1. Ingeniería

Saxo Trade Navigator
Monday, 02 February 2015
1
Forex (majors)
Technical levels
Sup 3
Sup 2
Sup 1
Pivot
SMA
Instrument
Last
Res 1
Res 2
Res 3
EUR/USD
1.1317
1.1174
1.1226
1.1259
1.1311
1.1344
1.1396
1.1429
USD/JPY
117.56
115.88
116.59
117.04
117.75
118.20
118.91
119.36
EUR/JPY
133.05
130.14
131.26
131.95
133.07
133.76
134.88
EUR/GBP
0.7516
0.7419
0.7450
0.7473
0.7505
0.7527
EUR/CHF
1.0522
1.0159
1.0258
1.0325
1.0424
GBP/USD
1.5057
1.4894
1.4941
1.5001
CHF/JPY
126.45
124.93
125.75
USD/CHF
0.9298
0.9031
0.9101
USD/CAD
1.2748
1.2436
AUD/USD
0.7789
NZD/USD
0.7266
GBP/CHF
AUD/JPY
5d
Breakout
High (20d) Low (20d)
RSI
9d
14d
Bollinger
ATR
Stop
Trade size
High (20d) Low (20d)
14d
Dist.
Units
21d
55d
1.1303
1.1607
1.2068
1.2108
1.1098
34.0
31.4
1.2063
1.1111
0.0133
0.0067
150000
117.93
118.26
118.69
120.74
115.86
44.9
46.3
119.77
116.53
1.26
0.63
187000
135.57
133.30
137.28
143.24
145.32
130.15
34.7
32.9
143.45
130.38
1.90
0.95
124000
0.7559
0.7582
0.7481
0.7666
0.7807
0.7875
0.7405
37.6
35.7
0.7935
0.7381
0.0073
0.0036
183000
1.0491
1.0590
1.0657
1.0298
1.0922
1.1603
1.2034
0.8517
46.7
40.6
1.2763
0.8971
0.0253
0.0127
73000
1.5048
1.5108
1.5155
1.5215
1.5108
1.5139
1.5453
1.5587
1.4952
39.2
38.0
1.5261
1.4999
0.0120
0.0060
167000
126.74
127.56
128.55
129.37
130.35
129.47
126.42
123.82
155.37
114.09
43.2
48.8
143.73
109.73
3.52
1.76
67000
0.9151
0.9221
0.9271
0.9341
0.9391
0.9110
0.9400
0.9607
1.0240
0.7406
53.7
48.8
1.0699
0.8039
0.0235
0.0118
79000
1.2522
1.2627
1.2713
1.2818
1.2904
1.3009
1.2551
1.2127
1.1724
1.2677
1.1599
88.1
85.9
1.2743
1.1546
0.0120
0.0060
213000
0.7664
0.7697
0.7730
0.7763
0.7796
0.7829
0.7862
0.7855
0.8060
0.8235
0.8295
0.7720
22.6
25.4
0.8343
0.7774
0.0100
0.0050
199000
0.7139
0.7178
0.7219
0.7258
0.7299
0.7338
0.7379
0.7344
0.7623
0.7729
0.7890
0.7234
18.5
24.3
0.8006
0.7233
0.0100
0.0050
200000
1.4000
1.3565
1.3676
1.3770
1.3881
1.3975
1.4086
1.4180
1.3764
1.4233
1.4849
1.5547
1.1729
51.2
45.6
1.6238
1.2115
0.0337
0.0169
55000
91.56
89.28
90.08
90.65
91.44
92.01
92.80
93.37
92.63
95.32
97.73
98.12
91.39
25.8
28.7
98.81
91.61
1.37
0.68
172000
CAD/JPY
92.22
89.18
90.46
91.37
92.65
93.56
94.85
95.75
93.96
97.58
101.35
103.50
93.33
14.5
20.1
102.66
92.03
1.38
0.69
170000
GBP/JPY
177.01
173.47
174.80
175.90
177.24
178.34
179.67
180.77
178.18
179.05
183.41
187.32
175.76
38.5
39.1
181.57
175.96
2.04
1.02
115000
GBP/CAD
1.9196
1.8755
1.8879
1.9029
1.9153
1.9303
1.9427
1.9577
1.8964
1.8360
1.8109
1.9067
1.7765
84.8
79.6
1.9203
1.7546
0.0189
0.0095
135000
Forex (commodities)
Technical levels
Sup 3
Sup 2
Sup 1
Pivot
SMA
Res 1
Res 2
Res 3
5d
Breakout
High (20d) Low (20d)
RSI
9d
14d
Bollinger
ATR
Stop
Trade size
High (20d) Low (20d)
14d
Dist.
Units
Instrument
Last
21d
55d
AUD/USD
0.7789
0.7664
0.7697
0.7730
0.7763
0.7796
0.7829
0.7862
0.7855
0.8060
0.8235
0.8295
0.7720
22.6
25.4
0.8343
0.7774
0.0100
0.0050
199000
NZD/USD
0.7266
0.7139
0.7178
0.7219
0.7258
0.7299
0.7338
0.7379
0.7344
0.7623
0.7729
0.7890
0.7234
18.5
24.3
0.8006
0.7233
0.0100
0.0050
200000
USD/CAD
1.2748
1.2436
1.2522
1.2627
1.2713
1.2818
1.2904
1.3009
1.2551
1.2127
1.1724
1.2677
1.1599
88.1
85.9
1.2743
1.1546
0.0120
0.0060
213000
CAD/USD
0.7844
0.7698
0.7760
0.7807
0.7869
0.7916
0.7978
0.8025
0.7968
0.8251
0.8538
0.8621
0.7892
12.4
14.8
0.8642
0.7836
0.0076
0.0038
262000
AUD/NZD
1.0719
1.0578
1.0621
1.0656
1.0699
1.0734
1.0777
1.0812
1.0695
1.0574
1.0653
1.0798
1.0355
60.5
58.1
1.0806
1.0348
0.0101
0.0051
272000
AUD/CAD
0.9929
0.9693
0.9741
0.9812
0.9860
0.9931
0.9979
1.0050
0.9858
0.9771
0.9647
1.0086
0.9458
61.4
61.2
1.0041
0.9525
0.0115
0.0058
222000
NZD/CAD
0.9263
0.9094
0.9128
0.9184
0.9218
0.9274
0.9308
0.9364
0.9217
0.9240
0.9057
0.9424
0.8998
55.3
56.4
0.9390
0.9107
0.0101
0.0050
253000
EUR/AUD
1.4531
1.4267
1.4373
1.4460
1.4565
1.4652
1.4757
1.4844
1.4392
1.4402
1.4655
1.4872
1.3966
57.7
52.5
1.4794
1.3966
0.0201
0.0100
128000
EUR/NZD
1.5575
1.5314
1.5416
1.5485
1.5587
1.5656
1.5758
1.5827
1.5394
1.5229
1.5612
1.5681
1.4789
63.3
57.0
1.5625
1.4797
0.0212
0.0106
130000
EUR/CAD
1.4428
1.4061
1.4171
1.4272
1.4382
1.4482
1.4593
1.4693
1.4187
1.4070
1.4134
1.4385
1.3754
66.5
61.4
1.4344
1.3788
0.0183
0.0092
139000
AUD/JPY
91.56
89.28
90.08
90.65
91.44
92.01
92.80
93.37
92.63
95.32
97.73
98.12
91.39
25.8
28.7
98.81
91.61
1.37
0.68
172000
NZD/JPY
85.42
83.13
83.95
84.61
85.43
86.09
86.91
87.57
86.60
90.16
91.73
93.76
85.62
16.8
22.6
94.91
85.14
1.26
0.63
186000
XAU/USD
1280.15
1238.11
1247.68
1265.74
1275.31
1293.37
1302.94
1321.00
1279.86
1254.80
1218.51
1307.62
1168.34
56.5
58.4
1324.77
1191.48
22.22
11.11
90
XAG/USD
17.152
16.437
16.628
16.939
17.130
17.441
17.632
17.943
17.635
17.225
16.602
18.486
15.547
44.9
49.8
18.714
15.884
0.544
0.272
3700
83
XAU/XAG
74.65
72.68
73.21
73.83
74.35
74.98
75.50
76.12
72.61
72.89
73.44
75.94
70.33
65.1
58.5
75.36
70.18
1.41
0.71
XAU/EUR
1131.14
1090.41
1100.15
1118.82
1128.56
1147.23
1156.97
1175.64
1132.49
1082.21
1011.87
1167.85
970.16
62.4
65.3
1184.68
988.91
22.47
11.23
79
XAG/EUR
15.153
14.533
14.692
14.991
15.150
15.449
15.608
15.907
15.603
14.863
13.792
16.524
12.884
50.3
55.1
16.685
13.213
0.469
0.235
3800
2
Monday, 02 February 2015
Forex (scandies)
Technical levels
Instrument
Last
Sup 2
Sup 1
Pivot
Res 1
Res 2
Res 3
EUR/NOK
8.7383
8.5174
8.6188
8.6728
8.7742
8.8282
8.9296
8.9836
EUR/SEK
9.3422
9.2224
9.2643
9.3084
9.3503
9.3944
9.4363
9.4804
EUR/DKK
7.4437
7.4327
7.4360
7.4385
7.4418
7.4443
7.4476
NOK/SEK
1.0692
1.0432
1.0491
1.0605
1.0664
1.0778
NOK/DKK
0.8519
0.8283
0.8334
0.8431
0.8482
0.8579
SEK/DKK
0.7968
0.7848
0.7887
0.7922
0.7960
USD/NOK
7.7209
7.5573
7.6345
7.6818
USD/SEK
8.2550
8.1848
8.2078
8.2469
AUD/NOK
6.0132
5.8589
5.9276
AUD/SEK
6.4298
6.3251
NZD/NOK
5.6108
NZD/SEK
5d
Breakout
High (20d) Low (20d)
RSI
9d
14d
Bollinger
ATR
Stop
Trade size
High (20d) Low (20d)
14d
Dist.
Units
21d
55d
8.7997
8.9227
8.8767
9.3027
8.6584
39.4
41.9
9.2435
8.5830
0.1465
0.0732
9.3481
9.4304
9.3952
9.5929
9.2661
41.2
43.9
9.5692
9.2824
0.1011
0.0506
163000
7.4501
7.4442
7.4403
7.4409
7.4519
7.4224
55.7
54.5
7.4486
7.4316
0.0055
0.0027
2404000
1.0837
1.0951
1.0624
1.0572
1.0589
1.0802
1.0128
56.8
55.4
1.0875
1.0281
0.0161
0.0081
1024000
0.8630
0.8727
0.8460
0.8342
0.8388
0.8611
0.7999
60.8
58.3
0.8657
0.8042
0.0136
0.0068
968000
0.7995
0.8034
0.8069
0.7964
0.7890
0.7921
0.8035
0.7753
59.2
56.4
0.8020
0.7768
0.0083
0.0042
1579000
7.7590
7.8063
7.8835
7.9308
7.7852
7.6881
7.3653
7.8621
7.4496
53.0
56.6
7.8556
7.5304
0.1320
0.0660
117000
8.2699
8.3090
8.3320
8.3711
8.2702
8.1272
7.7949
8.3901
7.7971
61.3
65.4
8.3799
7.8940
0.1091
0.0545
151000
5.9658
6.0345
6.0727
6.1414
6.1796
6.1163
6.1967
6.0588
6.4161
6.0414
33.6
39.8
6.3551
6.0431
0.1122
0.0561
138000
6.3561
6.3916
6.4226
6.4581
6.4891
6.5246
6.4954
6.5497
6.4136
6.7367
6.3561
35.3
42.5
6.7370
6.3757
0.0943
0.0471
175000
5.4673
5.5352
5.5735
5.6414
5.6797
5.7476
5.7859
5.7178
5.8598
5.6894
6.1200
5.6532
26.7
35.3
6.1008
5.6207
0.1050
0.0525
147000
5.9980
5.8929
5.9236
5.9702
6.0009
6.0475
6.0782
6.1248
6.0738
6.1940
6.0211
6.3996
5.9726
29.6
38.3
6.3934
6.0032
0.0893
0.0446
185000
CAD/NOK
6.0562
5.8676
5.9657
6.0161
6.1142
6.1646
6.2627
6.3131
6.2020
6.3419
6.2807
6.6107
6.1336
26.0
31.9
6.6024
6.0712
0.1090
0.0545
142000
CAD/SEK
6.4750
6.3488
6.4027
6.4566
6.5105
6.5644
6.6183
6.6722
6.5897
6.7029
6.6476
6.8716
6.5282
27.5
33.8
6.8652
6.5376
0.0938
0.0469
176000
CHF/NOK
8.3034
8.1756
8.2645
8.3335
8.4224
8.4914
8.5803
8.6493
8.5473
8.2210
7.6892
10.5103
7.4649
47.0
53.2
9.3925
7.1138
0.2654
0.1327
58000
CHF/SEK
8.8783
8.7666
8.8241
8.9134
8.9709
9.0602
9.1177
9.2070
9.0791
8.6971
8.1401
10.2131
7.8120
49.2
54.9
10.1388
7.3330
0.2377
0.1188
69000
NOK/JPY
15.23
14.90
14.97
15.09
15.17
15.29
15.36
15.49
15.15
15.39
16.15
16.12
14.91
43.0
40.8
15.73
15.00
0.30
0.15
781000
1029000
SEK/JPY
Sup 3
SMA
105000
14.24
13.96
14.06
14.13
14.23
14.29
14.39
14.45
14.26
14.56
15.25
15.42
13.98
39.0
36.7
15.07
13.98
0.23
0.11
GBP/NOK
11.6257
11.3827
11.5006
11.5758
11.6937
11.7689
11.8868
11.9620
11.7640
11.6393
11.3746
11.9156
11.4097
48.3
51.4
11.8723
11.4077
0.1967
0.0983
79000
GBP/SEK
12.4300
12.2609
12.3120
12.3989
12.4500
12.5369
12.5880
12.6749
12.4970
12.3031
12.0383
12.5954
11.9569
55.3
58.2
12.6265
11.9958
0.1547
0.0774
107000
NOK/PLN
0.4779
0.4689
0.4716
0.4755
0.4782
0.4821
0.4848
0.4887
0.4795
0.4789
0.4781
0.4949
0.4628
45.4
48.0
0.4956
0.4629
0.0084
0.0042
873000
SEK/PLN
0.4470
0.4427
0.4448
0.4462
0.4483
0.4497
0.4518
0.4532
0.4514
0.4531
0.4515
0.4619
0.4451
39.0
43.0
0.4615
0.4447
0.0057
0.0029
1290000
NOK/HUF
35.50
34.51
34.74
35.18
35.42
35.86
36.10
36.54
35.38
35.40
35.18
36.66
34.59
51.1
51.7
36.54
34.32
0.54
0.27
1023000
SEK/HUF
33.23
32.80
32.94
33.10
33.24
33.40
33.54
33.69
33.32
33.50
33.23
34.33
33.13
44.3
46.8
34.12
32.89
0.39
0.20
1391000
NOK/CZK
3.175
3.093
3.111
3.146
3.163
3.198
3.216
3.251
3.158
3.125
3.126
3.216
2.974
58.1
56.8
3.237
3.023
0.050
0.025
978000
SEK/CZK
2.972
2.939
2.949
2.959
2.970
2.980
2.990
3.001
2.973
2.957
2.952
3.018
2.902
54.4
54.0
2.992
2.927
0.033
0.017
1470000
3
Monday, 02 February 2015
Forex (CE3)
Technical levels
Sup 3
Sup 2
Sup 1
Instrument
Last
Res 1
Res 2
Res 3
EUR/PLN
4.1757
4.1334
4.1573
4.1709
4.1948
4.2084
4.2323
4.2459
EUR/HUF
310.51
307.98
309.14
309.99
311.15
312.00
313.16
314.01
EUR/CZK
27.763
27.608
27.669
27.710
27.771
27.812
27.873
EUR/RON
4.4197
4.4197
4.4265
4.4313
4.4381
4.4429
PLN/HUF
74.32
73.09
73.37
73.83
74.11
CZK/PLN
0.1504
0.1492
0.1499
0.1504
CZK/HUF
11.1839
11.0838
11.1201
USD/PLN
3.6897
3.6600
3.6784
USD/HUF
274.37
270.80
USD/CZK
24.5342
USD/RON
3.9060
5d
Breakout
ATR
Stop
Trade size
14d
Dist.
Units
4.2721
4.2418
4.3673
4.1975
30.4
36.1
4.3548
4.1862
0.0378
0.0189
195000
311.34
315.84
312.18
327.57
309.06
36.0
40.5
323.03
308.46
2.99
1.50
183000
27.914
27.785
27.880
27.730
28.517
27.580
45.0
47.4
28.212
27.569
0.175
0.087
280000
4.4497
4.4545
4.4534
4.4868
4.4661
4.5179
4.4349
16.7
26.5
4.5278
4.4438
0.0176
0.0088
444000
74.57
74.85
75.31
73.79
73.93
73.59
75.98
72.95
60.5
57.0
74.89
72.97
0.65
0.32
843000
0.1511
0.1516
0.1523
0.1528
0.1519
0.1533
0.1530
0.1563
0.1500
34.1
38.7
0.1562
0.1500
0.0016
0.0008
4574000
11.1625
11.1988
11.2412
11.2775
11.3199
11.2068
11.3293
11.2573
11.6572
11.1272
40.9
43.4
11.5666
11.0762
0.1274
0.0637
4300000
3.6924
3.7108
3.7248
3.7432
3.7572
3.7331
3.6818
3.5195
3.7980
3.5392
49.1
55.5
3.8029
3.5703
0.0505
0.0253
146000
272.11
273.68
274.99
276.56
277.87
279.44
275.43
272.18
259.06
280.35
260.98
55.6
60.3
279.60
265.50
3.89
1.95
141000
24.3367
24.3995
24.4889
24.5517
24.6411
24.7039
24.7933
24.5801
24.0303
23.0087
25.0164
22.8670
68.6
71.6
24.9822
23.1756
0.2995
0.1497
164000
3.8913
3.9004
3.9151
3.9242
3.9389
3.9480
3.9627
3.9400
3.8654
3.7047
4.0403
3.7028
54.7
60.4
4.0108
3.7330
0.0477
0.0238
164000
Technical levels
Sup 2
Pivot
Res 1
Res 2
Res 3
EUR/TRY
2.7552
2.6895
2.7080
2.7327
2.7512
2.7759
2.7944
2.8191
USD/TRY
2.4340
2.3729
2.3891
2.4154
2.4316
2.4579
2.4741
2.5004
EUR/ZAR
13.1455
12.8981
12.9793
13.0620
13.1432
13.2259
13.3071
USD/ZAR
11.6158
11.4039
11.4642
11.5559
11.6162
11.7079
EUR/MXN
16.9270
16.3911
16.5539
16.7294
16.8922
USD/MXN
14.9565
14.5023
14.6324
14.8047
TRY/ZAR
4.7701
4.6795
4.7126
USD/RUB
69.8828
64.2281
EUR/RUB
79.080
USD/CNH
5d
Breakout
High (20d) Low (20d)
RSI
9d
14d
Bollinger
ATR
Stop
Trade size
High (20d) Low (20d)
14d
Dist.
Units
55d
2.7050
2.7122
2.7739
2.8422
2.6065
61.6
54.7
2.7831
2.6310
0.0429
0.0214
114000
2.3923
2.3366
2.2993
2.4221
2.2727
78.5
74.1
2.4189
2.2535
0.0307
0.0153
159000
13.3898
13.0717
13.4255
13.8015
14.1017
12.6710
41.1
38.3
14.0560
12.7341
0.2093
0.1046
111000
11.7682
11.8599
11.5656
11.5646
11.4398
11.7778
11.3625
56.6
55.1
11.7358
11.3814
0.1322
0.0661
176000
17.0677
17.2305
17.4060
16.6652
17.0617
17.4322
17.9214
16.2983
49.5
44.9
17.7898
16.2584
0.2495
0.1247
120000
14.9348
15.1071
15.2372
15.4095
14.7442
14.6996
14.4534
14.9930
14.4357
67.4
63.9
14.9420
14.4432
0.1603
0.0802
187000
4.7397
4.7728
4.7999
4.8330
4.8601
4.8330
4.9491
4.9744
5.0575
4.7746
22.9
27.9
5.1219
4.7723
0.0588
0.0294
395000
66.2103
67.8385
69.8207
71.4489
73.4311
75.0593
68.4349
64.6361
57.9530
69.4239
55.5658
72.5
68.1
69.8252
60.0355
3.0554
1.5277
46000
72.494
74.997
76.589
79.091
80.684
83.186
84.778
77.176
75.006
69.730
78.932
66.893
65.7
61.8
79.105
71.314
3.738
1.869
38000
6.2702
6.2290
6.2424
6.2630
6.2764
6.2970
6.3104
6.3310
6.2603
6.2276
6.1982
6.2692
6.1878
65.9
64.6
6.2752
6.1799
0.0197
0.0098
638000
USD/CNY
6.2596
6.2431
6.2451
6.2479
6.2499
6.2527
6.2547
6.2575
6.2487
6.2191
6.1915
6.2578
6.1883
71.9
68.5
6.2574
6.1819
0.0136
0.0068
917000
USD/HKD
7.7540
7.7492
7.7505
7.7512
7.7525
7.7532
7.7545
7.7552
7.7519
7.7530
7.7542
7.7572
7.7500
58.2
52.9
7.7554
7.7503
0.0024
0.0012
6421000
USD/SGD
1.3529
1.3448
1.3471
1.3507
1.3530
1.3566
1.3589
1.3625
1.3489
1.3381
1.3220
1.3569
1.3217
69.2
67.6
1.3540
1.3229
0.0078
0.0039
348000
USD/BRL
2.6829 c
2.5490
2.5798
2.6313
2.6621
2.7136
2.7444
2.7959
2.6042
2.6342
2.6254
2.7307
2.5493
65.3
59.3
2.7159
2.5465
0.0415
0.0207
129000
SGD/JPY
86.90
85.45
86.03
86.40
86.98
87.35
87.93
88.30
87.43
88.38
89.79
90.81
86.71
35.8
37.2
89.79
86.76
0.92
0.46
255000
Monday, 02 February 2015
Sup 1
SMA
21d
4
Sup 3
14d
High (20d) Low (20d)
4.2195
Last
9d
Bollinger
55d
Instrument
High (20d) Low (20d)
RSI
21d
Forex (emerging markets)
Pivot
SMA
Commodity futures
Instrument
Technical levels
Last
Sup 3
Sup 2
Sup 1
Pivot
SMA
Res 1
Res 2
Res 3
5d
21d
Breakout
55d
RSI
High (20d) Low (20d)
9d
14d
Bollinger
ATR
Stop
Trade size
High (20d) Low (20d)
14d
Dist.
Units (CFD)
WTI Crude (MAR)
47.13
41.54
42.93
45.58
46.97
49.62
51.01
53.66
45.72
47.69
57.59
55.51
43.58
47.5
42.2
50.86
43.97
2.64
1.32
Brent Crude (MAR)
51.88
45.82
47.29
50.14
51.61
54.46
55.93
58.78
49.67
50.26
61.27
59.41
46.40
54.5
46.2
53.58
46.24
2.36
1.18
850
Gasoline (MAR)
145.83
129.69
133.46
140.67
144.44
151.65
155.42
162.63
139.56
137.64
161.11
153.16
126.05
59.6
50.7
144.53
129.83
6.16
3.08
32000
Gas oil (MAR)
496.75
431.92
451.83
464.42
484.33
496.92
516.83
529.42
475.15
480.33
565.31
547.00
456.25
61.0
46.3
499.47
456.08
17.64
8.82
110
Heating oil (MAR)
168.53
151.19
155.09
162.58
166.48
173.97
177.87
185.36
163.39
164.54
189.86
186.09
156.23
54.4
45.7
171.56
156.14
5.83
2.91
34000
11000
Natural gas (MAR)
760
2.658
2.545
2.591
2.641
2.687
2.737
2.783
2.833
2.807
2.921
3.402
3.299
2.672
35.3
37.1
3.172
2.662
0.182
0.091
Gold (APR)
1279.5
1234.8
1246.1
1262.7
1274.0
1290.6
1301.9
1318.5
1279.1
1255.1
1219.6
1308.8
1168.3
57.4
59.1
1324.6
1192.4
23.3
11.7
86
Silver (MAR)
17.13
16.40
16.61
16.91
17.11
17.41
17.62
17.92
17.63
17.25
16.64
18.51
15.51
45.5
49.7
18.75
15.89
0.61
0.30
3300
Platinum (APR)
1232.0
1196.2
1206.9
1222.6
1233.3
1249.0
1259.7
1275.4
1246.7
1247.1
1228.0
1290.3
1187.7
43.7
47.1
1295.2
1203.4
23.2
11.6
86
Palladium (MAR)
772.65
753.35
761.80
767.10
775.55
780.85
789.30
794.60
780.58
783.61
793.95
820.00
746.00
43.7
44.6
816.85
749.25
19.69
9.85
100
Copper (MAR)
250.15
235.42
239.18
244.32
248.08
253.22
256.98
262.12
248.62
261.99
279.69
284.10
241.90
37.9
35.7
282.92
239.08
7.81
3.90
26000
Soy bean (MAR)
958.25
935.33
945.17
953.08
962.92
970.83
980.67
988.58
971.35
1001.94
1023.88
1062.00
966.25
25.8
32.0
1065.15
938.18
18.10
9.05
11000
Wheat (MAR)
501.25
481.17
489.08
495.92
503.83
510.67
518.58
525.42
511.05
543.07
574.37
603.50
500.75
15.7
23.5
592.13
490.20
14.64
7.32
14000
Milling wheat (MAR)
185.50 c
180.50
182.50
184.00
186.00
187.50
189.50
191.00
190.10
195.58
192.40
203.50
186.50
25.3
34.2
204.37
186.46
3.41
1.71
520
Corn (MAR)
369.00
358.92
362.33
366.17
369.58
373.42
376.83
380.67
376.00
388.05
393.60
409.50
368.00
26.4
33.0
408.08
367.25
8.49
4.24
24000
Cocoa (MAR)
Coffee Arabica (MAR)
2693 c
2643
2662
2678
2697
2713
2732
2748
2715
2875
2888
3016
2683
19.3
26.6
3093
2653
46
23
43
161.90 c
156.93
158.07
159.98
161.12
163.03
164.17
166.08
163.93
169.33
176.01
184.90
158.70
40.1
40.6
183.49
155.99
5.99
2.99
33000
Coffee Robusta (MAR)
1925 c
1886
1904
1915
1933
1944
1962
1973
1958
1956
1983
2030
1858
40.0
42.7
2005
1915
34
17
58
Sugar (MAR)
14.79
14.28
14.48
14.63
14.83
14.98
15.18
15.33
15.06
15.08
15.18
16.16
14.07
38.8
42.8
15.94
14.30
0.37
0.19
540000
Cotton (MAR)
59.10
58.42
58.73
59.05
59.36
59.68
59.99
60.31
59.15
59.32
59.91
61.25
57.05
48.0
46.8
61.30
57.31
1.03
0.51
194000
Live cattle (APR)
152.28
147.76
148.69
150.48
151.42
153.21
154.14
155.93
150.66
155.58
160.97
166.00
146.65
43.7
40.3
166.01
144.25
2.83
1.42
71000
Lean hogs (APR)
72.25
69.56
70.67
71.46
72.57
73.36
74.47
75.26
73.02
76.81
83.33
84.18
70.00
34.9
33.4
83.52
69.43
2.24
1.12
89000
Bond futures
Technical levels
Sup 2
Pivot
Res 1
Res 2
Res 3
5d
High (20d) Low (20d)
RSI
9d
14d
Bollinger
ATR
Stop
Trade size
High (20d) Low (20d)
14d
Dist.
Nominal
Last
21d
55d
UST 10Y (MAR)
130.84
129.23
129.68
130.28
130.72
131.32
131.77
132.37
130.14
129.31
127.68
130.94
126.41
71.1
69.1
131.02
127.81
0.84
0.42
237000
UST 15Y (MAR)
151.25
148.67
149.43
150.35
151.11
152.04
152.80
153.73
150.40
148.96
145.37
151.56
143.97
67.9
67.2
151.51
146.75
1.68
0.84
119000
Euro-bund 10Y (MAR)
159.29
157.91
158.26
158.83
159.18
159.75
160.10
160.67
158.68
157.48
155.14
159.19
155.74
72.3
72.0
159.31
155.75
0.78
0.39
227000
Euro-bund 5Y (MAR)
130.85
130.47
130.56
130.73
130.82
130.99
131.08
131.25
130.64
130.46
129.65
130.82
130.07
67.6
68.3
130.81
130.12
0.22
0.11
821000
Euro-BTP 10Y (MAR)
138.85
136.79
137.30
137.74
138.25
138.69
139.20
139.64
138.54
137.07
135.08
140.17
134.76
66.7
66.5
139.70
134.46
1.07
0.53
165000
Gilt 10Y (MAR)
123.87 c
122.23
122.62
123.25
123.64
124.27
124.66
125.29
122.80
121.76
119.38
123.28
119.00
79.8
76.4
123.47
120.24
0.78
0.39
169000
Monday, 02 February 2015
Sup 1
Breakout
Instrument
5
Sup 3
SMA
Equity index futures
Instrument
Technical levels
Last
Sup 3
Sup 2
Sup 1
Pivot
SMA
Res 1
Res 2
Res 3
5d
21d
Breakout
55d
RSI
High (20d) Low (20d)
9d
14d
Bollinger
ATR
Stop
Trade size
High (20d) Low (20d)
14d
Dist.
Units (CFD)
S&P 500 mini (MAR)
1993.25
1942.08
1964.17
1976.33
1998.42
2010.58
2032.67
2044.83
2016.40
2021.58
2042.20
2067.25
1970.25
41.3
43.2
2061.21
1979.49
34.24
17.12
58
Nasdaq 100 mini (MAR)
4149.75
4043.50
4089.75
4115.50
4161.75
4187.50
4233.75
4259.50
4179.60
4174.75
4229.11
4286.25
4041.50
44.7
45.9
4273.97
4071.58
79.58
39.79
25
Dow Jones mini (MAR)
17136
16636
16859
16978
17201
17320
17543
17662
17324
17474
17639
17884
17062
39.8
41.7
17820
17103
292
146
7
Russell 2000 mini (MAR)
1162.2
1121.4
1141.1
1151.1
1170.8
1180.8
1200.5
1210.5
1183.1
1176.8
1178.8
1211.0
1139.4
42.9
45.2
1201.3
1150.9
24.2
12.1
83
22
Euro STOXX 50 (MAR)
3364
3254
3292
3321
3359
3388
3426
3455
3371
3202
3178
3430
2981
65.1
63.0
3481
2930
82
41
DAX 30 (MAR)
10724.0
10440.5
10542.0
10618.5
10720.0
10796.5
10898.0
10974.5
10712.8
10140.6
9927.4
10857.5
9383.5
70.5
68.0
11048.8
9269.6
224.8
112.4
8
CAC 40 (FEB)
4628.0
4491.3
4537.2
4572.3
4618.2
4653.3
4699.2
4734.3
4630.3
4385.9
4321.0
4695.5
4062.5
68.3
65.6
4785.8
3999.3
103.2
51.6
17
FTSE 100 (MAR)
6706.0 c
6539.8
6605.7
6655.8
6721.7
6771.8
6837.7
6887.8
6754.3
6550.7
6571.1
6832.0
6234.5
59.4
58.2
6888.6
6219.3
107.2
53.6
12
IBEX 35 (FEB)
10388 c
10038
10187
10287
10436
10536
10685
10785
10522
10172
10341
10744
9570
53.0
52.9
10785
9543
240
120
7
FTSE MIB 40 (MAR)
20487 c
20036
20226
20356
20546
20676
20866
20996
20582
19386
19378
20810
17995
67.2
63.4
21346
17452
465
233
4
AEX (FEB)
450.5
440.3
443.9
446.6
450.2
452.9
456.5
459.2
452.5
432.3
425.1
459.9
406.2
65.6
64.2
465.0
400.7
8.6
4.3
210
BEL 20 (FEB)
3530.5 c
3480.3
3502.2
3516.3
3538.2
3552.3
3574.2
3588.3
3539.9
3371.9
3299.8
3562.0
3190.0
72.4
69.7
3627.3
3125.6
36.1
18.0
49
1572.25 c
1555.75
1563.75
1568.00
1576.00
1580.25
1588.25
1592.50
1557.20
1489.76
1466.17
1571.00
1420.75
75.3
70.8
1584.37
1397.99
21.88
10.94
750
OBX 25 (FEB)
542.80 c
533.67
537.13
539.97
543.43
546.27
549.73
552.57
545.41
533.61
528.75
552.10
497.00
57.3
57.2
556.53
511.40
9.83
4.91
1600
SMI 20 (MAR)
8351
8046
8143
8225
8322
8404
8501
8583
8276
8490
8804
9211
7754
49.2
45.5
9373
7566
224
112
8
Nikkei 225 (MAR)
17530
17367
17483
17577
17693
17787
17903
17997
17654
17283
17402
17880
16530
52.9
52.9
17865
16685
360
180
650
Hang Seng (FEB)
24475
24081
24266
24401
24586
24721
24906
25041
24738
24226
23773
25024
23283
53.1
55.3
25116
23376
362
181
43
5571
5430
5463
5503
5536
5576
5609
5649
5499
5377
5344
5526
5213
75.6
67.4
5556
5196
78
39
33
OMX S30 (FEB)
ASX SPI 200 (MAR)
6
Monday, 02 February 2015
Equities (majors)
Technical levels
Instrument
Last
Apple
117.16 c
112.86
114.85
116.01
118.00
119.16
121.15
122.31
Amazon
354.53 c
324.92
332.83
343.68
351.59
362.44
370.35
381.20
15.15 c
14.72
14.94
15.04
15.26
15.36
15.58
234.15 c
227.22
230.68
232.42
235.88
237.62
0.120 c
-0.038
0.031
0.076
0.145
0.190
Bank of America
Barclays
Banco Espirito
BMW
103.26
BNP Paribas
BP
Citigroup
Caterpillar
Commerzbank
Facebook
Sup 3
Sup 2
Sup 1
Pivot
SMA
Res 1
Res 2
Res 3
5d
Breakout
High (20d) Low (20d)
RSI
9d
14d
Bollinger
ATR
Stop
Trade size
High (20d) Low (20d)
14d
Dist.
Units (CFD)
21d
55d
114.72
110.42
112.44
119.19
104.63
63.1
60.1
117.75
103.20
3.24
1.62
317.33
302.18
310.30
316.93
285.25
82.4
75.7
330.51
273.21
11.45
5.73
170
15.68
15.45
16.11
16.90
18.03
14.97
33.7
34.8
17.50
14.53
0.42
0.21
4800
241.08
242.82
237.55
234.50
237.45
246.10
219.85
45.6
47.7
244.89
223.25
5.63
2.82
240
0.259
0.304
0.120
0.120
0.120
0.215
0.101
15.0
19.7
0.120
0.120
0.114
0.057
16000
620
100.76
101.60
102.31
103.15
103.86
104.70
105.41
103.15
94.10
91.15
106.16
84.55
70.2
69.2
107.44
81.38
2.71
1.36
650
46.78 c
43.84
45.06
45.92
47.13
47.99
49.21
50.07
48.02
47.07
48.60
51.18
43.14
42.6
45.1
49.81
44.09
1.65
0.82
1100
424.45 c
408.32
414.18
419.32
425.18
430.32
436.18
441.32
432.37
411.40
415.57
443.05
376.70
54.6
54.6
447.34
375.55
12.75
6.37
100
46.95 c
45.83
46.36
46.66
47.19
47.49
48.02
48.32
47.77
49.29
52.31
54.68
46.59
33.4
34.5
52.42
45.67
1.17
0.59
1700
79.97 c
10.719
77.92
78.67
79.32
80.07
80.72
81.47
82.12
81.17
84.86
91.75
91.62
78.81
24.5
27.2
89.61
79.49
2.01
1.01
990
10.247
10.423
10.512
10.688
10.777
10.953
11.042
10.880
10.897
11.287
11.939
10.310
38.5
40.8
11.413
10.349
0.398
0.199
4400
75.91 c
72.64
74.20
75.05
76.61
77.46
79.02
79.87
76.69
76.65
76.90
79.25
73.54
44.5
46.0
78.65
74.46
1.83
0.92
1100
Societe Generale
35.835 c
34.158
34.842
35.338
36.022
36.518
37.202
37.698
36.724
35.174
36.156
39.080
32.450
48.6
50.1
38.665
31.664
1.277
0.638
1400
Google
534.52 c
495.72
505.62
520.07
529.97
544.42
554.32
568.77
521.80
512.21
522.49
542.17
487.56
61.9
58.2
539.46
483.71
11.81
5.90
170
Goldman Sachs
172.41 c
167.89
170.10
171.26
173.47
174.63
176.84
178.00
175.67
181.38
187.57
195.73
172.82
31.9
34.1
190.98
170.48
4.07
2.03
490
26.14 c
25.43
25.74
25.94
26.24
26.44
26.75
26.95
26.51
24.89
23.86
27.13
22.61
62.9
64.1
27.66
22.23
0.61
0.31
2900
Inditex
JP Morgan
54.38 c
52.88
53.62
54.00
54.75
55.13
55.87
56.25
55.55
57.42
59.53
62.96
54.50
32.3
34.3
60.85
53.48
1.37
0.69
1500
441.80 c
428.33
433.46
437.63
442.76
446.93
452.06
456.23
445.76
372.13
355.96
457.38
316.85
77.9
74.7
480.89
265.68
14.32
7.16
140
2925.00 c
2793.83
2833.67
2879.33
2919.17
2964.83
3004.67
3050.33
2893.10
2911.14
2908.35
3038.50
2716.00
54.3
52.2
3009.27
2807.13
85.19
42.59
16
5.960 c
5.685
5.793
5.877
5.985
6.069
6.177
6.261
6.068
6.169
6.609
6.947
5.640
36.2
37.3
6.599
5.669
0.202
0.101
8700
Vodafone
234.50 c
227.77
231.13
232.82
236.18
237.87
241.23
242.92
236.95
229.43
226.48
245.90
213.80
55.5
57.7
245.12
214.50
4.91
2.46
270
Volkswagen
199.37
181.67
187.66
193.24
199.23
204.81
210.80
216.38
202.60
190.58
185.55
206.00
174.30
58.3
61.0
209.79
172.20
5.12
2.56
350
Netflix
Rio Tinto
Banco Santander
7
Monday, 02 February 2015
Equities (regional)
Technical levels
Instrument
Last
Sup 3
Sup 2
Sup 1
Pivot
SMA
Res 1
Res 2
Res 3
5d
21d
Breakout
55d
RSI
High (20d) Low (20d)
9d
14d
Bollinger
ATR
Stop
Trade size
High (20d) Low (20d)
14d
Dist.
Units (CFD)
Telecom Argentina
19.06 c
18.34
18.58
18.82
19.06
19.30
19.54
19.78
19.81
19.62
20.47
21.00
18.51
32.9
37.7
20.82
18.48
0.65
0.32
3100
KBC Group
47.72 c
46.54
47.04
47.38
47.88
48.22
48.72
49.06
48.26
46.74
45.96
49.99
43.99
53.4
55.3
49.93
43.52
1.25
0.62
1400
Petroleo Brasileiro
6.01 c
5.58
5.72
5.87
6.01
6.16
6.30
6.45
6.73
6.80
7.77
7.75
5.79
32.7
36.1
7.74
5.86
0.49
0.24
4100
Vale
7.03 c
6.42
6.56
6.79
6.93
7.16
7.30
7.53
7.21
8.03
8.18
8.83
6.86
29.5
34.1
9.14
6.94
0.37
0.19
5400
12.114 c
11.763
11.901
12.008
12.146
12.253
12.391
12.497
12.846
12.972
13.444
13.654
12.144
33.9
38.8
13.700
12.285
0.487
0.244
4100
Banco Bradesco
12.48 c
12.04
12.22
12.35
12.54
12.67
12.85
12.98
13.44
13.42
13.63
14.21
12.29
33.6
39.0
14.22
12.69
0.54
0.27
3700
Banco de Chile
65.74 c
63.16
64.38
65.06
66.28
66.96
68.18
68.86
67.30
67.47
69.70
70.27
65.20
34.5
37.5
69.28
65.58
1.30
0.65
1500
Quimica y Minera
23.86 c
23.21
23.51
23.68
23.98
24.15
24.45
24.62
24.50
23.78
24.04
25.33
22.56
47.7
49.3
25.11
22.38
0.66
0.33
3000
Bancolombia
46.27 c
44.44
45.02
45.64
46.22
46.84
47.42
48.04
47.43
46.35
48.57
48.56
43.81
42.3
42.8
47.96
44.58
1.20
0.60
1700
6.85 c
6.61
6.68
6.76
6.84
6.92
6.99
7.07
7.01
6.67
6.59
7.23
6.33
53.3
55.0
7.21
6.13
0.20
0.10
9000
12.855 c
12.468
12.632
12.743
12.907
13.018
13.182
13.293
12.781
11.297
10.538
13.200
9.637
87.8
82.6
13.501
9.203
0.389
0.194
4500
10.57 c
10.02
10.26
10.41
10.66
10.81
11.05
11.20
10.85
10.64
10.74
11.64
9.82
41.9
45.8
11.44
9.81
0.35
0.17
5100
OTP Bank
3650.0 c
3536.3
3586.7
3618.3
3668.7
3700.3
3750.7
3782.3
3744.4
3686.0
3830.0
3858.0
3390.0
42.3
43.5
3864.4
3495.1
94.8
47.4
5800
MOL Hungarian Oil & Gas
11055 c
10873
10962
11008
11097
11143
11232
11278
11188
11232
11585
11730
10580
42.0
42.6
11742
10691
242
121
2300
5.24 c
4.85
5.02
5.13
5.29
5.40
5.57
5.68
5.44
5.28
5.46
5.86
4.82
42.1
45.2
5.77
4.77
0.21
0.11
8300
14.90 c
14.53
14.69
14.80
14.96
15.07
15.23
15.34
15.09
14.35
14.94
15.52
13.12
55.8
53.3
15.63
13.06
0.47
0.24
3700
6.94 c
6.51
6.67
6.81
6.97
7.10
7.26
7.40
6.94
6.94
6.94
7.13
6.83
23.1
31.1
6.94
6.94
0.29
0.15
6000
28.24 c
26.49
27.01
27.63
28.15
28.77
29.29
29.91
28.46
28.03
30.47
30.09
26.28
48.8
45.9
29.33
26.53
0.95
0.47
2100
ArcerlorMittal
8.46 c
8.09
8.18
8.32
8.41
8.55
8.64
8.78
8.43
8.53
9.10
9.28
7.75
47.3
45.1
8.95
8.05
0.30
0.15
6000
America Movil
21.39 c
20.86
21.08
21.24
21.46
21.62
21.84
22.00
22.24
22.45
22.48
23.67
21.13
29.2
36.4
23.75
21.22
0.51
0.25
3900
Grupo Financiero Santander Mexico
10.58 c
10.34
10.43
10.50
10.59
10.66
10.75
10.82
10.72
10.05
10.35
11.04
9.37
60.0
56.2
11.07
9.06
0.30
0.15
6600
Grupo Televisa
32.61 c
31.91
32.24
32.42
32.75
32.93
33.26
33.44
33.47
33.05
34.27
34.62
31.60
41.3
43.1
34.31
31.72
0.78
0.39
2600
105.35 c
102.53
103.52
104.43
105.42
106.33
107.32
108.23
104.41
106.59
112.39
114.00
99.16
46.6
44.4
113.25
99.69
3.47
1.74
2100
34.34 c
33.82
33.99
34.17
34.34
34.52
34.69
34.87
33.52
34.41
35.75
37.16
31.75
53.0
48.4
37.31
31.38
1.01
0.50
7300
Galp Energia
9.36 c
9.07
9.19
9.28
9.40
9.49
9.61
9.70
9.49
8.73
9.18
9.73
7.81
61.8
57.5
9.95
7.53
0.38
0.19
4600
Portugal Telecom
0.63 c
0.53
0.58
0.60
0.65
0.67
0.72
0.74
0.72
0.73
1.03
0.98
0.57
35.3
35.1
0.87
0.57
0.09
0.05
19000
449000
Itau Unibanco Holding
Nokia
Peugeot
Credit Agricole
Unicredit
Eni
Fiat Industrial
Tenaris
KGHM Polska Miedz
PKO Bank Polski
Banco Commercial Portugues
0.063 c
0.059
0.060
0.061
0.063
0.064
0.066
0.067
0.065
0.069
0.074
0.075
0.058
31.2
35.0
0.074
0.063
0.004
0.002
Gazprom
4.05 c
3.65
3.82
3.93
4.10
4.22
4.38
4.50
4.36
4.55
4.99
4.99
4.22
28.8
33.8
4.93
4.17
0.22
0.11
8900
VTB Bank OJSC
1.93 c
1.74
1.80
1.86
1.92
1.99
2.04
2.11
1.93
2.00
2.00
2.31
1.74
46.0
47.0
2.21
1.77
0.13
0.06
16000
Sberbank of Russia
3.71 c
3.37
3.50
3.60
3.73
3.84
3.97
4.07
3.89
4.09
4.77
4.72
3.75
31.7
35.7
4.52
3.68
0.26
0.13
7600
Rosneft Oil Company
3.25 c
3.06
3.15
3.20
3.28
3.33
3.41
3.46
3.46
3.46
3.88
3.96
3.14
36.2
39.2
3.83
3.11
0.20
0.10
9900
13.31 c
12.98
13.09
13.20
13.31
13.42
13.53
13.64
13.32
12.25
12.37
13.41
11.25
74.0
68.6
13.82
10.73
0.29
0.15
6100
7.60 c
7.33
7.42
7.51
7.61
7.70
7.79
7.88
7.75
7.65
7.98
8.14
7.21
40.5
42.4
8.06
7.21
0.23
0.12
7600
15.685 c
15.122
15.348
15.517
15.743
15.912
16.138
16.307
15.999
15.293
16.125
16.365
14.255
50.3
49.0
16.571
13.986
0.448
0.224
3900
Telefonica
BBVA
Repsol
8
Monday, 02 February 2015
Instrument
Commodity futures
WTI Crude (MAR)
Brent Crude (MAR)
Gasoline (MAR)
Gas oil (MAR)
Heating oil (MAR)
Natural gas (MAR)
Gold (APR)
Silver (MAR)
Platinum (APR)
Palladium (MAR)
Copper (MAR)
Soy bean (MAR)
Wheat (MAR)
Milling wheat (MAR)
Corn (MAR)
Cocoa (MAR)
Coffee Arabica (MAR)
Coffee Robusta (MAR)
Sugar (MAR)
Cotton (MAR)
Live cattle (APR)
Lean hogs (APR)
CFD
OILUS
OILUK
GASOLINEUS
GASOILUK
HEATINGOIL
NATGASUS
GOLD
SILVER
PLATINUM
PALLADIUM
COPPERUS
SOYBEANS
WHEAT
CORN
COCOANY
COFFEENY
SUGARNY
LIVECATTLE
Instrument
Equities (majors)
Apple
Amazon
Bank of America
Barclays
Banco Espirito
BMW
BNP Paribas
BP
Citigroup
Caterpillar
Commerzbank
Facebook
Societe Generale
Google
Goldman Sachs
Inditex
JP Morgan
Netflix
Rio Tinto
Banco Santander
Vodafone
Volkswagen
Telecom Argentina
KBC Group
Petroleo Brasileiro
Vale
Itau Unibanco Holding
Banco Bradesco
9
Monday, 02 February 2015
Futures
CL
LCO
RB
FP
HO
NG
GC
SI
PL
PA
HG
ZS
ZW
ZC
EBM
CC
KC
RC
SB
CT
LE
LH
First notice
Feb-24
Feb-12
Mar-03
Mar-12
Mar-03
Feb-26
Mar-31
Feb-27
Mar-31
Feb-27
Feb-27
Feb-27
Feb-27
Mar-10
Feb-27
Feb-13
Feb-19
Mar-02
Mar-02
Feb-23
Apr-06
Apr-15
Instrument
Bond futures
UST 10Y (MAR)
UST 15Y (MAR)
Euro-bund 10Y (MAR)
Euro-bund 5Y (MAR)
Euro-BTP 10Y (MAR)
Gilt 10Y (MAR)
Equity index futures
S&P 500 mini (MAR)
Nasdaq 100 mini (MAR)
Dow Jones mini (MAR)
Russell 2000 mini (MAR)
Euro STOXX 50 (MAR)
DAX 30 (MAR)
CAC 40 (FEB)
FTSE 100 (MAR)
IBEX 35 (FEB)
FTSE MIB 40 (MAR)
AEX (FEB)
BEL 20 (FEB)
OMX S30 (FEB)
OBX 25 (FEB)
SMI 20 (MAR)
Nikkei 225 (MAR)
Hang Seng (FEB)
CFD
BUND
BOBL
10YBTP
SP500.I
NAS100.I
DJI.I
RUSSELL2000
STOXX50E.I
DAX.I
CAC40.I
FTSE100.I
IBEX35.I
SPMIB.I
AEX.I
BLG20.I
SWE30.I
NOR25.I
SMI.I
NI225.I
HSI.I
Futures
First notice
TY
US
FGBL
FGBM
FBTP
FLG
Feb-27
Feb-27
Mar-06
Mar-06
Mar-06
Feb-26
ES
NQ
YM
TF
FESX
FDX
FCE
FFI
MFXI
SPMIB
AEX
Mar-20
Mar-20
Mar-20
Mar-20
Mar-20
Mar-20
Feb-20
Mar-20
Feb-20
Mar-20
Feb-20
Feb-20
Feb-20
Feb-19
Mar-20
Mar-12
Feb-26
OMX
OBX
FSMI
SSI
HSI
Cash & CFD
Instrument
Cash & CFD
AAPL:xnas
AMZN:xnas
BAC:xnys
BARC:xlon
BES:xlis
BMW:xetr
BNP:xpar
BP:xlon
C:xnys
CAT:xnys
CBK:xetr
FB:xnas
GLE:xpar
GOOG:xnas
GS:xnys
ITX:xmce
JPM:xnys
NFLX:xnas
RIO:xlon
SAN:xmce
VOD:xlon
VOW3:xetr
TEO:xnys
KBC:xbru
PBR:xnys
VALE:xnys
ITU:xnys
BBD:xnys
Equities (regional)
Banco de Chile
Quimica y Minera
Bancolombia
Nokia
Peugeot
Credit Agricole
OTP Bank
MOL Hungarian Oil & Gas
Unicredit
Eni
Fiat Industrial
Tenaris
ArcerlorMittal
America Movil
Grupo Financiero Santander Mexico
Grupo Televisa
KGHM Polska Miedz
PKO Bank Polski
Galp Energia
Portugal Telecom
Banco Commercial Portugues
Gazprom
VTB Bank OJSC
Sberbank of Russia
Rosneft Oil Company
Telefonica
BBVA
Repsol
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
Guide to the tables
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.
Latest traded price. A ‘c’
to the right indicates last
closing price.
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.
Simple Moving Average (SMA): Green
indicates that the latest price is above
the SMA. Red indicates the opposite.
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.
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.
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Bollinger Band (two standard deviations):
Green may indicate oversold levels. Red may
indicate overbought levels.
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.
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.
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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.
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Example: Donchian channel
Donchian channel indicates a multi-period trading range (20-days in the example above), and if the price breaks through the multiperiod 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.
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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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Disclaimer
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