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楼主: greenback

Forex/Futures ST for Week 4/22-4/26

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 楼主| 发表于 2013-4-22 05:38 PM | 显示全部楼层


Soy backtesting ma20?
US Soybeans(Daily)20130422143957.png

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 楼主| 发表于 2013-4-22 05:39 PM | 显示全部楼层
Coffee is promising in forming a bottom here.
US Coffee C(Daily)20130422144053.png

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 楼主| 发表于 2013-4-22 06:44 PM | 显示全部楼层
Finally here is our portfolio update ...
Again, the cost is wrong since it doesn't track transaction yet.

Screen Shot 2013-04-22 at 3.44.42 PM.png
Screen Shot 2013-04-22 at 3.44.25 PM.png

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发表于 2013-4-22 10:02 PM | 显示全部楼层
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发表于 2013-4-22 11:50 PM | 显示全部楼层
greenback 发表于 2013-4-22 03:37 PM
Given that USD/JPY traders are a bit smarter than the stock traders, let me make a bet here on the d ...

现在forex 和SPX correlation 比去年弱很多,以至于我有一阵子没注意过JPY,AUD 等走势了。可能intra-day 15min 还是可以参考的,day-to-day 就不行了。

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 楼主| 发表于 2013-4-23 05:58 PM | 显示全部楼层
90ufo 发表于 2013-4-22 07:50 PM
现在forex 和SPX correlation 比去年弱很多,以至于我有一阵子没注意过JPY,AUD 等走势了。可能intra-day  ...

Looks that JPY trades knew ahead of time that Chinese data would be bad last evening. We could have profited by shorting ES and cover before European market opened at midnight CA time.
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发表于 2013-4-23 11:40 PM | 显示全部楼层
耐心等待做空信号。
2013-04-23-es4h.png

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 楼主| 发表于 2013-4-24 01:37 AM | 显示全部楼层
Don't know why morningstar is so late in updating the data.

Here you are ...
Screen Shot 2013-04-23 at 10.38.11 PM.png
Screen Shot 2013-04-23 at 10.36.40 PM.png

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 楼主| 发表于 2013-4-24 02:19 PM | 显示全部楼层
Apple is doing good, supporting the market as well. Go bulls!
Apple Computer Inc(15 Minutes)20130424112056.png

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 楼主| 发表于 2013-4-24 02:20 PM | 显示全部楼层
NKD is doing great!
Japan 225 Futures(5 Hours)20130424112203.png

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 楼主| 发表于 2013-4-24 02:59 PM | 显示全部楼层
I'm suspicious there is a bump and run pattern in NKD, out of my long here. 200 points profit in less than 24 hours ...
Japan 225 Futures(Hourly)20130424120005.png

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 楼主| 发表于 2013-4-24 05:23 PM | 显示全部楼层
Okay, finally we have time today for review ...

First indices ...
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 楼主| 发表于 2013-4-24 05:24 PM | 显示全部楼层
Overall, we have to give bulls more time. So far daily charts are good. Especially we have seen renewed strength in DAX.
US Small Cap 2000(Daily)20130424142457.png
Japan 225(Daily)20130424142441.png
DAX(Daily)20130424142417.png
SPX 500(Daily)20130424142341.png

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 楼主| 发表于 2013-4-24 05:26 PM | 显示全部楼层
Bonds are refusing to give up ... but they have not advanced much in the last few days either ...
Japan Govt. Bond(Daily)20130424142810.png
Euro Bund(Daily)20130424142728.png
US 10 YR T-Note(Daily)20130424142703.png

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 楼主| 发表于 2013-4-24 05:30 PM | 显示全部楼层
Currency majors are not going anywhere ...
Concerning us is USD/JPY ... as long as it's hanging on here  99 to 100, it would be good for NKD.
AUDUSD(Daily)20130424143051.png
USDJPY(Daily)20130424142940.png
EURUSD(Daily)20130424142927.png
GBPUSD(Daily)20130424143206.png

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 楼主| 发表于 2013-4-24 05:32 PM | 显示全部楼层
Next on metals:

GOLD rebound is still a bearish rebound so far, below 50% fibo.
Copper also started to rebound ...
Copper(Daily)20130424143355.png
Gold(Daily)20130424143256.png

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 楼主| 发表于 2013-4-24 05:35 PM | 显示全部楼层
Now on energies:

Key time on CRUDE and NG and expect them to pause at the MA20 first ... CRUDE indeed turned around as we have been expecting.
Natural Gas(Daily)20130424143554.png
Crude Oil(Daily)20130424143517.png

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 楼主| 发表于 2013-4-24 05:36 PM | 显示全部楼层
Finally on commodities:

Another entry point for Coffee and OJ?
Orange Juice(Daily)20130424143734.png
US Coffee C(Daily)20130424143803.png

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 楼主| 发表于 2013-4-24 05:39 PM | 显示全部楼层
The rest of the assets are turning south again ...
US Wheat(Daily)20130424144054.png
US Sugar No11(Daily)20130424144044.png
US Soybeans(Daily)20130424144032.png
US Cotton No.2(Daily)20130424144015.png

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 楼主| 发表于 2013-4-24 05:39 PM | 显示全部楼层
Except Cocoa, still hanging there.
US Cocoa(Daily)20130424143746.png

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