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Weekly Fx Review – December 18th

EUR long term momentum is showing some signs of turning. However the overall signals are mixed. (see below). Short-term correlation of one One month EUR...

Weekly FX Review – December 11th

It is not unusual for the Australian Dollar to have a 5 cent correction over a six month time horizon. We have been encouraging...

Weekly FX Review – December 4th

USDCAD LT momentum now shows clear signs of turning up from being in the slightly negative territory but we are not yet back to...

Weekly FX Review – November 27th

Three Month AUD vols are nearly back to their lows for the year while the implied vols move into negative territory vs the realized...

Weekly FX Review – November 20th

EUR momentum has flipped into positive territory while down channel has been violated. EUR risk reversals have also flipped back in favour of EUR calls...

Weekly FX Review – November 13th

The chart above is EURJPY implied vol going back to 2014. Three-month EURJPY is in blue and six month is in red and the...

Weekly FX Review – November 6th

The melt-up in the commodity complex as represented by the DJ Commodity Index is breaking key topside resistance levels. Above is a 3YR+ chart of...

Weekly FX Review – October 30th

The chart above is ten years of daily spot CAD data in grey overlaid with 3-month CAD implied volatility in blue. The purple &...

Weekly FX Review – October 23rd

The spread between three months implied vs realized vol in CAD is too wide. There remains strong interest to sell C$ volatility as the...

Weekly FX Review – September 25th

One month CAD vol has come off too far too fast. Same story with the one and two week periods. Gamma options are still...

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