Tag: Volume
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...
Weekly FX Review – September 18th
As we forecast here last week EURGBP has corrected lower but the move has been greater than anticipated. Support at 90 has quickly given...
Weekly FX Review – September 11th
The short term correlation of one month IV and spot that we pointed out last week as a leading indicator of a potential USDCAD...
Weekly FX Review – August 28th
As we suggested the AUD has not yet topped out and remains in a consolidation pattern, confirmed by the persistent decline in the hourly...
Weekly FX Review – August 21st
Three month CAD implied vols moved lower on the week as the spot consolidates. IV-AV spreads are back to flat. The move also takes...
Weekly FX Review – August 14th
Three-month yen vols are finally rising on the break in the support at the bottom end of the triangle. The appreciation of the yen...
Weekly FX Review – July 31st
More signs of AUD momentum divergence. Despite the strong commodity price back drop the odds of consolidation are high.
The sharp narrowing in US-CAD interest...
Weekly FX Review – July 24th
After a good run, the AUD seems to be losing topside momentum. The commodity bloc is leveraged to the global reflation trade and while...
Daily Trading With Volume : US500, GOLD, EURUSD
Daily trading with volume is a cycle of analyzes of prices behavior, combined with real volume which is recived from exchange base (regulated market)....