031 20.197 20.350 20.516 19.943 20.308 20.514 21.787 19.578 46.8 44.6 21.419 19.143 0.415 0.208 4800

XAU/XAG 65.47 64.66 64.86 65.07 65.27 65.49 65.68 65.90 65.05 65.06 63.76 66.20 63.44 61.4 60.2 66.06 64.10 0.87 0.44 110

XAU/EUR 952.13 931.12 937.18 942.84 948.90 954.56 960.62 966.28 943.69 956.50 951.79 1000.93 926.37 52.7 50.3 994.21 917.11 12.70 6.35 110

XAG/EUR 14.546 14.225 14.339 14.433 14.546 14.640 14.754 14.848 14.508 14.703 14.938 15.685 14.233 45.7 43.7 15.395 13.977 0.289 0.145 5000

Technical levels

Technical levelsForex (commodities)

Forex (majors) SMA Breakout

Breakout

Bollinger

BollingerSMA RSI

RSI


ATR Stop Trade size


EUR/NOK 8.2393 8.1979 8.2091 8.2266 8.2378 8.2553 8.2665 8.2840 8.2312 8.2823 8.3268 8.3986 8.2024 41.8 42.7 8.3748 8.1921 0.0457 0.0229 261000

EUR/SEK 8.9609 8.9268 8.9400 8.9514 8.9646 8.9760 8.9892 9.0006 8.9616 8.8918 8.8672 8.9898 8.8105 61.9 59.4 8.9942 8.7950 0.0456 0.0228 285000

EUR/DKK 7.4655 7.4549 7.4600 7.4629 7.4680 7.4709 7.4760 7.4789 7.4655 7.4648 7.4632 7.4671 7.4624 56.0 58.7 7.4672 7.4626 0.0015 0.0008 7046000

NOK/SEK 1.0876 1.0809 1.0834 1.0853 1.0878 1.0897 1.0922 1.0941 1.0887 1.0736 1.0650 1.0941 1.0544 65.4 64.0 1.0958 1.0518 0.0068 0.0034 1921000

NOK/DKK 0.9061 0.9003 0.9026 0.9041 0.9064 0.9079 0.9102 0.9117 0.9069 0.9013 0.8963 0.9102 0.8888 58.5 57.6 0.9111 0.8912 0.0050 0.0025 2149000

SEK/DKK 0.8331 0.8294 0.8305 0.8317 0.8328 0.8341 0.8351 0.8364 0.8331 0.8396 0.8417 0.8472 0.8303 37.9 40.6 0.8486 0.8301 0.0042 0.0021 2555000

USD/NOK 5.9747 5.9299 5.9466 5.9610 5.9777 5.9921 6.0088 6.0232 5.9884 5.9970 6.0648 6.0875 5.9123 41.3 42.9 6.0665 5.9313 0.0456 0.0228 262000

USD/SEK 6.4979 6.4342 6.4610 6.4786 6.5054 6.5230 6.5498 6.5674 6.5196 6.4385 6.4581 6.5606 6.3254 55.4 55.0 6.5686 6.3148 0.0482 0.0241 270000

AUD/NOK 5.5958 5.5158 5.5317 5.5626 5.5785 5.6094 5.6252 5.6562 5.5579 5.4933 5.4685 5.6099 5.3295 69.3 65.0 5.6397 5.3611 0.0514 0.0257 232000

AUD/SEK 6.0854 6.0108 6.0274 6.0541 6.0707 6.0974 6.1140 6.1407 6.0502 5.8976 5.8237 6.0973 5.7014 73.7 70.9 6.1477 5.6649 0.0566 0.0283 230000

NZD/NOK 5.1978 5.1238 5.1381 5.1611 5.1754 5.1984 5.2127 5.2357 5.1487 5.1473 5.0997 5.2702 5.0225 63.8 61.6 5.2283 5.0763 0.0474 0.0237 252000

NZD/SEK 5.6528 5.5670 5.5881 5.6120 5.6331 5.6570 5.6781 5.7020 5.6066 5.5266 5.4313 5.6471 5.3701 69.3 68.0 5.6822 5.3836 0.0498 0.0249 261000

CAD/NOK 5.4709 5.4359 5.4460 5.4581 5.4682 5.4803 5.4904 5.5025 5.4496 5.4085 5.4746 5.4765 5.3356 64.3 57.1 5.4824 5.3388 0.0470 0.0235 254000

CAD/SEK 5.9498 5.8985 5.9143 5.9309 5.9467 5.9633 5.9791 5.9957 5.9321 5.8065 5.8295 5.9761 5.6662 72.1 66.0 5.9954 5.6243 0.0529 0.0264 246000

CHF/NOK 6.7603 6.7189 6.7294 6.7471 6.7576 6.7753 6.7858 6.8035 6.7426 6.7989 6.8229 6.8935 6.7001 43.6 44.0 6.8870 6.7122 0.0425 0.0212 281000

CHF/SEK 7.3520 7.3221 7.3310 7.3429 7.3518 7.3637 7.3726 7.3845 7.3400 7.2987 7.2661 7.3670 7.2348 65.0 60.5 7.3668 7.2347 0.0416 0.0208 312000

NOK/JPY 17.08 16.72 16.86 16.95 17.08 17.17 17.31 17.40 17.23 17.10 16.89 17.42 16.78 46.8 49.9 17.41 16.78 0.17 0.09 1191000

SEK/JPY 15.70 15.44 15.54 15.61 15.70 15.77 15.87 15.94 15.83 15.93 15.86 16.24 15.72 38.2 41.9 16.15 15.68 0.15 0.08 1352000

GBP/NOK 10.0057 9.8916 9.9183 9.9624 9.9891 10.0332 10.0599 10.1040 9.9593 9.9543 10.0599 10.0595 9.8546 56.2 52.2 10.0371 9.8766 0.0732 0.0366 163000

GBP/SEK 10.8813 10.7872 10.8093 10.8440 10.8661 10.9008 10.9229 10.9576 10.8419 10.6866 10.7125 10.8769 10.4931 67.7 62.9 10.9315 10.4510 0.0755 0.0378 172000

NOK/PLN 0.5060 0.5026 0.5038 0.5048 0.5060 0.5070 0.5082 0.5092 0.5062 0.5062 0.5029 0.5133 0.4995 52.5 52.5 0.5113 0.5004 0.0035 0.0018 1708000

SEK/PLN 0.4651 0.4628 0.4635 0.4644 0.4651 0.4660 0.4667 0.4676 0.4650 0.4715 0.4722 0.4795 0.4630 36.7 39.7 0.4813 0.4610 0.0032 0.0016 1888000

NOK/HUF 37.04 36.43 36.68 36.81 37.06 37.19 37.43 37.56 37.20 37.46 37.20 38.06 37.12 39.5 43.3 37.90 36.96 0.31 0.16 1409000

SEK/HUF 34.05 33.62 33.78 33.91 34.07 34.20 34.36 34.48 34.19 34.90 34.94 35.57 33.99 25.7 31.8 35.85 33.89 0.29 0.15 1511000

NOK/CZK 3.327 3.311 3.318 3.322 3.328 3.332 3.339 3.343 3.333 3.310 3.295 3.348 3.270 57.9 57.8 3.348 3.273 0.020 0.010 1941000

SEK/CZK 3.059 3.044 3.048 3.054 3.059 3.065 3.069 3.075 3.062 3.084 3.094 3.127 3.050 36.5 40.0 3.117 3.050 0.018 0.009 2156000

Technical levelsForex (scandies) RSI BollingerSMA Breakout


ATR Stop Trade size


EUR/PLN 4.1686 4.1494 4.1558 4.1621 4.1685 4.1748 4.1812 4.1875 4.1665 4.1919 4.1869 4.2467 4.1573 41.4 44.0 4.2393 4.1414 0.0189 0.0095 320000

EUR/HUF 305.10 301.36 302.90 303.90 305.44 306.44 307.98 308.98 306.30 310.25 309.75 315.63 305.45 29.8 36.2 315.80 304.36 2.24 1.12 197000

EUR/CZK 27.414 27.352 27.372 27.395 27.415 27.438 27.458 27.481 27.434 27.417 27.431 27.524 27.312 47.1 49.2 27.492 27.349 0.068 0.034 585000

EUR/RON 4.4594 4.4387 4.4460 4.4526 4.4599 4.4665 4.4738 4.4804 4.4643 4.4812 4.4938 4.5215 4.4455 34.4 37.4 4.5171 4.4430 0.0249 0.0124 260000

PLN/HUF 73.20 72.26 72.63 72.89 73.26 73.52 73.89 74.15 73.52 74.01 73.99 74.84 73.36 31.2 36.9 74.85 73.14 0.46 0.23 968000

CZK/PLN 0.1520 c 0.1513 0.1515 0.1518 0.1520 0.1523 0.1525 0.1528 0.1519 0.1529 0.1526 0.1562 0.1515 41.9 43.9 0.1549 0.1508 0.0008 0.0004 7274000

CZK/HUF 11.1295 10.9834 11.0434 11.0819 11.1419 11.1804 11.2404 11.2789 11.1644 11.3157 11.2928 11.5393 11.1294 31.3 36.4 11.5315 11.0845 0.0833 0.0416 5313000

USD/PLN 3.0225 2.9918 3.0041 3.0128 3.0251 3.0338 3.0461 3.0548 3.0311 3.0352 3.0494 3.0767 3.0129 41.4 44.4 3.0518 3.0174 0.0216 0.0108 280000

USD/HUF 221.24 216.97 218.75 219.87 221.65 222.77 224.55 225.67 222.83 224.63 225.60 227.60 222.25 33.3 38.7 227.79 221.30 2.09 1.05 212000

USD/CZK 19.8802 19.7241 19.7881 19.8301 19.8941 19.9361 20.0001 20.0421 19.9557 19.8513 19.9782 20.0700 19.5907 46.8 48.2 20.0825 19.6314 0.1164 0.0582 342000

USD/RON 3.2335 3.1965 3.2123 3.2220 3.2378 3.2475 3.2633 3.2730 3.2475 3.2446 3.2730 3.2678 3.2144 40.9 42.7 3.2608 3.2278 0.0237 0.0119 272000

ATR Stop Trade size


EUR/TRY 2.8978 2.8529 2.8663 2.8794 2.8928 2.9059 2.9193 2.9324 2.9094 3.0228 3.0358 3.1295 2.8831 22.2 28.9 3.1733 2.8631 0.0359 0.0180 117000

USD/TRY 2.1012 2.0593 2.0737 2.0850 2.0994 2.1107 2.1251 2.1364 2.1162 2.1879 2.2103 2.2588 2.1067 22.7 29.4 2.2823 2.0877 0.0261 0.0130 161000

EUR/ZAR 14.4057 14.2497 14.2997 14.3685 14.4185 14.4873 14.5373 14.6061 14.5171 14.7756 14.8992 15.1861 14.3652 26.9 34.2 15.2097 14.3144 0.1693 0.0846 123000

USD/ZAR 10.4457 10.2940 10.3542 10.4090 10.4692 10.5240 10.5842 10.6390 10.5613 10.6975 10.8516 10.9779 10.5021 29.4 35.3 10.9478 10.4315 0.1223 0.0611 171000

EUR/MXN 17.9852 17.6823 17.7495 17.8774 17.9446 18.0725 18.1397 18.2676 17.9434 18.1568 18.1794 18.4973 17.7801 43.0 42.7 18.5205 17.7677 0.1365 0.0682 191000

USD/MXN 13.0416 12.8574 12.8986 12.9742 13.0154 13.0910 13.1322 13.2078 13.0536 13.1463 13.2400 13.3258 12.9845 39.9 41.1 13.3157 12.9633 0.0908 0.0454 287000

TRY/ZAR 4.9698 4.9380 4.9531 4.9716 4.9867 5.0052 5.0203 5.0388 4.9889 4.8883 4.9079 5.0061 4.7915 61.8 59.2 5.0190 4.7634 0.0515 0.0258 406000

USD/RUB 35.6554 35.1069 35.2530 35.4656 35.6117 35.8243 35.9704 36.1830 35.5167 35.8838 35.5434 36.7252 34.9320 49.6 49.5 36.7628 34.9417 0.3493 0.1746 204000

EUR/RUB 49.170 48.223 48.477 48.850 49.105 49.478 49.733 50.106 48.821 49.570 48.809 51.110 48.124 50.5 50.1 51.186 47.849 0.522 0.261 137000

USD/CNH 6.1952 6.1600 6.1749 6.1831 6.1980 6.2062 6.2211 6.2293 6.2070 6.1882 6.1114 6.2217 6.1256 52.8 59.2 6.2366 6.1446 0.0169 0.0085 732000

USD/CNY 6.1934 6.1761 6.1857 6.1912 6.2008 6.2063 6.2159 6.2214 6.2079 6.1946 6.1262 6.2330 6.1321 47.5 55.9 6.2475 6.1472 0.0152 0.0076 814000

USD/HKD 7.7541 7.7500 7.7517 7.7529 7.7546 7.7558 7.7575 7.7587 7.7559 7.7601 7.7601 7.7684 7.7551 26.3 33.4 7.7690 7.7511 0.0026 0.0013 5987000

USD/SGD 1.2505 1.2389 1.2451 1.2481 1.2543 1.2573 1.2635 1.2665 1.2590 1.2648 1.2674 1.2794 1.2569 27.0 32.8 1.2772 1.2522 0.0050 0.0025 503000

USD/BRL 2.2016 c 2.1768 2.1851 2.1933 2.2016 2.2098 2.2181 2.2263 2.2410 2.3005 2.3496 2.3763 2.2119 20.5 25.5 2.3918 2.2030 0.0279 0.0139 158000

SGD/JPY 81.60 80.16 80.62 80.99 81.45 81.82 82.28 82.65 81.97 81.08 80.83 82.50 79.87 53.7 54.7 82.69 79.46 0.60 0.30 341000

Technical levels

Technical levels

Forex (CE3)

Forex (emerging markets) RSI BollingerSMA Breakout

SMA Breakout RSI Bollinger


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 (MAY) 102.20 99.23 99.95 101.26 101.98 103.29 104.01 105.32 100.81 99.77 99.36 102.24 97.00 61.7 59.0 102.46 97.10 1.53 0.76 1300

Brent Crude (MAY) 107.45 104.28 105.03 106.35 107.10 108.42 109.17 110.49 106.23 106.85 107.45 108.60 103.95 54.0 51.7 108.53 105.07 1.46 0.73 1400

Gasoline (MAY) 298.36 288.35 290.51 294.26 296.42 300.17 302.33 306.08 292.32 291.19 291.35 296.14 282.52 65.5 60.0 297.21 284.71 4.56 2.28 44000

Gas oil (MAY) 900.00 869.50 878.25 885.00 893.75 900.50 909.25 916.00 885.30 893.45 904.46 907.75 873.25 54.9 51.7 906.72 879.08 12.65 6.33 160

Heating oil (MAY) 293.09 284.94 286.81 290.12 291.99 295.30 297.17 300.48 290.12 291.20 294.78 296.07 284.92 54.0 51.0 295.11 286.99 3.96 1.98 50000

Natural gas (MAY) 4.545 4.380 4.418 4.476 4.514 4.572 4.610 4.668 4.457 4.419 4.466 4.610 4.221 59.1 55.4 4.565 4.260 0.128 0.064 16000

Gold (JUN) 1314.0 1281.1 1289.0 1299.0 1306.9 1316.9 1324.8 1334.8 1297.3 1322.6 1307.3 1392.2 1277.4 53.6 50.9 1387.1 1255.7 17.4 8.7 110

Silver (MAY) 20.06 19.55 19.70 19.88 20.03 20.20 20.35 20.53 19.95 20.33 20.54 21.80 19.58 46.6 44.6 21.50 19.12 0.42 0.21 4700

Platinum (JUL) 1446.0 1412.9 1420.0 1430.8 1437.9 1448.7 1455.8 1466.6 1440.9 1441.8 1432.9 1488.6 1395.2 55.0 53.0 1486.9 1394.4 18.8 9.4 110

Palladium (JUN) 778.80 755.38 760.92 768.38 773.92 781.38 786.92 794.38 782.18 778.37 751.98 802.45 746.30 51.2 53.3 796.43 761.11 15.63 7.81 130

Copper (MAY) 304.90 299.48 301.07 303.08 304.67 306.68 308.27 310.28 303.71 298.83 313.39 307.40 287.70 56.2 50.2 307.43 290.58 5.33 2.66 38000

Soy bean (MAY) 1497.00 1447.00 1454.50 1468.50 1476.00 1490.00 1497.50 1511.50 1471.60 1435.31 1374.96 1496.00 1365.50 70.3 68.1 1498.42 1374.43 26.55 13.28 7500

Wheat (MAY) 685.75 654.08 661.17 671.08 678.17 688.08 695.17 705.08 674.45 688.75 632.21 723.50 637.00 53.1 54.9 719.32 661.15 18.74 9.37 11000

Milling wheat (NOV) 200.50 c 197.50 198.50 199.50 200.50 201.50 202.50 203.50 198.85 202.04 193.28 208.00 195.50 50.6 53.3 207.28 196.90 2.96 1.48 490

Corn (MAY) 510.25 488.08 492.17 499.58 503.67 511.08 515.17 522.58 500.75 491.02 468.37 512.50 473.25 68.1 66.2 508.98 473.84 10.70 5.35 19000

Cocoa (JUL) 3000 c 2924 2943 2971 2990 3018 3037 3065 2965 2982 2951 3047 2922 58.0 55.8 3039 2922 46 23 44

Coffee Arabica (MAY) 196.50 c 184.43 189.37 192.93 197.87 201.43 206.37 209.93 184.43 185.19 165.81 209.75 166.00 69.2 64.5 205.90 162.44 8.23 4.11 24000

Coffee Robusta (JUL) 2166 c 2069 2094 2130 2155 2191 2216 2252 2075 2098 1949 2216 1980 69.3 65.9 2206 1981 49 24 41

Sugar (MAY) 17.16 16.53 16.67 16.92 17.06 17.31 17.45 17.70 17.12 17.32 16.84 18.37 16.67 47.1 48.6 17.98 16.59 0.43 0.22 465000

Cotton (MAY) 92.01 88.89 89.73 90.76 91.60 92.63 93.47 94.50 91.46 92.21 89.56 97.35 89.84 51.1 52.4 94.11 90.36 2.13 1.07 94000

Live cattle (JUN) 135.43 133.95 134.33 134.80 135.18 135.65 136.03 136.50 135.83 136.90 134.51 139.00 134.35 42.0 46.5 139.16 134.72 1.36 0.68 147000

Lean hogs (JUN) 118.58 115.23 116.95 117.85 119.58 120.48 122.20 123.10 121.87 126.93 115.12 133.43 119.88 31.4 40.8 134.51 119.55 2.70 1.35 74000

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 (JUN) 123.94 123.41 123.56 123.80 123.95 124.19 124.34 124.58 123.49 123.74 124.68 125.00 122.70 55.1 50.3 124.70 122.78 0.52 0.26 385000

UST 15Y (JUN) 133.50 132.60 132.86 133.26 133.52 133.92 134.18 134.57 132.85 132.88 132.90 134.50 131.00 56.8 55.0 134.19 131.71 0.93 0.47 214000

Euro-bund 10Y (JUN) 143.42 c 142.96 143.16 143.29 143.49 143.62 143.82 143.95 143.26 143.16 143.35 144.08 142.07 52.9 52.1 143.94 142.47 0.61 0.31 237000

Euro-bund 5Y (JUN) 125.36 c 125.15 125.25 125.30 125.40 125.45 125.55 125.60 125.31 125.33 125.99 125.77 124.82 48.1 46.4 125.71 124.98 0.31 0.16 467000

Euro-BTP 10Y (JUN) 122.48 c 121.92 122.14 122.31 122.53 122.70 122.92 123.09 122.37 121.27 119.65 123.22 120.05 68.9 69.0 122.89 119.72 0.58 0.29 251000

Gilt 10Y (JUN) 109.94 c 109.35 109.58 109.76 109.99 110.17 110.40 110.58 109.73 109.66 109.71 110.32 108.59 55.2 53.8 110.36 109.05 0.53 0.27 224000

Commodity futures Bollinger

BollingerBond futures

Technical levels

Technical levels

RSISMA Breakout

BreakoutSMA RSI


ATR Stop Trade size


S&P 500 mini (JUN) 1844.75 1815.92 1823.33 1834.17 1841.58 1852.42 1859.83 1870.67 1861.80 1858.31 1833.82 1892.50 1830.50 42.6 46.4 1885.20 1830.73 20.57 10.28 97

Nasdaq 100 mini (JUN) 3528.25 3455.17 3472.83 3500.67 3518.33 3546.17 3563.83 3591.67 3570.85 3621.99 3615.30 3726.00 3474.50 36.9 39.6 3736.31 3501.01 58.93 29.46 34

Dow Jones mini (JUN) 16185 15997 16052 16116 16171 16235 16290 16354 16340 16273 16100 16574 15979 41.7 46.3 16504 16037 165 83 12

Russell 2000 mini (JUN) 1138.9 1107.8 1117.0 1128.1 1137.3 1148.4 1157.6 1168.7 1157.8 1173.2 1159.5 1205.8 1125.2 35.8 39.8 1213.4 1131.8 21.6 10.8 93

Euro STOXX 50 (JUN) 3109 c 3033 3056 3083 3106 3133 3156 3183 3132 3074 3078 3175 2970 53.0 52.9 3168 2978 47 23 31

DAX 30 (JUN) 9502.0 c 9288.3 9349.7 9425.8 9487.2 9563.3 9624.7 9700.8 9605.7 9394.4 9449.2 9741.5 8909.5 50.1 51.4 9801.6 8996.9 141.0 70.5 10

CAC 40 (APR) 4423.5 c 4323.0 4352.5 4388.0 4417.5 4453.0 4482.5 4518.0 4444.6 4356.5 4315.5 4495.5 4182.5 56.5 56.7 4501.8 4212.0 58.1 29.0 25

FTSE 100 (JUN) 6539.5 6415.5 6454.0 6491.5 6530.0 6567.5 6606.0 6643.5 6584.8 6560.7 6614.1 6700.0 6431.5 44.1 44.8 6643.4 6468.0 77.5 38.7 15

IBEX 35 (APR) 10440 c 10089 10218 10329 10458 10569 10698 10809 10519 10174 10094 10666 9700 59.6 59.0 10668 9682 169 84 9

FTSE MIB 40 (JUN) 21413 c 20592 20921 21167 21496 21742 22071 22317 21623 21046 20403 21930 20105 55.7 57.8 21956 20156 349 175 4

AEX (APR) 402.7 c 394.7 397.1 399.9 402.3 405.1 407.5 410.3 405.2 396.0 395.3 408.4 379.7 57.5 57.1 411.7 380.4 4.6 2.3 320

BEL 20 (APR) 3098.3 c 3097.0 3108.9 3103.6 3115.5 3110.2 3122.1 3116.8 3134.1 3094.2 3021.4 3154.2 2986.1 46.5 52.2 3175.3 3012.2 17.5 8.8 83

OMX S30 (APR) 1358.50 c 1339.83 1344.17 1351.33 1355.67 1362.83 1367.17 1374.33 1361.45 1343.20 1335.85 1373.00 1307.50 57.1 55.7 1373.57 1312.09 14.28 7.14 910

OBX 25 (APR) 500.76 c 492.44 496.32 498.54 502.42 504.64 508.52 510.74 508.54 505.84 503.44 515.80 489.60 35.9 42.2 519.41 492.19 4.91 2.46 2400

SMI 20 (JUN) 8325 c 8238 8264 8294 8320 8350 8376 8406 8366 8258 8267 8431 8051 53.3 52.6 8436 8070 96 48 18

Nikkei 225 (JUN) 14340 14240 14410 14500 14670 14760 14930 15020 14906 14601 14745 15270 14040 37.2 41.7 15160 13982 298 149 690

Hang Seng (APR) 22798 22112 22223 22427 22538 22742 22853 23057 22526 21949 22131 22752 21051 71.0 63.7 22809 21061 310 155 50

ASX SPI 200 (JUN) 5463 5349 5367 5386 5404 5423 5441 5460 5409 5369 5316 5435 5266 68.7 63.2 5437 5297 55 28 39

Technical levels BollingerEquity index futures SMA Breakout RSI


ATR Stop Trade size


Apple 523.44 c 511.97 515.33 519.39 522.75 526.81 530.17 534.23 532.01 534.08 529.56 549.00 521.89 33.0 40.0 546.57 521.40 7.15 3.57 280

Amazon 327.07 c 311.45 314.94 321.01 324.50 330.57 334.06 340.13 328.68 351.94 360.18 383.11 313.13 33.2 34.0 388.77 313.43 10.64 5.32 190

Bank of America 16.44 c 16.04 16.15 16.29 16.40 16.54 16.65 16.79 16.78 17.14 16.85 18.03 16.19 32.4 39.0 17.83 16.44 0.35 0.17 5800

Barclays 238.60 c 227.12 230.73 234.67 238.28 242.22 245.83 249.77 243.09 236.79 250.92 249.00 228.30 47.6 46.0 246.28 227.36 5.72 2.86 210

Banco Espirito 1.367 c 1.280 1.310 1.339 1.369 1.398 1.428 1.457 1.420 1.386 1.316 1.466 1.282 44.2 48.3 1.456 1.310 0.045 0.023 32000

BMW 91.20 c 88.20 89.32 90.26 91.38 92.32 93.44 94.38 92.27 87.56 84.71 94.23 77.58 62.7 64.7 97.61 78.18 1.96 0.98 740

BNP Paribas 57.62 c 55.16 56.05 56.83 57.72 58.50 59.39 60.17 58.37 57.07 57.98 59.85 54.72 50.6 50.3 59.05 54.98 1.34 0.67 1100

BP 477.20 c 466.10 471.50 474.35 479.75 482.60 488.00 490.85 484.53 478.87 483.07 490.85 465.60 42.5 44.3 490.37 466.85 6.89 3.45 170

Citigroup 46.60 c 45.47 45.79 46.20 46.52 46.93 47.25 47.66 47.24 48.22 48.62 51.00 46.29 33.3 37.8 50.71 45.70 0.96 0.48 2100

Caterpillar 102.39 c 98.86 99.91 101.15 102.20 103.44 104.49 105.73 102.17 98.45 96.12 103.38 95.06 70.4 68.5 103.45 93.61 1.61 0.81 1200

Commerzbank 13.810 c 12.737 13.153 13.482 13.898 14.227 14.643 14.972 14.091 13.131 13.023 14.480 11.860 59.4 59.4 14.497 11.832 0.423 0.212 3400

Facebook 58.19 c 55.80 56.48 57.34 58.02 58.88 59.56 60.42 58.82 64.06 64.51 72.59 55.44 33.9 36.5 72.51 55.00 2.53 1.27 790

Societe Generale 45.525 c 42.728 43.742 44.633 45.647 46.538 47.552 48.443 46.746 45.274 45.383 47.890 43.235 47.5 49.1 47.607 42.824 1.191 0.595 1200

Google 554.90 c 532.62 537.11 546.01 550.50 559.40 563.89 572.79 554.59 557.28 557.28 604.83 527.15 #N/A N/A #N/A N/A #VALUE! #VALUE! 9.71 4.86 210

Goldman Sachs 156.56 c 151.83 153.65 155.11 156.93 158.39 160.21 161.67 162.34 165.13 165.17 173.96 158.44 26.4 32.4 171.57 158.21 3.09 1.55 650

Inditex 109.50 c 105.48 107.17 108.33 110.02 111.18 112.87 114.03 111.33 107.88 108.33 114.10 101.05 50.6 52.2 114.83 101.24 1.99 1.00 730

JP Morgan 58.85 c 57.62 57.94 58.39 58.71 59.16 59.48 59.93 59.76 59.08 57.53 61.09 56.27 40.4 47.3 61.77 56.52 1.00 0.50 2000

Netflix 348.89 c 328.86 333.63 341.26 346.02 353.65 358.42 366.05 348.35 386.93 410.21 446.68 331.11 31.1 31.1 451.23 317.57 14.50 7.25 140

Rio Tinto 3426.50 c 3282.67 3312.83 3369.67 3399.83 3456.67 3486.83 3543.67 3368.70 3256.93 3287.84 3409.00 3102.50 65.5 60.6 3442.47 3081.58 76.47 38.23 16

Banco Santander 7.174 c 6.909 6.972 7.073 7.136 7.237 7.300 7.401 7.148 6.721 6.578 7.248 6.268 76.9 72.2 7.320 6.140 0.139 0.069 10000

Vodafone 215.00 c 207.80 210.70 212.85 215.75 217.90 220.80 222.95 218.54 222.63 229.64 230.75 215.85 28.0 33.7 230.10 214.79 4.13 2.07 290

Volkswagen 189.45 c 183.75 185.65 187.55 189.45 191.35 193.25 195.15 190.22 184.17 188.85 193.95 174.90 61.0 56.4 193.86 174.73 3.92 1.96 370

Technical levels BollingerEquities (majors) SMA Breakout RSI


ATR Stop Trade size


Telecom Argentina 17.84 c 16.78 17.02 17.43 17.67 18.08 18.32 18.73 18.02 17.38 16.64 19.17 15.65 53.1 54.9 19.06 15.79 0.65 0.33 3100

KBC Group 43.75 c 40.94 42.05 42.90 44.02 44.87 45.98 46.83 45.19 44.57 44.73 46.20 42.11 41.4 44.9 46.50 42.60 1.12 0.56 1300

Petroleo Brasileiro 13.92 c 12.29 12.99 13.46 14.16 14.63 15.33 15.80 13.57 11.78 11.28 14.36 9.87 70.5 68.6 14.54 9.19 0.53 0.27 3800

Vale 15.07 c 14.23 14.60 14.84 15.21 15.45 15.82 16.06 14.65 13.42 13.72 15.05 12.29 83.9 73.2 15.09 11.84 0.45 0.22 4500

Itau Unibanco Holding 15.570 c 14.438 14.997 15.283 15.842 16.128 16.687 16.973 15.444 14.024 13.257 15.810 12.315 73.4 71.2 16.255 11.902 0.459 0.230 4400

Banco Bradesco 14.70 c 13.34 14.00 14.35 15.01 15.36 16.02 16.37 14.40 12.79 11.77 14.92 11.07 80.7 77.7 15.25 10.47 0.46 0.23 4400

Banco de Chile 77.25 c 75.47 76.12 76.69 77.34 77.91 78.56 79.13 76.32 73.31 72.24 77.02 69.21 59.6 56.1 78.24 68.65 1.35 0.68 1500

Quimica y Minera 30.40 c 28.64 29.27 29.84 30.47 31.04 31.67 32.24 30.53 30.61 28.80 32.17 29.36 48.0 51.2 31.55 29.57 1.05 0.52 1900

Bancolombia 56.93 c 55.88 56.25 56.59 56.96 57.30 57.67 58.01 56.42 54.01 49.56 57.13 50.44 76.1 73.3 57.96 50.35 1.15 0.57 1700

Nokia 5.59 c 5.24 5.33 5.46 5.55 5.68 5.77 5.90 5.52 5.43 5.38 5.72 5.15 58.3 55.9 5.64 5.19 0.15 0.07 9800

Peugeot 14.075 c 12.823 13.272 13.673 14.122 14.523 14.972 15.373 14.228 13.395 12.649 14.500 12.355 60.4 60.9 14.613 12.194 0.493 0.247 2900

Credit Agricole 11.44 c 10.69 10.99 11.22 11.52 11.74 12.04 12.27 11.77 11.51 11.02 12.04 10.95 45.3 49.9 12.00 11.01 0.29 0.15 4900

OTP Bank 4390.0 c 4216.7 4251.3 4320.7 4355.3 4424.7 4459.3 4528.7 4349.8 4036.1 4116.0 4365.0 3500.0 74.3 66.2 4570.0 3542.0 122.4 61.2 3600

MOL Hungarian Oil & Gas 13050 c 12630 12790 12920 13080 13210 13370 13500 13102 12535 13189 13300 11765 59.5 54.7 13388 11633 343 171 1300

Unicredit 6.57 c 6.19 6.34 6.45 6.61 6.72 6.87 6.98 6.69 6.52 6.04 6.84 5.89 52.1 55.7 6.84 6.20 0.19 0.09 7700

Eni 18.13 c 17.79 17.90 18.02 18.13 18.25 18.36 18.48 18.19 17.81 17.37 18.42 17.05 60.2 61.1 18.57 17.10 0.23 0.11 6400

Fiat Industrial 9.75 c 9.36 9.56 9.65 9.85 9.94 10.14 10.23 9.75 9.75 9.75 10.04 9.75 #N/A N/A #N/A N/A 9.75 9.75 0.29 0.15 5000

Tenaris 44.67 c 43.96 44.12 44.40 44.56 44.84 45.00 45.28 44.41 43.18 43.60 44.88 40.89 66.6 61.2 45.35 41.13 0.66 0.33 3000

ArcerlorMittal 11.99 c 11.58 11.68 11.84 11.94 12.10 12.20 12.36 11.79 11.35 11.71 11.97 10.53 69.2 62.6 12.13 10.59 0.26 0.13 5600

America Movil 20.51 c 19.56 19.99 20.25 20.69 20.95 21.38 21.64 20.65 20.08 20.38 21.17 19.20 57.1 54.6 21.00 19.19 0.55 0.28 3600

Grupo Financiero Santander Mexico 12.12 c 11.66 11.81 11.96 12.11 12.26 12.41 12.56 11.98 11.48 11.29 12.32 10.28 63.1 60.0 12.56 10.41 0.41 0.20 4900

Grupo Televisa 33.20 c 31.72 32.04 32.62 32.94 33.52 33.84 34.42 33.72 32.28 30.38 34.61 30.48 57.7 60.1 34.60 30.07 0.90 0.45 2200

KGHM Polska Miedz 111.45 c 105.70 106.85 109.15 110.30 112.60 113.75 116.05 108.13 105.01 109.27 111.35 98.70 63.3 57.4 111.54 98.53 3.14 1.57 1900

PKO Bank Polski 42.85 c 41.30 41.65 42.25 42.60 43.20 43.55 44.15 42.54 41.51 41.96 42.95 39.52 63.3 58.9 43.15 39.86 0.82 0.41 7400

Galp Energia 12.34 c 11.83 12.08 12.21 12.47 12.60 12.85 12.98 12.58 12.23 11.92 12.73 11.67 49.1 53.1 12.86 11.60 0.20 0.10 7200

Portugal Telecom 3.24 c 3.14 3.18 3.21 3.24 3.27 3.31 3.34 3.17 3.15 3.25 3.31 2.99 64.1 56.9 3.25 3.03 0.08 0.04 18000

Banco Commercial Portugues 0.225 c 0.211 0.216 0.221 0.227 0.231 0.237 0.241 0.231 0.223 0.201 0.239 0.204 52.1 55.9 0.237 0.208 0.008 0.004 184000

Gazprom 7.53 c 7.31 7.40 7.46 7.55 7.62 7.70 7.77 7.63 7.20 7.74 7.89 6.25 53.4 51.9 8.05 6.39 0.28 0.14 7000

VTB Bank OJSC 2.09 c 1.99 2.02 2.05 2.09 2.12 2.15 2.19 2.11 1.95 2.25 2.25 1.59 54.5 51.4 2.29 1.62 0.10 0.05 20000

Sberbank of Russia 9.13 c 8.79 8.95 9.04 9.20 9.28 9.44 9.53 9.45 9.09 10.06 9.83 7.69 44.2 44.7 10.08 8.13 0.42 0.21 4800

Rosneft Oil Company 6.46 c 6.27 6.33 6.39 6.45 6.52 6.57 6.64 6.50 6.44 6.73 6.74 6.03 45.7 45.7 6.73 6.17 0.18 0.09 11000

Telefonica 11.66 c 11.34 11.45 11.56 11.67 11.78 11.89 12.00 11.63 11.32 11.35 11.76 10.84 69.4 63.0 11.78 10.85 0.18 0.09 8000

BBVA 9.13 c 8.78 8.89 9.01 9.12 9.24 9.35 9.47 9.14 8.77 8.78 9.34 8.32 59.4 56.6 9.27 8.26 0.20 0.10 7100

Repsol 18.695 c 18.235 18.405 18.550 18.720 18.865 19.035 19.180 18.791 18.183 17.970 19.000 17.185 61.1 60.1 19.162 17.230 0.300 0.150 4800

Technical levels Breakout RSI BollingerEquities (regional) SMA


Instrument CFD Futures First notice Instrument CFD Futures First notice

Bond futures

WTI Crude (MAY) OILUS CL Apr-24 UST 10Y (JUN) TY May-30

Brent Crude (MAY) OILUK LCO Apr-15 UST 15Y (JUN) US May-30

Gasoline (MAY) GASOLINEUS RB May-02 Euro-bund 10Y (JUN) BUND FGBL Jun-06

Gas oil (MAY) GASOILUK FP May-12 Euro-bund 5Y (JUN) BOBL FGBM Jun-06

Heating oil (MAY) HEATINGOIL HO May-02 Euro-BTP 10Y (JUN) 10YBTP FBTP Jun-06

Natural gas (MAY) NATGASUS NG Apr-29 Gilt 10Y (JUN) FLG May-29

Gold (JUN) GOLD GC May-30

Silver (MAY) SILVER SI Apr-30

Platinum (JUL) PLATINUM PL Jun-30 S&P 500 mini (JUN) SP500.I ES Jun-20

Palladium (JUN) PALLADIUM PA May-30 Nasdaq 100 mini (JUN) NAS100.I NQ Jun-20

Copper (MAY) COPPERUS HG Apr-30 Dow Jones mini (JUN) DJI.I YM Jun-20

Soy bean (MAY) SOYBEANS ZS Apr-30 Russell 2000 mini (JUN) RUSSELL2000 TF Jun-20

Wheat (MAY) WHEAT ZW Apr-30 Euro STOXX 50 (JUN) STOXX50E.I FESX Jun-20

Milling wheat (NOV) CORN ZC Nov-11 DAX 30 (JUN) DAX.I FDX Jun-20

Corn (MAY) EBM Apr-30 CAC 40 (APR) CAC40.I FCE Apr-17

Cocoa (JUL) COCOANY CC Jun-17 FTSE 100 (JUN) FTSE100.I FFI Jun-20

Coffee Arabica (MAY) COFFEENY KC Apr-22 IBEX 35 (APR) IBEX35.I MFXI Apr-17

Coffee Robusta (JUL) RC Jul-01 FTSE MIB 40 (JUN) SPMIB.I SPMIB Jun-20

Sugar (MAY) SUGARNY SB May-01 AEX (APR) AEX.I AEX Apr-17

Cotton (MAY) CT Apr-24 BEL 20 (APR) BLG20.I Apr-17

Live cattle (JUN) LIVECATTLE LE Jun-09 OMX S30 (APR) SWE30.I OMX Apr-16

Lean hogs (JUN) LH Jun-13 OBX 25 (APR) NOR25.I OBX Apr-16

SMI 20 (JUN) SMI.I FSMI Jun-20

Nikkei 225 (JUN) NI225.I SSI Jun-12

Hang Seng (APR) HSI.I HSI Apr-29

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

Commodity futures

Equity index futures

AMZN:xnas

BAC:xnys

BARC:xlon

BES:xlis

BMW:xetr

BNP:xpar

BP:xlon

C:xnys

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

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

BNP Paribas

BP

Citigroup

Caterpillar

Apple

Amazon

Bank of America

Barclays

Banco Espirito

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

Goldman Sachs

Inditex

JP Morgan

Netflix

Rio Tinto

KBC:xbru

PBR:xnys

VALE:xnys

ITU:xnys

BBD:xnys

Societe Generale

Google

Vale

Itau Unibanco Holding

Banco Bradesco

Volkswagen

Telecom Argentina

KBC Group

Petroleo Brasileiro

Banco Santander

Vodafone

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 ½ ATR. If 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 ½ ATR from entry. In the above EURUSD example a

position size of EUR 181,000 will trigger a USD 995.5 loss using ½ 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 day’s closing price.

Bollinger Band (two standard deviations):

Green may indicate oversold levels. Red may

indicate overbought levels.

Pivot is 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 session’s price has traded through a level.

Simple Moving Average (SMA): Green

indicates that the latest price is above

the SMA. Red indicates the opposite.

Breakout is based on Donchian Channels.

Red indicates that the instrument closed

below the previous 20-day low. Green

indicates that the instrument closed

above the previous 20-day high.


http://www.investopedia.com/terms/r/rsi.asp

http://www.investopedia.com/terms/a/atr.asp

http://www.investopedia.com/terms/e/ema.asp

http://www.investopedia.com/terms/b/bollingerbands.asp

http://www.investopedia.com/terms/p/pivotpoint.asp

http://www.investopedia.com/terms/s/sma.asp

http://www.investopedia.com/terms/b/breakout.asp

http://www.investopedia.com/terms/d/donchianchannels.asp

Example: Technical levels


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 day’s high, low, and close are used to calculate the

present day’s technical levels.

Example: Bollinger bands


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.

Example: Donchian channel


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.

Example: Relative strength index


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.

Example: Simple moving average


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.


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Documents

Saxo Trade Navigator - tradingfloor.com · Saxo Trade Navigator . 2 Wednesday, 09 April 2014 ATR Stop Trade size Instrument Last Sup 3 Sup 2 Sup 1 Pivot Res 1 Res 2 Res 3 5d 21d 55d