Saxo Trade Navigator

7/27/2019 Saxo Trade Navigator

1/16

Thursday, 25 July 2013

1

Saxo Trade Navigator


2/16


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 1.3212 1.3088 1.3132 1.3167 1.3211 1.3246 1.3290 1.3325 1.3172 1.3041 1.3066 1.3239 1.2755 62.8 58.4 1.3283 1.2802 0.0104 0 .0052 192000

USD/JPY 99.93 98.58 98.98 99.63 100.03 100.68 101.08 101.73 100.09 99.79 99.59 101.53 97.24 52.2 52.6 101.40 98.39 1.25 0.63 159000

EUR/JPY 132.02 130.21 130.80 131.57 132.16 132.93 133.52 134.29 131.83 130.13 130.08 132.44 126.58 64.7 61.4 132.44 128.11 1.46 0.73 137000

EUR/GBP 0.8605 0.8553 0.8570 0.8595 0.8612 0.8636 0.8654 0.8678 0.8605 0.8598 0.8544 0.8711 0.8469 50.3 52.6 0.8683 0.8523 0.0054 0 .0027 243000

EUR/CHF 1.2377 1.2306 1.2332 1.2353 1.2378 1.2400 1.2425 1.2447 1.2367 1.2361 1.2380 1.2466 1.2240 53.3 52.5 1.2437 1.2295 0.0061 0 .0031 306000

GBP/USD 1.5355 1.5172 1.5230 1.5273 1.5331 1.5374 1.5432 1.5475 1.5307 1.5168 1.5292 1.5440 1.4814 60.9 55.8 1.5442 1.4880 0.0128 0 .0064 157000

CHF/JPY 106.67 105.60 105.97 106.46 106.83 107.32 107.69 108.18 106.59 105.27 105.07 107.11 103.12 63.4 60.5 107.16 103.55 1.06 0.53 189000

USD/CHF 0.9367 0.9299 0.9320 0.9347 0.9368 0.9395 0.9416 0.9443 0.9389 0.9480 0.9477 0.9751 0.9323 40.5 43.9 0.9679 0.9286 0.0093 0 .0046 202000

USD/CAD 1.0303 1.0216 1.0239 1.0278 1.0301 1.0340 1.0363 1.0402 1.0337 1.0443 1.0337 1.0609 1.0278 36.5 42.0 1.0613 1.0270 0.0073 0 .0036 284000

AUD/USD 0.9159 0.8903 0.9018 0.9090 0.9205 0.9277 0.9392 0.9464 0.9210 0.9178 0.9452 0.9345 0.8999 45.4 44.1 0.9307 0.9039 0.0129 0 .0064 155000

NZD/USD 0.8003 0.7779 0.7843 0.7886 0.7950 0.7993 0.8057 0.8100 0.7943 0.7841 0.7963 0.8009 0.7688 63.4 57.9 0.7995 0.7692 0.0111 0 .0056 180000

GBP/CHF 1.4383 1.4282 1.4316 1.4337 1.4371 1.4392 1.4426 1.4447 1.4371 1.4378 1.4490 1.4507 1.4195 51.7 49.2 1.4479 1.4270 0.0103 0 .0052 181000

AUD/JPY 91.53 90.39 91.03 91.45 92.10 92.52 93.17 93.59 92.18 91.58 94.14 93.07 89.70 47.0 46.4 93.08 90.18 1.24 0.62 161000

CAD/JPY 96.98 95.43 95.97 96.58 97.12 97.74 98.28 98.89 96.82 95.56 96.35 97.13 92.81 64.3 60.3 97.34 94.00 1.14 0.57 175000

GBP/JPY 153.43 151.64 152.23 152.89 153.47 154.13 154.71 155.37 153.20 151.36 152.25 153.84 148.79 63.4 59.3 153.99 148.89 1.69 0.85 118000

GBP/CAD 1.5821 1.5637 1.5692 1.5744 1.5799 1.5851 1.5906 1.5958 1.5823 1.5840 1.5806 1.6223 1.5609 49.7 49.1 1.6053 1.5607 0.0122 0 .0061 169000

ATR Stop Trade size


AUD/USD 0.9159 0.8903 0.9018 0.9090 0.9205 0.9277 0.9392 0.9464 0.9210 0.9178 0.9452 0.9345 0.8999 45.4 44.1 0.9307 0.9039 0.0129 0 .0064 155000

NZD/USD 0.8003 0.7779 0.7843 0.7886 0.7950 0.7993 0.8057 0.8100 0.7943 0.7841 0.7963 0.8009 0.7688 63.4 57.9 0.7995 0.7692 0.0111 0 .0056 180000

USD/CAD 1.0303 1.0216 1.0239 1.0278 1.0301 1.0340 1.0363 1.0402 1.0337 1.0443 1.0337 1.0609 1.0278 36.5 42.0 1.0613 1.0270 0.0073 0 .0036 284000

CAD/USD 0.9706 0.9613 0.9649 0.9672 0.9708 0.9731 0.9767 0.9790 0.9674 0.9576 0.9676 0.9730 0.9426 63.6 58.1 0.9735 0.9420 0.0067 0 .0034 298000

AUD/NZD 1.1445 1.1391 1.1460 1.1505 1.1574 1.1619 1.1688 1.1733 1.1593 1.1704 1.1867 1.1987 1.1542 25.1 29.3 1.1867 1.1520 0.0095 0 .0048 263000

AUD/CAD 0.9438 0.9219 0.9322 0.9388 0.9491 0.9557 0.9660 0.9726 0.9520 0.9584 0.9768 0.9785 0.9353 36.9 38.5 0.9733 0.9423 0.0114 0 .0057 181000

NZD/CAD 0.8247 0.8052 0.8106 0.8144 0.8198 0.8236 0.8290 0.8328 0.8212 0.8190 0.8231 0.8302 0.8057 57.4 54.1 0.8275 0.8109 0.0097 0 .0048 213000

EUR/AUD 1.4424 1.3993 1.4090 1.4248 1.4345 1.4503 1.4599 1.4757 1.4302 1.4210 1.3836 1.4478 1.3865 61.9 60.7 1.4459 1.3979 0.0176 0 .0088 124000

EUR/NZD 1.6508 1.6340 1.6419 1.6530 1.6609 1.6720 1.6799 1.6910 1.6583 1.6631 1.6415 1.6946 1.6229 43.1 46.9 1.6869 1.6386 0.0209 0 .0104 120000

EUR/CAD 1.3614 1.3496 1.3534 1.3575 1.3614 1.3655 1.3693 1.3734 1.3616 1.3618 1.3506 1.3770 1.3431 50.0 51.6 1.3728 1.3508 0.0098 0 .0049 211000

AUD/JPY 91.53 90.39 91.03 91.45 92.10 92.52 93.17 93.59 92.18 91.58 94.14 93.07 89.70 47.0 46.4 93.08 90.18 1.24 0.62 161000

NZD/JPY 79.97 78.48 78.85 79.20 79.57 79.91 80.29 80.63 79.50 78.25 79.32 80.09 75.30 67.9 60.9 80.16 76.56 1.17 0.59 171000

XAU/USD 1322.10 1272.13 1292.71 1307.43 1328.01 1342.73 1363.31 1378.03 1316.68 1268.55 1338.49 1346.83 1180.57 60.2 55.0 1343.21 1198.09 28.16 14.08 71

XAG/USD 20.108 19.413 19.714 19.946 20.247 20.479 20.780 21.012 20.028 19.591 21.174 20.614 18.221 53.0 49.3 20.643 18.644 0.646 0.323 3100

XAU/XAG 65.74 64.28 64.81 65.16 65.69 66.04 66.57 66.92 65.75 64.76 63.32 66.62 61.88 57.2 57.2 66.54 62.84 1.14 0.57 87

XAU/EUR 1000.72 969.07 982.85 992.19 1005.97 1015.31 1029.09 1038.43 999.54 972.66 1024.50 1017.99 906.37 57.0 52.5 1017.46 930.86 18.70 9.35 81

XAG/EUR 15.222 14.787 14.986 15.140 15.338 15.492 15.690 15.844 15.205 15.022 16.208 15.647 13.986 50.1 47.2 15.684 14.439 0.448 0.224 3400

Technical levels

Technical levelsForex (commodities)

Forex (majors) SMA Breakout

Breakout

Bollinger

BollingerSMA RSI

RSI


3/16


ATR Stop Trade size


EUR/NOK 7.8205 7.7180 7.7423 7.7833 7.8076 7.8486 7.8729 7.9139 7.8207 7.8961 7.7333 8.0408 7.7654 43.7 47.8 8.0043 7.7825 0.0732 0 .0366 162000

EUR/SEK 8.5908 8.4507 8.4862 8.5375 8.5730 8.6243 8.6598 8.7111 8.5748 8.6756 8.6467 8.8164 8.5185 41.9 43.9 8.8051 8.5349 0.0738 0 .0369 176000

EUR/DKK 7.4577 c 7.4555 7.4564 7.4570 7.4579 7.4585 7.4594 7.4600 7.4579 7.4586 7.4568 7.4609 7.4534 42.9 46.9 7.4605 7.4567 0.0019 0.0010 5824000

NOK/SEK 1.0985 1.0919 1.0939 1.0957 1.0977 1.0995 1.1015 1.1033 1.0963 1.0988 1.1185 1.1163 1.0861 48.3 45.3 1.1089 1.0879 0.0087 0.0044 1494000

NOK/DKK 0.9536 0.9419 0.9470 0.9501 0.9552 0.9583 0.9634 0.9665 0.9536 0.9446 0.9647 0.9604 0.9276 56.3 52.0 0.9581 0.9318 0.0088 0.0044 1277000

SEK/DKK 0.8681 0.8557 0.8610 0.8646 0.8699 0.8736 0.8789 0.8826 0.8698 0.8598 0.8625 0.8756 0.8466 57.8 56.0 0.8737 0.8469 0.0073 0.0036 1547000

USD/NOK 5.9194 5.8144 5.8432 5.8850 5.9138 5.9556 5.9844 6.0262 5.9374 6.0554 5.9193 6.2720 5.8671 37.7 43.1 6.2311 5.8743 0.0756 0 .0378 157000

USD/SEK 6.5022 6.3654 6.4034 6.4546 6.4926 6.5438 6.5818 6.6330 6.5096 6.6536 6.6187 6.8654 6.4411 36.9 40.6 6.8498 6.4474 0.0810 0 .0405 161000

AUD/NOK 5.4216 5.3320 5.3697 5.4005 5.4381 5.4689 5.5065 5.5373 5.4686 5.5578 5.5921 5.7015 5.4425 33.4 38.3 5.6838 5.4206 0.0780 0 .0390 152000AUD/SEK 5.9557 5.8417 5.8842 5.9226 5.9651 6.0035 6.0460 6.0844 5.9952 6.1064 6.2552 6.2843 5.9667 30.2 34.4 6.2579 5.9391 0.0803 0 .0401 162000

NZD/NOK 4.7375 4.6362 4.6537 4.6777 4.6952 4.7192 4.7367 4.7607 4.7163 4.7477 4.7120 4.8739 4.6807 52.0 51.4 4.8262 4.6680 0.0643 0 .0322 184000

NZD/SEK 5.2039 5.0699 5.0948 5.1270 5.1519 5.1841 5.2090 5.2412 5.1717 5.2166 5.2701 5.3618 5.1401 51.0 48.5 5.3002 5.1286 0.0654 0 .0327 199000

CAD/NOK 5.7449 5.6545 5.6782 5.7122 5.7359 5.7699 5.7936 5.8276 5.7441 5.7984 5.7256 5.9288 5.7051 44.3 47.3 5.8891 5.7040 0.0653 0 .0327 181000

CAD/SEK 6.3106 6.1852 6.2193 6.2631 6.2972 6.3410 6.3751 6.4189 6.2974 6.3705 6.4029 6.4987 6.2502 42.9 43.8 6.4737 6.2593 0.0682 0 .0341 191000

CHF/NOK 6.3193 6.2349 6.2560 6.2895 6.3106 6.3441 6.3652 6.3987 6.3246 6.3874 6.2471 6.5140 6.2769 43.0 47.2 6.4795 6.2861 0.0693 0 .0346 171000

CHF/SEK 6.9416 6.8185 6.8504 6.8950 6.9269 6.9715 7.0034 7.0480 6.9336 7.0181 6.9847 7.1724 6.8861 41.0 43.5 7.1276 6.8942 0.0703 0 .0351 185000

NOK/JPY 16.88 16.68 16.78 16.85 16.95 17.02 17.12 17.19 16.86 16.48 16.83 16.97 15.95 66.5 60.0 16.95 16.06 0.24 0.12 830000

SEK/JPY 15.37 15.18 15.27 15.34 15.44 15.50 15.60 15.67 15.38 15.00 15.05 15.48 14.45 70.1 64.7 15.48 14.57 0.20 0.10 982000

GBP/NOK 9.0889 8.9433 8.9802 9.0292 9.0661 9.1151 9.1520 9.2010 9.0892 9.1837 9.0501 9.4207 9.0278 43.9 46.7 9.3341 9.0161 0.1022 0 .0511 116000

GBP/SEK 9.9844 9.8072 9.8516 9.9077 9.9521 10.0082 10.0526 10.1087 9.9649 10.0909 10.1203 10.3802 9.9051 42.5 43.2 10.2709 9.8859 0.1004 0.0502 129000

NOK/PLN 0.5413 0.5368 0.5379 0.5394 0.5405 0.5420 0.5431 0.5446 0.5402 0.5430 0.5505 0.5519 0.5353 46.5 45.2 0.5499 0.5358 0.0058 0.0029 1111000

SEK/PLN 0.4926 0.4882 0.4896 0.4910 0.4924 0.4938 0.4952 0.4966 0.4927 0.4941 0.4921 0.5002 0.4883 48.4 49.2 0.4985 0.4898 0.0047 0.0024 1362000

NOK/HUF 37.83 37.39 37.60 37.73 37.94 38.07 38.28 38.41 37.77 37.26 38.03 38.11 36.71 60.0 54.7 37.98 36.56 0.45 0.22 1003000

SEK/HUF 34.44 33.99 34.20 34.35 34.56 34.70 34.91 35.06 34.45 33.91 34.00 34.72 33.39 61.4 57.9 34.62 33.23 0.36 0.18 1239000

NOK/CZK 3.315 3.248 3.275 3.291 3.318 3.334 3.361 3.377 3.314 3.288 3.348 3.344 3.227 55.7 52.3 3.330 3.249 0.035 0.018 1116000

SEK/CZK 3.018 2.952 2.978 2.995 3.022 3.039 3.065 3.083 3.023 2.992 2.993 3.048 2.935 58.8 57.2 3.034 2.954 0.030 0.015 1319000

Technical levelsForex (scandies) RSI BollingerSMA Breakout


4/16


ATR Stop Trade size


EUR/PLN 4.2324 4.1780 4.1892 4.2098 4.2210 4.2416 4.2528 4.2734 4.2256 4.2878 4.2558 4.3535 4.2004 38.2 41.7 4.3702 4.1999 0.0336 0 .0168 191000

EUR/HUF 295.83 293.41 294.25 295.26 296.10 297.11 297.95 298.96 295.42 294.22 293.97 297.59 291.07 57.3 54.2 296.94 291.32 2.45 1.23 183000

EUR/CZK 25.921 25.667 25.757 25.817 25.907 25.967 26.057 26.117 25.920 25.956 25.873 26.173 25.760 50.1 51.1 26.098 25.821 0.150 0.075 262000

EUR/RON 4.3875 4.3471 4.3645 4.3777 4.3951 4.4083 4.4257 4.4389 4.4125 4.4336 4.4238 4.4845 4.4025 25.3 34.8 4.4670 4.3983 0.0318 0 .0159 209000

PLN/HUF 69.90 69.19 69.60 69.81 70.22 70.43 70.84 71.05 69.92 68.62 69.09 70.45 67.32 65.3 60.5 70.31 66.99 0.63 0.31 716000

CZK/PLN 0.1633 0.1601 0.1608 0.1622 0.1629 0.1643 0.1650 0.1664 0.1630 0.1652 0.1645 0.1682 0.1617 39.8 41.9 0.1681 0.1621 0.0015 0.0008 4184000

CZK/HUF 11.4128 11.2937 11.3356 11.3916 11.4335 11.4895 11.5314 11.5874 11.3968 11.3348 11.3623 11.5186 11.1962 56.5 53.3 11.4453 11.2145 0.1018 0.0509 4405000

USD/PLN 3.2036 3.1403 3.1555 3.1800 3.1952 3.2197 3.2349 3.2594 3.2079 3.2885 3.2576 3.3878 3.1732 34.9 39.5 3.4022 3.1698 0.0407 0 .0204 157000

USD/HUF 223.91 220.55 221.58 223.00 224.03 225.45 226.48 227.90 224.27 225.63 225.03 231.00 222.03 46.0 46.9 230.08 220.99 2.68 1.34 167000USD/CZK 19.6192 19.3789 19.4532 19.5289 19.6032 19.6789 19.7532 19.8289 19.6792 19.9071 19.8073 20.3260 19.5940 37.5 42.8 20.2954 19.5193 0.1996 0.0998 197000

USD/RON 3.3208 3.2846 3.2983 3.3123 3.3260 3.3400 3.3537 3.3677 3.3500 3.4006 3.3857 3.4842 3.3261 28.0 35.4 3.4827 3.3168 0.0365 0 .0183 182000

ATR Stop Trade size


EUR/TRY 2.5390 2.4878 2.4988 2.5173 2.5283 2.5468 2.5578 2.5763 2.5217 2.5199 2.4725 2.5652 2.4770 57.9 56.9 2.5532 2.4869 0.0268 0 .0134 143000

USD/TRY 1.9209 1.8775 1.8883 1.9043 1.9151 1.9311 1.9419 1.9579 1.9141 1.9321 1.8920 1.9740 1.8996 48.7 50.9 1.9657 1.8983 0.0210 0 .0105 183000

EUR/ZAR 12.8931 12.5750 12.6544 12.7853 12.8647 12.9956 13.0750 13.2059 12.9330 12.9780 12.8520 13.2436 12.7516 45.4 47.3 13.1456 12.7925 0.2071 0.1036 94000

USD/ZAR 9.7586 9.4548 9.5341 9.6593 9.7386 9.8638 9.9431 10.0683 9.8195 9.9527 9.8350 10.2983 9.6812 39.1 42.9 10.1922 9.6974 0.1622 0.0811 120000

EUR/MXN 16.6604 16.3008 16.4035 16.5321 16.6348 16.7634 16.8661 16.9947 16.5082 16.6909 16.6182 17.3438 16.2783 51.3 49.3 17.0338 16.3042 0.2159 0.1080 117000

US D/MXN 12.6101 12.2826 12.3785 12.5010 12.5969 12.7194 12.8153 12.9378 12.5306 12.7989 12.7173 13.2589 12.4315 42.8 43.7 13.1870 12.3744 0.1598 0.0799 158000

TRY/ZAR 5.0775 4.9825 5.0106 5.0514 5.0795 5.1203 5.1484 5.1892 5.1284 5.1501 5.1970 5.2701 5.0800 33.2 38.7 5.2136 5.0791 0.0729 0 .0364 268000

USD/RUB 32.5490 32.1410 32.2054 32.3294 32.3938 32.5178 32.5822 32.7062 32.3864 32.7599 32.1888 33.3727 32.2105 49.8 50.9 33.4117 32.0887 0.2329 0.1164 280000

EUR/RUB 43.004 42.402 42.517 42.684 42.800 42.967 43.082 43.249 42.639 42.688 42.047 43.177 42.021 65.7 61.0 43.151 42.207 0.328 0.164 198000

USD/CNH 6.1373 6.1282 6.1302 6.1327 6.1347 6.1372 6.1392 6.1417 6.1366 6.1368 6.1366 6.1521 6.1232 51.3 50.1 6.1441 6.1286 0.0090 0.0045 1371000

USD/CNY 6.1367 6.1282 6.1313 6.1336 6.1367 6.1390 6.1421 6.1444 6.1388 6.1362 6.1349 6.1519 6.1241 50.7 50.2 6.1453 6.1259 0.0075 0.0037 1637000

USD/HKD 7.7572 7.7563 7.7567 7.7572 7.7576 7.7581 7.7585 7.7590 7.7581 7.7569 7.7598 7.7601 7.7522 46.3 46.4 7.7602 7.7534 0.0020 0.0010 7645000

USD/SGD 1.2673 1.2558 1.2592 1.2633 1.2667 1.2708 1.2742 1.2783 1.2650 1.2681 1.2612 1.2860 1.2568 52.5 52.1 1.2809 1.2546 0.0081 0 .0040 313000

USD/BRL 2.2505 c 2.1806 2.1973 2.2239 2.2406 2.2672 2.2839 2.3105 2.2344 2.2407 2.1597 2.2803 2.1761 55.0 56.2 2.2816 2.2052 0.0305 0.0152 147000

SGD/JPY 78.84 78.15 78.37 78.74 78.96 79.33 79.55 79.92 79.12 78.69 78.96 79.58 76.44 51.5 52.2 79.61 77.98 0.83 0.42 239000

Technical levels

Technical levels

Forex (CE3)

Forex (emerging markets) RSI BollingerSMA Breakout

SMA Breakout RSI Bollinger


5/16


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 (SEP) 105.01 101.55 103.17 104.28 105.90 107.01 108.63 109.74 107.05 103.16 98.36 108.93 9 3.64 54.1 59.6 110.60 96.49 2.13 1.07 940

Brent Crude (SEP) 106.95 103.74 105.00 106.09 107.35 108.44 109.70 110.79 108.11 106.20 104.16 109.18 9 9.93 49.5 54.4 110.85 102.05 1.58 0.79 1300

Gasoline (AUG) 302.74 298.42 300.92 303.20 305.70 307.98 310.48 312.76 308.04 295.09 286.50 316.32 267.64 53.6 58.0 325.12 267.39 6.45 3.23 31000

Gas oil (SEP) 913.00 895.17 902.08 908.92 915.83 922.67 929.58 936.42 922.25 904.07 884.24 931.25 854.00 52.7 56.6 941.33 871.37 12.51 6.26 160

Heating oil (AUG) 302.27 296.78 299.57 302.13 304.92 307.48 310.27 312.83 307.46 298.94 292.79 313.25 282.38 50.9 55.4 313.88 285.35 4.71 2.36 42000

Natural gas (AUG) 3.722 3.574 3.631 3.665 3.722 3.756 3.813 3.847 3.744 3.674 3.877 3.835 3.526 51.0 48.8 3.799 3.542 0.118 0.059 17000

Gold (DEC) 1320.7 1272.7 1293.1 1306.6 1327.0 1340.5 1360.9 1374.4 1314.4 1267.8 1339.7 1349.2 1182.6 60.4 54.4 1339.6 1199.6 29.2 14.6 68

Silver (SEP) 20.07 19.30 19.63 19.83 20.16 20.35 20.68 20.88 19.93 19.50 21.14 20.60 18.17 53.7 49.3 20.50 18.60 0.68 0.34 3000

Platinum (OCT) 1440.4 1420.0 1430.8 1443.0 1453.8 1466.0 1476.8 1489.0 1438.5 1386.2 1434.6 1456.4 1296.0 60.0 56.0 1470.4 1309.8 29.8 14.9 67Palladium (SEP) 741.45 722.12 728.83 737.07 743.78 752.02 758.73 766.97 746.49 707.26 722.58 754.00 629.40 62.0 58.9 771.46 650.46 17.36 8.68 120

Copper (SEP) 318.65 308.23 312.37 315.13 319.27 322.03 326.17 328.93 316.67 313.10 321.92 321.80 301.55 56.6 53.0 322.71 304.41 6.88 3.44 29000

Soy bean (NOV) 1255.75 1231.83 1242.42 1249.58 1260.17 1267.33 1277.92 1285.08 1269.05 1264.70 1268.88 1297.00 1225.00 43.4 45.7 1298.54 1229.74 23.88 11.94 8400

Wheat (SEP) 656.25 641.08 646.92 650.08 655.92 659.08 664.92 668.08 658.35 666.24 689.25 693.00 650.50 36.5 38.1 683.47 647.93 13.08 6.54 15000

Milling wheat (NOV) 190.25 c 187.75 188.75 189.50 190.50 191.25 192.25 193.00 192.30 194.76 200.27 199.50 189.75 28.7 33.3 199.14 190.14 2.65 1.32 570

Corn (DEC) 482.50 467.33 473.42 476.83 482.92 486.33 492.42 495.83 493.05 507.42 529.75 550.00 482.00 29.9 34.0 532.30 478.88 13.44 6.72 15000

Cocoa (SEP) 2360 c 2283 2303 2332 2352 2381 2401 2430 2356 2242 2264 2377 2129 72.6 66.0 2394 2097 44 22 45

Coffee Arabica (SEP) 121.25 c 113.72 117.28 119.27 122.83 124.82 128.38 130.37 124.58 122.90 127.98 134.00 118.05 43.3 44.5 127.76 118.49 4.26 2.13 47000

Coffee Robusta (SEP) 1896 c 1823 1851 1874 1902 1925 1953 1976 1942 1862 1891 1999 1722 50.5 52.8 2005 1733 41 21 48

Sugar (OCT) 16.21 15.75 15.92 16.03 16.20 16.31 16.48 16.59 16.27 16.39 16.81 17.37 15.93 44.3 42.6 16.87 15.82 0.26 0.13 771000

Cotton (DEC) 86.06 83.80 84.35 85.04 85.59 86.28 86.83 87.52 85.73 85.15 85.29 87.11 83.20 56.1 53.6 86.84 83.60 1.53 0.77 130000

Live cattle (OCT) 125.50 124.43 124.98 125.33 125.88 126.23 126.78 127.13 125.98 126.09 124.29 126.98 124.40 46.2 49.9 126.84 125.41 1.06 0.53 189000

Lean hogs (OCT) 86.20 84.99 85.36 85.99 86.36 86.99 87.36 87.99 85.77 85.21 83.95 87.08 83.28 60.7 59.1 86.91 8 3.48 1.04 0.52 193000

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 (SEP) 126.39 125.07 125.59 126.01 126.53 126.94 127.46 127.88 126.87 126.32 128.43 127.31 124.36 45.1 43.6 127.62 125.04 0.77 0.38 260000

UST 15Y (SEP) 134.09 c 131.56 132.53 133.31 134.28 135.06 136.03 136.81 134.96 134.74 138.51 136.84 132.06 40.6 39.9 136.72 132.74 1.40 0.70 143000

Euro-bund 10Y (SEP) 142.68 140.41 141.36 142.04 142.99 143.67 144.62 145.30 143.84 142.73 143.32 144.37 140.45 41.0 45.4 144.77 140.86 0.77 0.38 197000

Euro-bund 5Y (SEP) 125.85 c 124.92 125.30 125.57 125.95 126.22 126.60 126.87 126.39 125.92 126.01 126.72 124.55 41.5 46.4 126.92 125.02 0.40 0.20 377000

Euro-BTP 10Y (SEP) 111.71 110.70 111.04 111.32 111.66 111.94 112.28 112.56 111.38 110.46 112.19 112.19 106.39 64.6 56.8 111.82 109.32 1.06 0.53 143000

Gilt 10Y (SEP) 112.32 111.01 111.55 111.90 112.44 112.79 113.33 113.68 113.15 112.52 114.52 113.76 110.90 41.6 42.5 113.91 111.20 0.81 0.40 161000

Commodity futures Bollinger

BollingerBond futures

Technical levels

Technical levels

RSISMA Breakout

BreakoutSMA RSI


6/16


ATR Stop Trade size


S&P 500 mini (SE P) 1682.25 1657.58 1667.42 1675.58 1685.42 1693.58 1703.42 1711.58 1686.45 1646.99 1637.87 1695.50 1573.00 67.6 64.5 1715.37 1583.75 17.59 8.79 110

Nasdaq 100 mini (SEP) 3051.25 3003.58 3016.17 3032.08 3044.67 3060.58 3073.17 3089.08 3041.95 2992.02 2976.70 3087.00 2845.75 62.2 61.4 3121.96 2872.99 34.96 17.48 57

Dow Jones mini (SEP) 15489 15311 15375 15437 15501 15563 15627 15689 15498 15208 15155 15547 14621 69.1 64.2 15726 14728 144 72 14

Russell 2000 mini (SEP) 1043.3 1021.0 1030.7 1037.3 1047.0 1053.6 1063.3 1069.9 1048.7 1015.9 994.0 1057.0 952.0 67.1 66.7 1072.0 965.4 12.9 6.5 150

Euro STOXX 50 (SEP) 2743 2691 2707 2729 2745 2767 2783 2805 2726 2658 2700 2744 2533 67.2 61.2 2759 2563 44 22 35

DAX 30 (SEP) 8335.5 8213.5 8265.0 8316.0 8367.5 8418.5 8470.0 8521.0 8335.8 8108.5 8194.8 8381.0 7731.0 64.9 60.4 8462.0 7772.0 122.8 61.4 12

CAC 40 (AUG) 3961.5 3886.0 3907.0 3935.5 3956.5 3985.0 4006.0 4034.5 3936.5 3833.2 3862.1 3960.0 3635.0 68.2 62.7 3989.1 3688.5 58.9 29.4 26

FTSE 100 (SEP) 6568.0 6448.7 6490.8 6532.2 6574.3 6615.7 6657.8 6699.2 6577.3 6413.3 6450.7 6612.5 6040.0 66.5 61.9 6713.9 6142.5 89.0 44.5 15

IBEX 35 (AUG) 8216 8036 8070 8130 8164 8224 8258 8318 8025 7876 8087 8138 7479 71.5 62.9 8135 7634 161 80 9FTSE MIB 40 (SEP) 16450 16097 16179 16317 16399 16537 16619 16757 16225 15704 16307 16460 15010 72.6 63.4 16389 15053 302 151 5

AEX (AUG) 369.6 364.3 366.1 368.3 370.0 372.2 374.0 376.2 368.5 357.9 357.5 370.7 335.6 69.9 66.1 376.0 341.5 4.6 2.3 330

BEL 20 (AUG) 2660.9 c 2638.9 2639.0 2649.9 2650.0 2660.9 2661.0 2671.9 2642.6 2592.2 2624.1 2650.0 2478.0 65.5 60.6 2690.4 2500.1 21.3 10.7 71

OMX S30 (AUG) 1227.00 1211.33 1216.17 1224.08 1228.92 1236.83 1241.67 1249.58 1220.44 1191.79 1199.05 1226.25 1129.00 66.4 61.9 1244.62 1143.43 15.50 7.75 840

OBX 25 (AUG) 458.00 453.71 455.56 457.81 459.66 461.91 463.76 466.01 458.23 447.83 446.75 460.40 429.00 63.1 61.4 468.03 429.02 4.53 2.27 2600

SMI 20 (SEP) 7901 7794 7840 7884 7930 7974 8020 8064 7921 7847 7887 8064 7386 52.8 53.4 8083 7639 103 52 18

Nikkei 225 (SEP) 14520 14373 14497 14613 14737 14853 14977 15093 14730 14254 14022 14990 12780 55.3 56.8 15116 13539 363 181 550

Hang Seng (AUG) 21856 21627 21699 21811 21883 21995 22067 22179 21564 20977 21535 21934 19822 70.4 62.7 21949 20077 388 194 40

ASX SPI 200 (SEP) 4993 c 4924 4946 4970 4992 5016 5038 5062 4965 4856 4902 4992 4640 72.1 63.8 5055 4671 67 34 32

Technical levels BollingerEquity index futures SMA Breakout RSI


7/16


ATR Stop Trade size


Apple 440.51 c 426.32 430.79 435.65 440.12 444.98 449.45 454.31 428.50 419.88 430.71 434.87 388.87 66.4 61.3 442.71 399.24 9.37 4.69 210

Amazon 298.94 c 290.91 294.47 296.71 300.27 302.51 306.07 308.31 302.56 293.77 278.71 309.39 273.50 54.8 60.3 315.60 273.56 5.43 2.71 370

Bank of America 14.71 c 14.27 14.48 14.59 14.80 14.91 15.12 15.23 14.82 13.66 13.38 15.03 12.68 73.0 70.4 15.22 1 2.19 0.29 0.15 6800

Barclays 321.25 311.10 314.45 317.50 320.85 323.90 327.25 330.30 320.67 301.38 306.75 327.50 269.75 71.3 65.5 330.55 273.46 8.29 4.14 160

Banco Espirito 0.722 0.655 0.666 0.686 0.697 0.717 0.728 0.748 0.665 0.624 0.703 0.715 0.520 68.6 60.1 0.694 0.551 0.036 0.018 42000

BMW 73.60 70.85 71.56 72.60 73.31 74.35 75.06 76.10 72.40 69.41 70.28 72.98 64.44 78.4 69.4 74.06 65.01 1.44 0.72 1100

BNP Paribas 47.52 44.60 45.23 46.25 46.88 47.90 48.53 49.55 45.72 43.83 43.91 46.30 40.51 78.1 69.9 46.69 41.12 1.25 0.62 1200

BP 473.30 464.83 467.67 470.78 473.62 476.73 479.57 482.68 470.66 462.32 464.02 474.55 446.05 69.7 63.6 476.56 449.11 6.20 3.10 210

Citigroup 52.19 c 50.76 51.43 51.81 52.49 52.87 53.54 53.92 52.62 50.14 50.19 53.30 46.70 61.8 60.3 54.03 46.50 1.04 0.52 1900Caterpillar 83.44 c 79.65 81.14 82.29 83.79 84.94 86.43 87.58 85.27 84.06 84.67 88.38 80.84 37.2 42.6 88.32 80.05 1.47 0.73 1400

Commerzbank 6.650 6.394 6.507 6.659 6.772 6.924 7.037 7.189 6.586 6.326 7.159 7.075 5.558 63.1 54.4 6.892 5.711 0.298 0.149 5100

Facebook 26.51 c 25.72 25.88 26.20 26.36 26.68 26.84 27.16 26.15 25.43 24.95 26.78 23.99 68.0 63.9 27.03 23.95 0.59 0.29 3400

Societe Generale 30.225 28.813 29.167 29.728 30.082 30.643 30.997 31.558 29.583 27.895 29.041 30.175 25.245 75.0 66.3 30.219 25.595 0.930 0.465 1600

Google 902.90 c 889.37 895.03 898.97 904.63 908.57 914.23 918.17 904.94 900.70 889.09 928.00 870.57 49.1 52.7 931.47 872.64 14.18 7.09 140

Goldman Sachs 165.04 c 161.57 163.01 164.02 165.46 166.47 167.91 168.92 165.19 157.54 158.36 167.41 149.28 65.6 61.7 169.01 146.65 3.12 1.56 640

Inditex 98.29 96.65 97.33 98.10 98.78 99.55 100.23 101.00 98.21 97.64 98.59 100.20 94.34 55.6 53.2 100.11 95.33 2.13 1.07 710

JP Morgan 56.63 c 55.81 56.10 56.36 56.65 56.91 57.20 57.46 56.48 54.47 53.25 56.89 51.50 75.4 69.2 57.54 51.63 0.91 0.45 2200

Netflix 241.30 c 224.87 232.53 236.92 244.58 248.97 256.63 261.02 256.90 240.35 230.40 270.31 209.60 43.3 50.1 278.61 204.93 9.56 4.78 210

Rio Tinto 2918.50 2824.50 2884.50 2927.50 2987.50 3030.50 3090.50 3133.50 2947.80 2790.33 2823.36 3000.00 2605.00 65.3 61.2 3023.72 2571.03 89.54 44.77 15

Banco Santander 5.256 5.037 5.082 5.170 5.215 5.303 5.348 5.436 5.087 4.947 5.109 5.166 4.667 64.9 57.8 5.172 4.725 0.140 0.070 11000

Vodafone 193.75 189.38 190.87 192.23 193.72 195.08 196.57 197.93 193.14 191.41 187.24 196.70 179.60 57.0 55.9 196.78 186.86 3.24 1.62 400

Volkswagen 173.50 167.28 168.67 170.83 172.22 174.38 175.77 177.93 171.32 163.28 163.08 172.95 150.85 73.6 67.5 175.92 151.54 3.69 1.85 410

Technical levels BollingerEquities (majors) SMA Breakout RSI


8/16


ATR Stop Trade size


Telecom Argentina 16.06 c 15.65 15.83 15.94 16.12 16.23 16.41 16.52 16.09 15.07 15.26 16.30 13.73 67.4 62.0 16.53 13.66 0.50 0.25 4000

KBC Group 30.76 29.18 29.55 30.28 30.65 31.38 31.75 32.48 30.77 30.15 30.43 31.39 27.32 56.7 55.3 32.29 28.11 0.85 0.43 1800

Petroleo Brasileiro 14.31 c 13.40 13.76 14.04 14.40 14.67 15.03 15.31 14.28 13.35 15.68 14.72 12.03 59.1 52.1 14.79 11.88 0.52 0.26 3800

Vale 14.23 c 13.75 13.93 14.08 14.25 14.40 14.58 14.73 14.19 13.41 14.38 14.57 12.39 59.2 55.1 14.65 12.20 0.43 0.22 4600

Itau Unibanco Holding 12.860 c 12.105 12.380 12.620 12.895 13.135 13.410 13.650 12.864 12.428 13.867 13.350 11.380 54.4 49.6 13.300 11.524 0.409 0.205 4900

Banco Bradesco 12.87 c 12.12 12.39 12.63 12.91 13.15 13.42 13.66 12.92 12.46 14.20 13.43 11.29 52.4 48.1 13.54 11.32 0.48 0.24 4200

Banco de Chile 87.36 c 85.32 86.09 86.72 87.49 88.12 88.89 89.53 87.62 85.42 86.39 88.58 81.51 58.2 55.6 89.06 81.76 2.04 1.02 980

Quimica y Minera 38.17 c 37.53 37.75 37.96 38.18 38.39 38.61 38.82 38.31 39.21 43.08 40.96 37.81 30.6 29.1 40.90 37.49 0.76 0.38 2600

Bancolombia 57.99 c 57.21 57.38 57.69 57.86 58.17 58.34 58.65 57.25 55.58 58.06 58.02 52.52 68.5 59.3 58.14 52.98 1.22 0.61 1600Nokia 3.02 2.95 2.98 3.00 3.03 3.05 3.08 3.10 3.03 3.07 2.90 3.32 2.83 47.2 51.4 3.29 2.87 0.10 0.05 15000

Peugeot 8.670 7.955 8.133 8.404 8.582 8.853 9.031 9.302 8.522 7.389 6.968 8.750 5.772 83.4 78.1 9.156 5.744 0.339 0.170 4500

Credit Agricole 7.30 7.08 7.14 7.24 7.30 7.41 7.47 7.57 7.26 6.86 6.97 7.39 6.25 71.0 64.2 7.36 6.37 0.20 0.10 7400

OTP Bank 4526.0 3940.0 4045.0 4245.0 4350.0 4550.0 4655.0 4855.0 4346.8 4730.4 4810.2 5148.0 3950.0 39.8 41.0 5281.9 4183.4 189.1 94.6 2400

MOL Hungarian Oil & Gas 16350 15688 15832 16083 16227 16478 16622 16873 16307 16587 16504 17140 15965 42.7 45.0 17186 16025 341 170 1300

Unicredit 4.05 3.85 3.89 3.97 4.02 4.10 4.14 4.22 3.91 3.70 3.94 4.05 3.40 72.8 63.9 3.98 3.41 0.14 0.07 11000

Eni 16.96 c 16.51 16.61 16.78 16.88 17.05 17.15 17.32 16.71 16.11 16.89 16.80 15.27 73.6 62.9 16.90 15.37 0.30 0.15 5100

Fiat Industrial 8.99 8.66 8.79 8.87 9.00 9.08 9.21 9.29 8.89 8.72 8.77 9.04 8.44 66.8 60.4 8.99 8 .46 0.17 0.09 8800

Tenaris 43.87 c 42.49 43.13 43.50 44.14 44.51 45.15 45.52 44.39 43.18 42.43 45.48 39.10 55.1 56.3 45.88 40.83 0.98 0.49 2000

ArcerlorMittal 9.66 9.32 9.52 9.65 9.85 9.97 10.17 10.30 9.75 9.13 9.41 9.96 8.35 68.0 62.8 10.04 8.27 0.26 0.13 5900

America Movil 21.00 c 20.49 20.69 20.84 21.04 21.19 21.39 21.54 21.07 21.02 20.34 21.89 19.31 50.7 52.4 21.60 20.57 0.51 0.26 3900

Grupo Financiero Santander Mexico 14.67 c 14.06 14.21 14.44 1 4.58 14.81 14.96 15.19 14.36 1 3.83 1 4.85 14.60 13.03 65.7 57.6 14.80 12.89 0.52 0.26 3900

Grupo Televisa 26.10 c 25.26 25.49 25.79 26.02 26.32 26.55 26.85 25.82 24.99 24.98 26.07 22.48 65.7 61.2 26.41 23.70 0.68 0.34 2900KGHM Polska Miedz 116.80 113.23 114.77 116.13 117.67 119.03 120.57 121.93 115.72 115.46 126.19 120.90 106.90 43.2 40.2 121.15 110.13 4.08 2.04 1600

PKO Bank Polski 36.35 35.15 35.65 35.90 36.40 36.65 37.15 37.40 36.70 35.53 35.06 36.99 33.55 53.0 54.4 37.45 33.63 0.80 0.40 8000

Galp Energia 12.09 11.82 11.88 12.00 12.06 12.18 12.24 12.36 11.92 11.65 12.10 12.10 10.76 65.0 58.0 12.03 11.24 0.25 0.12 6100

Portugal Telecom 2.86 2.70 2.78 2.84 2.92 2.98 3.06 3.12 2.84 2.85 3.16 3.09 2.57 53.4 47.5 3.01 2.69 0.11 0.05 14000

Banco Commercial Portugues 0.097 c 0.092 0.093 0.095 0.096 0.098 0.099 0.101 0.094 0.091 0.098 0.100 0.073 60.2 55.2 0.100 0.083 0.005 0.002 325000

Gazprom 7.83 c 7.53 7.65 7.74 7.86 7.95 8.07 8.16 7.94 7.19 7.33 8.29 6.41 70.3 67.2 8.37 6 .07 0.22 0.11 9000

VTB Bank OJSC 2.88 c 2.78 2.81 2.85 2.88 2.92 2.95 2.99 2.91 2.88 2.93 3.00 2.76 46.8 47.7 2.97 2.78 0.08 0.04 25000

Sberbank of Russia 11.93 c 11.59 11.72 11.82 11.95 12.05 12.18 12.28 12.12 11.70 12.21 12.54 10.92 50.7 50.8 12.63 1 0.82 0.33 0.17 6000

Rosneft Oil Company 7.46 c 7.33 7.39 7.43 7.49 7.52 7.58 7.62 7.49 7.20 6.94 7.71 6.70 62.2 62.9 7.83 6.60 0.16 0.08 12000

Telefonica 10.36 9.86 9.99 10.13 10.26 10.41 10.54 10.68 10.09 9.98 10.34 10.38 9.56 63.3 56.7 10.28 9.68 0.24 0.12 6200

BBVA 6.84 6.52 6.60 6.72 6.79 6.91 6.99 7.11 6.58 6.45 6.76 6.73 6.13 67.8 59.7 6.71 6.19 0.19 0.10 7800

Repsol 17.370 16.937 17.028 17.187 17.278 17.437 17.528 17.687 16.958 16.643 16.981 17.200 15.570 65.1 58.7 17.230 16.109 0.392 0.196 3900

Technical levels Breakout RSI BollingerEquities (regional) SMA


9/16


Instrument CFD Futures First notice Instrument CFD Futures First notice

Bond futures

WTI Crude (SEP) OILUS CL Aug-22 UST 10Y (SEP) TY Aug-30

Brent Crude (SEP) OILUK LCO Aug-15 UST 15Y (SEP) US Aug-30

Gasoline (AUG) GASOLINEUS RB Aug-02 Euro-bund 10Y (SEP) BUND FGBL Sep-06

Gas oil (SEP) GASOILUK FP Sep-12 Euro-bund 5Y (SEP) BOBL FGBM Sep-06

Heating oil (AUG) HEATINGOIL HO Aug-02 Euro-BTP 10Y (SEP) 10YBTP FBTP Sep-06

Natural gas (AUG) NATGASUS NG Jul-30 Gilt 10Y (SEP) FLG Aug-29

Gold (DEC) GOLD GC Nov-29

Silver (SEP) SILVER SI Aug-30

Platinum (OCT) PLATINUM PL Sep-30 S&P 500 mini (SEP) SP500.I ES Sep-20

Palladium (SEP) PALLADIUM PA Aug-30 Nasdaq 100 mini (SEP) NAS100.I NQ Sep-20

Copper (SEP) COPPERUS HG Aug-30 Dow Jones mini (SEP) DJI.I YM Sep-20

Soy bean (NOV) SOYBEANS ZS Oct-31 Russell 2000 mini (SEP) RUSSELL2000 TF Sep-20Wheat (SEP) WHEAT ZW Aug-30 Euro STOXX 50 (SEP) STOXX50E.I FESX Sep-20

Milling wheat (NOV) CORN ZC Nov-12 DAX 30 (SEP) DAX.I FDX Sep-20

Corn (DEC) EBM Nov-29 CAC 40 (AUG) CAC40.I FCE Aug-16

Cocoa (SEP) COCOANY CC Aug-19 FTSE 100 (SEP) FTSE100.I FFI Sep-20

Coffee Arabica (SEP) COFFEENY KC Aug-22 IBEX 35 (AUG) IBEX35.I MFXI Aug-16

Coffee Robusta (SEP) RC Sep-02 FTSE MIB 40 (SEP) SPMIB.I SPMIB Sep-20

Sugar (OCT) SUGARNY SB Oct-01 AEX (AUG) AEX.I AEX Aug-16

Cotton (DEC) CT Nov-22 BEL 20 (AUG) BLG20.I Aug-16

Live cattle (OCT) LIVECATTLE LE Oct-07 OMX S30 (AUG) SWE30.I OMX Aug-16

Lean hogs (OCT) LH Oct-14 OBX 25 (AUG) NOR25.I OBX Aug-15

SMI 20 (SEP) SMI.I FSMI Sep-20

Nikkei 225 (SEP) NI225.I SSI Sep-12

Hang Seng (AUG) HSI.I HSI Aug-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


10/16

Guide to the tables

Relative Strength Index: Green may

indicate overbought levels, meaning an RSI

above 70, but decreasing. Red 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.

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 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.

Breakout is 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.

http://www.investopedia.com/terms/r/rsi.asphttp://www.investopedia.com/terms/a/atr.asphttp://www.investopedia.com/terms/e/ema.asphttp://www.investopedia.com/terms/b/bollingerbands.asphttp://www.investopedia.com/terms/p/pivotpoint.asphttp://www.investopedia.com/terms/s/sma.asphttp://www.investopedia.com/terms/b/breakout.asphttp://www.investopedia.com/terms/d/donchianchannels.asphttp://www.investopedia.com/terms/d/donchianchannels.asphttp://www.investopedia.com/terms/b/breakout.asphttp://www.investopedia.com/terms/s/sma.asphttp://www.investopedia.com/terms/p/pivotpoint.asphttp://www.investopedia.com/terms/b/bollingerbands.asphttp://www.investopedia.com/terms/e/ema.asphttp://www.investopedia.com/terms/a/atr.asphttp://www.investopedia.com/terms/r/rsi.asp


11/16

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

present days technical levels.


12/16

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.


13/16

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.


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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.


15/16

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.


16/16


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