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楼主: greenback

Forex/Futures ST for Week 5/20-5/24

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 楼主| 发表于 2013-5-20 06:20 PM | 显示全部楼层


Bond moves are giving us assurance that maybe this leg is not over yet. But hard to say when major policy change is imminent, i.e. taper or not is the question!
US 10 YR T-Note(Daily)20130520161637.png
Japan Govt. Bond(Daily)20130520161626.png
Euro Bund(Daily)20130520161615.png
US 30 YR T-Bond(Daily)20130520161557.png

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 楼主| 发表于 2013-5-20 06:22 PM | 显示全部楼层
Currency majors: somehow the market interpret the Fed comments as USD negative. It's weak across the board!
AUDUSD(Daily)20130520161950.png
USDCAD(Daily)20130520161941.png
GBPUSD(Daily)20130520161925.png
USDJPY(Daily)20130520161855.png
EURUSD(Daily)20130520161835.png

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 楼主| 发表于 2013-5-20 06:24 PM | 显示全部楼层
Metals behave similarly with non-USD currencies, not surprisingly.
Copper(Daily)20130520162140.png
Gold(Daily)20130520162126.png

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 楼主| 发表于 2013-5-20 06:24 PM | 显示全部楼层
Energies are also similarly behaved, at least for some part of the trading hours.
Natural Gas(Daily)20130520162118.png
Crude Oil(Daily)20130520162108.png

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 楼主| 发表于 2013-5-20 06:26 PM | 显示全部楼层
Soft commodities:

Soy is breaking out ... looks good!
US Soybeans(Weekly)20130520162358.png
US Soybeans(Daily)20130520162354.png

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 楼主| 发表于 2013-5-20 06:28 PM | 显示全部楼层
Sugar would be a nice short, but it's having a SLOW death ... not sure it's too boring or not.
US Sugar No11(Weekly)20130520162558.png
US Sugar No11(Daily)20130520162541.png

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 楼主| 发表于 2013-5-20 06:36 PM | 显示全部楼层
Key time for JPY ... it has come back to the low as we expected last night. Let's see whether it can hold!
USDJPY(Hourly)20130520163328.png

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 楼主| 发表于 2013-5-20 08:38 PM | 显示全部楼层
本帖最后由 greenback 于 2013-5-20 09:39 PM 编辑

The push up was 30 point away from my stop buy ... bulls keep up the good work!
Japan 225 Futures(15 Minutes)20130520183411.png

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 楼主| 发表于 2013-5-20 08:39 PM | 显示全部楼层
greenback 发表于 2013-5-20 07:36 PM
Key time for JPY ... it has come back to the low as we expected last night. Let's see whether it can ...

This is a strong upswing, should be another one after a pullback.
USDJPY(15 Minutes)20130520183616.png

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发表于 2013-5-20 09:12 PM | 显示全部楼层
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 楼主| 发表于 2013-5-20 11:07 PM | 显示全部楼层
Update of the portfolio ...
Screen Shot 2013-05-20 at 9.02.04 PM.png
Screen Shot 2013-05-20 at 9.01.37 PM.png
Screen Shot 2013-05-20 at 9.00.28 PM.png

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 楼主| 发表于 2013-5-21 01:55 AM | 显示全部楼层
Our NKD orders were triggered. This is a valid break out ... and is supported by the JPY move.
USDJPY(Hourly)20130520235239.png
Japan 225 Futures(Hourly)20130520235223.png

点评

Great call.  发表于 2013-5-21 11:27 PM

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 楼主| 发表于 2013-5-21 08:49 AM | 显示全部楼层
So far so good ...
USDJPY(Hourly)20130521064629.png
Japan 225 Futures(Hourly)20130521064618.png

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 楼主| 发表于 2013-5-21 09:30 AM | 显示全部楼层
本帖最后由 greenback 于 2013-5-21 10:46 AM 编辑

This is ugly. it's a good idea to set stop loss as break-even to minimize the pain in testing a new trend even if NKD is a much stronger asset than ES.
SPX 500(15 Minutes)20130521072640.png

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 楼主| 发表于 2013-5-21 09:43 AM | 显示全部楼层
本帖最后由 greenback 于 2013-5-21 10:45 AM 编辑

I was out and watching based on my DTing sense ... If bears can't make a new low in SPX, I'll be back in.
SPX 500(15 Minutes)20130521074316.png

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 楼主| 发表于 2013-5-21 10:39 AM | 显示全部楼层
So just a range day, I'm back ...
SPX 500(15 Minutes)20130521083712.png

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发表于 2013-5-21 11:53 AM | 显示全部楼层
绿大, aud可买了吗?
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 楼主| 发表于 2013-5-21 12:37 PM | 显示全部楼层
RedBean 发表于 2013-5-21 12:53 PM
绿大, aud可买了吗?

Swing maybe, if you believe China is turning around.
AUDUSD(Daily)20130521100349.png
AUDUSD(Weekly)20130521100336.png

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发表于 2013-5-21 12:43 PM | 显示全部楼层
多谢!
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 楼主| 发表于 2013-5-21 01:03 PM | 显示全部楼层
NKD is doing good even if JPY is not that strong.

Note too that JPY is actually quite good given that US 10yr is so strong due to the 100% QE3 is expected at the moment. The theory is that JPY is strongly anti-correlated with US 10yr price, or strongly correlated with US 10yr rate since Japanese investors are to chase the yield differential between the US and JGB 10yr notes.
Japan 225 Futures(Hourly)20130521105744.png
USDJPY(Hourly)20130521105816.png
US 10 YR T-Note(Hourly)20130521105822.png

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