Weekly Chart Pack – 27th April 2021

*A collection of custom trading and finance related charts and analysis*

FX Volatility.

Average Daily Volatility for FX Majors Against a Basket of Currencies
Rolling Monthly Volatility of 6 Major FX Currencies excl. JPY

Notes: [FX_VolatilityComments]

VIX Indicator For Multiple Instruments.

A custom volatility indicator built on the principles of Larry Williams VIXFIX theory and applied to the daily timeframe of the following financial instruments. For each financial instrument I have displayed a 12 month and 3 year chart and applied my volatility indicator to each.

S&P500 Index, Ticker: ^GSPC

Crude Oil Futures, Ticker: CL=F

GBPUSD Currency Pair, Ticker: GBPUSD=X

EURUSD Currency Pair, Ticker: EURUSD=X

EURGBP Currency Pair, Ticker: EURGBP=X

FX Correlation Data.

A table of data showing the correlation coefficient between major currency pairs based on the daily log returns through the previous 36 months of price data. The least correlated pairs have been highlighted in each column for ease of use. An excel file containing this table can be downloaded using the button below the table.

Cotton Futures vs Commitment Of Traders Data.

As explained in my previous blog post, I have been investigating the relationship between the positioning of certain market participants (producers and money managers) and the asset price of cotton futures. The following charts show the two main position ratios I have created to track them vs the price of cotton.

The chart below show both the long/short ratio of producer positioning vs cotton futures asset price.

The chart below show both the long/short ratio of managed money positioning vs cotton futures asset price.

*All price data used in the creation of these custom indicators and charts was downloaded from https://finance.yahoo.com

If you are interested in learning my personal trading strategies, please consider my Mastering The Markets – Retail Trading Course. Head over to my Financial Analysis Education page to check out all of my education packages and the deals available.

Useful Links:

All my technical analysis is done using the TradingView platform. You can get access via the link below.

https://tradingview.go2cloud.org/SH3bP

My preferred broker of choice is IC Markets. Low spreads and trading costs really help long term profitability. A link to their site is below.

https://www.icmarkets.com/?camp=38537

FTMO Trader Funding Programme.

https://ftmo.com/?affiliates=335

Thanks for reading and please don’t forget to LIKE, SHARE and FOLLOW my blog to stay up to date with the latest market analysis and trading education posts.

DISCLAIMER: None of the information posted on this site is to be considered investment/financial advice. Trading is high risk and you should only trade with money you can afford to lose.

%d bloggers like this:
search previous next tag category expand menu location phone mail time cart zoom edit close