Saxo Trade Navigator

Thursday, 18 December 2014

Forex (majors)

Technical levels
Sup 3

Sup 2

Sup 1

Instrument

Last

Res 1

Res 2

Res 3

EUR/USD

1.2292

1.2075

1.2198

1.2270

1.2393

1.2465

1.2588

1.2660

USD/JPY

118.75

114.40

115.35

117.00

117.95

119.60

120.55

122.20

EUR/JPY

145.96

144.18

144.76

145.60

146.18

147.02

147.60

EUR/GBP

0.7899

0.7860

0.7885

0.7905

0.7930

0.7949

EUR/CHF

1.2076

1.2005

1.2006

1.2008

1.2009

GBP/USD

1.5560

1.5278

1.5410

1.5492

CHF/JPY

120.87

120.05

120.54

121.24

USD/CHF

0.9824

0.9483

0.9539

USD/CAD

1.1635

1.1459

AUD/USD

0.8158

NZD/USD

5d

Breakout

ATR

Stop

Trade size

14d

Dist.

Units

1.2426

1.2540

1.2600

1.2247

38.7

40.8

1.2558

1.2282

0.0113

0.0056

177000

118.06

118.64

113.65

121.85

115.57

53.5

56.3

120.94

116.40

1.54

0.77

155000

148.44

146.77

147.42

142.45

149.78

144.96

43.5

49.4

149.14

145.64

1.49

0.74

160000

0.7974

0.7994

0.7928

0.7923

0.7902

0.8039

0.7833

46.0

47.9

0.7981

0.7856

0.0058

0.0029

221000

1.2011

1.2012

1.2014

1.2010

1.2021

1.2046

1.2047

1.2008

78.1

70.0

1.2037

1.2005

0.0013

0.0006

1549000

1.5624

1.5706

1.5838

1.5920

1.5682

1.5684

1.5869

1.5826

1.5542

38.5

39.7

1.5791

1.5578

0.0119

0.0059

168000

121.73

122.42

122.92

123.61

122.20

122.64

118.26

124.53

120.71

40.0

46.8

124.02

121.20

1.25

0.63

190000

0.9635

0.9691

0.9787

0.9843

0.9939

0.9661

0.9674

0.9608

0.9818

0.9531

65.0

61.7

0.9790

0.9567

0.0087

0.0044

225000

1.1510

1.1570

1.1621

1.1681

1.1732

1.1792

1.1606

1.1418

1.1322

1.1674

1.1192

70.3

66.9

1.1682

1.1161

0.0091

0.0045

256000

0.7946

0.8026

0.8075

0.8155

0.8204

0.8284

0.8333

0.8214

0.8413

0.8618

0.8723

0.8200

22.2

24.8

0.8710

0.8095

0.0096

0.0048

208000

0.7722

0.7545

0.7615

0.7661

0.7731

0.7777

0.7847

0.7893

0.7768

0.7799

0.7834

0.7947

0.7609

43.2

44.0

0.7930

0.7662

0.0100

0.0050

199000

GBP/CHF

1.5287

1.5020

1.5058

1.5107

1.5145

1.5194

1.5232

1.5281

1.5149

1.5172

1.5245

1.5361

1.4943

60.3

56.0

1.5310

1.5051

0.0112

0.0056

175000

AUD/JPY

96.87

94.10

94.66

95.52

96.08

96.93

97.49

98.34

96.98

99.81

97.87

102.85

95.30

33.7

37.1

103.44

96.00

1.17

0.59

202000

CAD/JPY

102.06

98.53

99.24

100.63

101.35

102.74

103.45

104.84

101.72

103.92

100.36

106.52

99.14

43.8

47.0

106.97

100.86

1.33

0.67

178000

GBP/JPY

184.78

181.73

182.44

183.62

184.32

185.50

186.21

187.38

185.14

186.07

180.26

189.71

181.63

46.1

50.8

189.14

183.12

2.06

1.03

115000

GBP/CAD

1.8105

1.7794

1.7947

1.8031

1.8184

1.8268

1.8421

1.8505

1.8201

1.7908

1.7965

1.8400

1.7541

56.5

56.2

1.8304

1.7524

0.0149

0.0074

156000

Sup 3

Sup 2

Sup 1

Pivot

Res 1

Res 2

Res 3

5d

Breakout
High (20d) Low (20d)

14d

High (20d) Low (20d)

1.2433

SMA

9d

Bollinger

55d

Technical levels

High (20d) Low (20d)

RSI

21d

Forex (commodities)

Pivot

SMA

RSI
9d

14d

Bollinger

ATR

Stop

Trade size

High (20d) Low (20d)

14d

Dist.

Units

Instrument

Last

21d

55d

AUD/USD

0.8158

0.7946

0.8026

0.8075

0.8155

0.8204

0.8284

0.8333

0.8214

0.8413

0.8618

0.8723

0.8200

22.2

24.8

0.8710

0.8095

0.0096

0.0048

208000

NZD/USD

0.7722

0.7545

0.7615

0.7661

0.7731

0.7777

0.7847

0.7893

0.7768

0.7799

0.7834

0.7947

0.7609

43.2

44.0

0.7930

0.7662

0.0100

0.0050

199000

USD/CAD

1.1635

1.1459

1.1510

1.1570

1.1621

1.1681

1.1732

1.1792

1.1606

1.1418

1.1322

1.1674

1.1192

70.3

66.9

1.1682

1.1161

0.0091

0.0045

256000

CAD/USD

0.8597

0.8530

0.8550

0.8572

0.8592

0.8614

0.8634

0.8656

0.8616

0.8760

0.8833

0.8927

0.8569

30.3

33.5

0.8955

0.8558

0.0063

0.0032

317000

AUD/NZD

1.0565

1.0370

1.0429

1.0484

1.0543

1.0598

1.0657

1.0712

1.0572

1.0786

1.0999

1.1023

1.0521

26.1

27.0

1.1057

1.0496

0.0093

0.0046

280000

AUD/CAD

0.9492

0.9279

0.9363

0.9405

0.9489

0.9531

0.9615

0.9657

0.9534

0.9604

0.9755

0.9866

0.9441

38.5

38.3

0.9764

0.9427

0.0097

0.0048

240000

NZD/CAD

0.8985

0.8796

0.8873

0.8918

0.8995

0.9040

0.9117

0.9162

0.9017

0.8905

0.8869

0.9152

0.8730

56.0

55.4

0.9071

0.8738

0.0102

0.0051

227000

EUR/AUD

1.5067

1.4895

1.5010

1.5102

1.5218

1.5310

1.5425

1.5517

1.5136

1.4775

1.4556

1.5244

1.4237

64.2

65.3

1.5290

1.4280

0.0155

0.0077

159000

EUR/NZD

1.5917

1.5673

1.5800

1.5909

1.6036

1.6145

1.6272

1.6381

1.6004

1.5934

1.6008

1.6203

1.5646

45.4

47.4

1.6129

1.5734

0.0163

0.0081

159000

EUR/CAD

1.4302

1.4078

1.4216

1.4285

1.4422

1.4491

1.4629

1.4698

1.4429

1.4188

1.4197

1.4645

1.3886

52.2

53.2

1.4520

1.3851

0.0137

0.0069

169000

AUD/JPY

96.87

94.10

94.66

95.52

96.08

96.93

97.49

98.34

96.98

99.81

97.87

102.85

95.30

33.7

37.1

103.44

96.00

1.17

0.59

202000

NZD/JPY

91.70

88.94

89.63

90.54

91.23

92.13

92.82

93.72

91.71

92.52

89.01

93.98

89.98

47.1

51.5

93.94

91.09

1.15

0.57

207000

XAU/USD

1198.36

1162.25

1173.07

1181.39

1192.21

1200.53

1211.35

1219.67

1206.05

1202.03

1203.05

1238.32

1142.88

47.7

48.9

1232.75

1173.25

23.23

11.61

86

XAG/USD

16.038

15.146

15.382

15.568

15.805

15.991

16.228

16.414

16.355

16.412

16.599

17.321

14.424

42.9

44.5

17.293

15.556

0.555

0.277

3600
84

XAU/XAG

74.69

73.73

74.32

74.93

75.51

76.13

76.71

77.32

73.82

73.27

72.53

78.76

71.21

57.6

56.6

75.71

70.82

1.49

0.74

XAU/EUR

975.08

944.23

949.54

956.68

961.99

969.13

974.44

981.58

970.15

967.38

959.39

999.44

919.59

53.9

53.7

995.79

941.48

16.95

8.47

96

XAG/EUR

13.052

12.269

12.414

12.585

12.730

12.900

13.045

13.216

13.154

13.209

13.236

13.936

11.671

47.0

47.7

13.944

12.507

0.393

0.196

4100

Thursday, 18 December
2014

Forex (scandies)

Technical levels

Instrument

Last

Sup 2

Pivot

Res 1

Res 2

Res 3

EUR/NOK

9.1110

8.5627

8.8130

8.9787

9.2290

9.3947

9.6450

9.8107

EUR/SEK

9.4030

9.2800

9.3581

9.4101

9.4882

9.5402

9.6183

9.6703

EUR/DKK

7.4402

7.4322

7.4354

7.4379

7.4411

7.4436

7.4468

NOK/SEK

1.0320

0.9738

0.9903

1.0125

1.0290

1.0512

1.0677

NOK/DKK

0.8166

0.7565

0.7708

0.7922

0.8065

0.8279

SEK/DKK

0.7912

0.7695

0.7737

0.7800

0.7843

USD/NOK

7.4127

6.9961

7.1507

7.2799

USD/SEK

7.6499

7.5118

7.5515

7.6090

AUD/NOK

6.0472

5.6931

5.8309

AUD/SEK

6.2410

6.1245

NZD/NOK

5.7248

NZD/SEK

5d

High (20d) Low (20d)

RSI
9d

14d

Bollinger

ATR

Stop

Trade size

High (20d) Low (20d)

14d

Dist.

Units

55d

9.1887

8.7775

8.5306

9.8906

8.4003

65.3

67.4

9.3251

8.2560

0.1647

0.0823

90000

9.4528

9.3233

9.2477

9.7281

9.2186

54.8

57.1

9.4972

9.1542

0.0846

0.0423

181000

7.4493

7.4397

7.4403

7.4424

7.4527

7.4344

49.4

48.2

7.4426

7.4378

0.0038

0.0019

3163000

1.0899

1.0284

1.0628

1.0848

1.1016

0.9774

32.1

31.8

1.1088

1.0142

0.0158

0.0079

970000

0.8422

0.8636

0.8093

0.8483

0.8733

0.8859

0.7523

34.1

32.1

0.8982

0.7959

0.0149

0.0075

812000

0.7906

0.7949

0.8012

0.7873

0.7982

0.8049

0.8075

0.7649

44.7

42.5

0.8124

0.7835

0.0071

0.0036

1705000

7.4345

7.5637

7.7183

7.8475

7.3921

7.0646

6.8053

7.8745

6.7246

75.9

75.2

7.5218

6.6352

0.1371

0.0686

108000

7.6487

7.7062

7.7459

7.8034

7.6021

7.5025

7.3758

7.7490

7.3579

70.8

68.0

7.6618

7.3545

0.0834

0.0417

184000

5.9245

6.0622

6.1558

6.2936

6.3871

6.0721

5.9402

5.8593

6.4956

5.7794

57.7

58.0

6.1221

5.7674

0.1142

0.0571

130000

6.1639

6.1956

6.2350

6.2667

6.3061

6.3378

6.2427

6.3107

6.3542

6.4919

6.1871

40.1

40.9

6.4356

6.1801

0.0788

0.0394

194000

5.3880

5.5168

5.6130

5.7418

5.8380

5.9668

6.0630

5.7415

5.5083

5.3297

6.1497

5.2961

68.1

68.4

5.8136

5.2209

0.1099

0.0550

135000

5.9081

5.7962

5.8357

5.8716

5.9111

5.9470

5.9865

6.0224

5.9045

5.8503

5.7771

6.0538

5.7470

59.3

58.1

5.9385

5.7670

0.0743

0.0371

206000

CAD/NOK

6.3715 c

6.0258

6.1541

6.2628

6.3911

6.4998

6.6281

6.7368

6.3698

6.1860

6.0087

6.7570

5.9419

74.4

73.9

6.4470

5.9455

0.1054

0.0527

141000

CAD/SEK

6.5750

6.4712

6.4994

6.5455

6.5737

6.6198

6.6480

6.6941

6.5497

6.5708

6.5142

6.6609

6.4943

52.6

52.6

6.6377

6.5099

0.0707

0.0353

217000

CHF/NOK

7.5444

7.1310

7.3392

7.4772

7.6854

7.8234

8.0316

8.1696

7.6548

7.3036

7.0823

8.2368

6.9864

60.9

64.3

7.7680

6.8603

0.1371

0.0685

108000

CHF/SEK

7.7870

7.7288

7.7930

7.8359

7.9001

7.9430

8.0072

8.0501

7.8692

7.7553

7.6770

8.0998

7.6653

49.3

53.0

7.9072

7.6067

0.0708

0.0354

217000

NOK/JPY

16.02

14.89

15.15

15.58

15.84

16.27

16.53

16.97

15.97

16.81

16.70

17.51

14.69

32.4

34.4

17.85

15.71

0.34

0.17

703000

SEK/JPY

15.52

15.08

15.17

15.32

15.41

15.57

15.66

15.81

15.53

15.81

15.40

16.13

14.94

42.5

45.6

16.22

15.40

0.22

0.11

1072000

GBP/NOK

11.5349

10.8342

11.1337

11.3382

11.6377

11.8422

12.1417

12.3462

11.5951

11.0802

10.7948

12.3934

10.5105

69.7

70.4

11.7820

10.4219

0.2117

0.1059

70000

GBP/SEK

11.9041

11.7059

11.8013

11.8707

11.9661

12.0355

12.1309

12.2003

11.9211

11.7671

11.7024

12.2020

11.5155

59.7

59.5

11.9880

11.5640

0.1247

0.0624

123000

NOK/PLN

0.4636

0.4273

0.4360

0.4494

0.4581

0.4715

0.4802

0.4936

0.4566

0.4769

0.4930

0.5006

0.4278

40.2

36.2

0.5043

0.4476

0.0083

0.0041

833000

SEK/PLN

0.4490

0.4360

0.4386

0.4429

0.4455

0.4498

0.4524

0.4567

0.4441

0.4486

0.4544

0.4566

0.4348

54.8

49.5

0.4556

0.4410

0.0042

0.0021

1648000

NOK/HUF

34.37

31.82

32.38

33.37

33.93

34.92

35.47

36.46

33.76

35.02

36.08

36.30

31.86

45.0

40.7

36.73

33.23

0.57

0.29

888000

SEK/HUF

33.30

32.30

32.49

32.85

33.04

33.40

33.59

33.95

32.84

32.95

33.25

33.26

32.32

61.7

56.6

33.29

32.62

0.29

0.15

1742000

NOK/CZK

3.033

2.812

2.861

2.939

2.988

3.066

3.115

3.193

3.000

3.148

3.241

3.293

2.802

35.1

32.6

3.336

2.950

0.053

0.026

854000

SEK/CZK

2.936

2.855

2.871

2.893

2.908

2.931

2.946

2.969

2.919

2.962

2.987

3.000

2.842

45.1

42.7

3.018

2.904

0.026

0.013

1753000

Thursday, 18 December
2014

Sup 1

Breakout

21d

Sup 3

SMA

Forex (CE3)

Technical levels
Sup 3

Sup 2

Sup 1

Pivot

SMA

Instrument

Last

Res 1

Res 2

Res 3

EUR/PLN

4.2247

4.1823

4.1944

4.2140

4.2261

4.2457

4.2578

4.2774

EUR/HUF

313.19

308.04

309.79

311.95

313.70

315.86

317.61

319.77

EUR/CZK

27.617

27.469

27.514

27.555

27.600

27.641

27.686

EUR/RON

4.4721

4.4479

4.4562

4.4666

4.4749

4.4853

PLN/HUF

74.15

73.16

73.52

73.86

74.22

74.56

5d

Breakout
High (20d) Low (20d)

RSI
9d

14d

Bollinger

ATR

Stop

Trade size

High (20d) Low (20d)

14d

Dist.

Units

21d

55d

4.1989

4.1831

4.2018

4.2381

4.1494

69.3

62.8

4.2237

4.1388

0.0190

0.0095

361000

310.35

307.19

307.47

314.39

304.00

76.6

70.7

311.87

302.73

2.01

1.01

254000

27.727

27.585

27.611

27.623

27.759

27.539

52.9

50.0

27.669

27.547

0.069

0.035

651000

4.4936

4.5040

4.4768

4.4441

4.4288

4.5075

4.4156

63.0

62.9

4.4870

4.4011

0.0187

0.0093

390000

74.92

75.26

73.91

73.44

73.18

74.75

72.20

66.5

62.7

74.46

72.54

0.46

0.23

1114000

CZK/PLN

0.1529

0.1518

0.1521

0.1528

0.1531

0.1538

0.1541

0.1548

0.1522

0.1515

0.1521

0.1536

0.1502

66.4

61.1

0.1530

0.1498

0.0007

0.0004

9199000

CZK/HUF

11.3403

11.1992

11.2486

11.3147

11.3641

11.4302

11.4796

11.5457

11.2500

11.1254

11.1302

11.3845

10.9748

75.6

70.4

11.3092

10.9521

0.0718

0.0359

7108000

USD/PLN

3.4373

3.3236

3.3466

3.3884

3.4114

3.4532

3.4762

3.5180

3.3774

3.3663

3.3511

3.3998

3.3351

74.3

67.3

3.4043

3.3288

0.0316

0.0158

218000

USD/HUF

254.81

245.76

247.62

251.07

252.93

256.38

258.24

261.69

249.65

247.23

245.22

251.39

242.21

76.4

70.5

252.08

242.80

2.68

1.34

191000

USD/CZK

22.4681

21.7604

21.8953

22.1283

22.2632

22.4962

22.6311

22.8641

22.1881

22.2212

22.0319

22.5510

21.9388

60.9

58.6

22.4910

21.9684

0.2149

0.1074

209000

USD/RON

3.6383

3.5419

3.5611

3.5933

3.6125

3.6447

3.6639

3.6961

3.5977

3.5756

3.5318

3.6276

3.5263

67.3

64.3

3.6251

3.5296

0.0338

0.0169

215000

Forex (emerging markets)

Technical levels
Last

Sup 2

Pivot

Res 1

Res 2

Res 3

EUR/TRY

2.8581

2.7536

2.8134

2.8495

2.9093

2.9454

3.0052

3.0413

USD/TRY

2.3236

2.2370

2.2731

2.3055

2.3416

2.3740

2.4101

2.4425

EUR/ZAR

14.2495

13.7814

14.0203

14.1803

14.4192

14.5792

14.8181

USD/ZAR

11.5925

11.1341

11.2873

11.4556

11.6088

11.7771

EUR/MXN

17.9221

17.1724

17.5276

17.7506

18.1058

USD/MXN

14.5809

13.9379

14.1546

14.3587

TRY/ZAR

4.9850

4.8422

4.8795

USD/RUB

58.8535

43.2629

EUR/RUB

72.397

USD/CNH

5d

High (20d) Low (20d)

RSI
9d

14d

Bollinger

ATR

Stop

Trade size

High (20d) Low (20d)

14d

Dist.

Units

55d

2.8988

2.8051

2.8238

3.0312

2.7479

54.3

55.4

2.9292

2.6812

0.0427

0.0213

109000

2.3312

2.2570

2.2514

2.4146

2.2049

62.5

62.7

2.3573

2.1592

0.0320

0.0160

145000

14.9781

14.4870

14.0018

13.9905

14.7919

13.5361

53.3

55.7

14.6889

13.3268

0.2044

0.1022

113000

11.9303

12.0986

11.6532

11.2682

11.1583

11.8150

10.9060

62.1

62.4

11.8485

10.7091

0.1684

0.0842

138000

18.3288

18.6840

18.9070

18.3052

17.5932

17.2549

18.6609

16.8309

53.8

58.2

18.6131

16.6229

0.2441

0.1221

119000

14.5754

14.7795

14.9962

15.2003

14.7232

14.1587

13.7632

14.9440

13.5540

68.0

71.8

15.0099

13.3614

0.1673

0.0837

174000

4.9244

4.9617

5.0066

5.0439

5.0888

4.9975

4.9909

4.9546

5.1229

4.8677

47.5

49.3

5.1020

4.8836

0.0601

0.0301

386000

51.4927

56.5426

64.7724

69.8223

78.0521

83.1020

61.5485

52.9338

46.6398

79.1688

44.3641

56.8

60.6

65.4578

41.0300

4.0257

2.0128

29000

53.552

64.164

69.543

80.155

85.533

96.145

101.524

76.358

65.729

58.401

99.558

54.995

55.3

58.8

81.153

51.014

5.134

2.567

23000

6.2224

6.1823

6.1866

6.1942

6.1985

6.2061

6.2104

6.2180

6.1971

6.1642

6.1444

6.2054

6.1156

78.5

74.1

6.2112

6.1212

0.0155

0.0077

806000

USD/CNY

6.2201

6.1791

6.1833

6.1902

6.1944

6.2013

6.2055

6.2124

6.1917

6.1583

6.1371

6.2079

6.1167

84.1

80.8

6.2070

6.1134

0.0138

0.0069

903000

USD/HKD

7.7552

7.7508

7.7519

7.7540

7.7551

7.7572

7.7583

7.7604

7.7533

7.7538

7.7552

7.7590

7.7509

58.3

54.5

7.7578

7.7496

0.0022

0.0011

6993000

USD/SGD

1.3159

1.2955

1.2989

1.3047

1.3081

1.3139

1.3173

1.3231

1.3107

1.3084

1.2917

1.3244

1.2961

59.2

60.1

1.3227

1.2945

0.0071

0.0036

371000

USD/BRL

2.7153 c

2.5883

2.6278

2.6716

2.7111

2.7549

2.7944

2.8382

2.6912

2.5936

2.5278

2.7600

2.4965

74.1

70.3

2.7238

2.4657

0.0440

0.0220

124000

SGD/JPY

90.24

88.15

88.68

89.61

90.14

91.07

91.60

92.53

90.08

90.67

87.95

92.13

88.76

49.3

52.8

91.83

89.55

0.91

0.45

261000

Thursday, 18 December
2014

Sup 1

Breakout

21d

Sup 3

SMA

Instrument

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 (JAN)

56.36

49.36

51.78

54.13

56.55

58.90

61.32

63.67

57.21

66.67

75.50

77.83

53.60

18.1

20.5

79.95

52.61

2.87

1.43

Brent Crude (FEB)

61.27

54.10

56.41

58.79

61.10

63.48

65.79

68.17

61.71

70.51

80.48

82.04

58.50

21.0

21.1

83.37

56.84

2.71

1.35

740

Gasoline (JAN)

156.59

140.91

146.23

151.42

156.74

161.93

167.25

172.44

158.11

181.01

202.03

207.37

151.38

19.2

20.4

214.04

145.85

6.37

3.19

31000

Gas oil (FEB)

568.00

513.00

531.25

546.75

565.00

580.50

598.75

614.25

575.10

641.95

714.42

725.00

551.25

15.2

16.1

737.80

539.52

20.28

10.14

99

Heating oil (JAN)

200.41

182.72

188.27

194.56

200.11

206.40

211.95

218.24

200.95

217.04

236.73

242.03

192.64

30.3

28.8

243.81

188.56

6.58

3.29

30000
11000

Natural gas (JAN)

700

3.682

3.526

3.570

3.636

3.680

3.746

3.790

3.856

3.694

3.983

4.040

4.689

3.585

41.3

41.7

4.612

3.301

0.180

0.090

1197.8

1162.2

1172.1

1183.3

1193.2

1204.4

1214.3

1225.5

1208.9

1203.6

1204.2

1239.0

1141.7

46.1

48.1

1232.8

1175.2

23.8

11.9

84

16.00

15.23

15.42

15.68

15.87

16.12

16.31

16.57

16.48

16.49

16.65

17.36

14.16

41.2

43.6

17.35

15.64

0.58

0.29

3500

Platinum (JAN)

1206.0

1172.9

1181.0

1190.3

1198.4

1207.7

1215.8

1225.1

1216.9

1223.2

1235.2

1256.3

1181.1

42.4

44.0

1254.1

1194.7

24.6

12.3

81

Palladium (MAR)

787.05

753.90

764.45

771.85

782.40

789.80

800.35

807.75

800.39

799.51

785.99

823.00

762.30

42.2

46.0

826.66

775.19

16.23

8.12

120
36000

Gold (FEB)
Silver (MAR)

Copper (MAR)

286.25

276.87

279.78

283.42

286.33

289.97

292.88

296.52

289.25

292.68

298.87

307.20

277.75

38.8

39.9

302.46

281.84

5.58

2.79

1033.50

1006.25

1014.75

1025.00

1033.50

1043.75

1052.25

1062.50

1043.00

1036.20

1014.88

1066.75

991.00

47.9

50.0

1069.14

1005.68

22.88

11.44

8700

Wheat (MAR)

650.00

593.00

605.00

626.75

638.75

660.50

672.50

694.25

618.95

585.80

552.25

639.00

536.00

81.7

77.0

639.57

536.50

18.44

9.22

11000

Milling wheat (MAR)

199.75 c

189.25

191.75

195.75

198.25

202.25

204.75

208.75

192.30

186.18

176.94

197.75

175.00

78.5

74.4

197.51

175.94

4.00

2.00

410

Corn (MAR)

408.25 c

398.00

400.75

404.50

407.25

411.00

413.75

417.50

405.75

392.02

379.56

412.50

375.25

68.1

64.4

410.16

375.49

8.93

4.46

22000

Soy bean (MAR)

Cocoa (MAR)
Coffee Arabica (MAR)

2915 c

2852

2871

2893

2912

2934

2953

2975

2883

2873

2935

2960

2801

56.7

53.0

2944

2805

49

25

40

171.85 c

161.28

166.22

169.03

173.97

176.78

181.72

184.53

175.72

184.56

195.74

201.35

173.50

30.8

34.1

197.73

169.94

5.50

2.75

36000

Coffee Robusta (MAR)

1946 c

1876

1903

1925

1952

1974

2001

2023

1963

2041

2071

2112

1958

18.7

26.2

2140

1936

29

15

69

Sugar (MAR)

14.72

14.35

14.49

14.60

14.74

14.85

14.99

15.10

14.90

15.47

15.96

16.22

14.67

26.3

31.2

16.38

14.52

0.30

0.15

674000
174000

Cotton (MAR)

60.33

58.38

58.94

59.79

60.35

61.20

61.76

62.61

60.42

59.76

60.99

61.25

58.53

52.5

50.4

60.89

58.68

1.15

0.57

Live cattle (FEB)

155.83

150.67

153.21

154.52

157.06

158.37

160.91

162.22

160.22

166.36

166.88

172.75

158.75

13.9

21.8

175.26

156.87

2.28

1.14

88000

Lean hogs (FEB)

80.48

76.84

77.76

79.12

80.03

81.39

82.31

83.67

82.61

86.90

88.52

91.93

80.28

10.8

20.3

92.84

80.49

1.80

0.90

111000

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)

127.19

125.66

126.28

126.61

127.23

127.57

128.18

128.52

127.25

126.83

126.74

128.39

125.55

54.3

54.1

127.76

125.94

0.69

0.35

289000

UST 15Y (MAR)

145.25

142.69

143.66

144.19

145.16

145.69

146.66

147.19

144.98

142.93

142.03

146.59

140.81

66.5

64.9

145.77

140.27

1.20

0.60

166000

Euro-bund 10Y (MAR)

155.30

154.35

154.63

154.88

155.16

155.41

155.69

155.94

154.72

153.02

151.66

155.44

150.94

84.5

79.8

155.36

150.86

0.60

0.30

272000

Euro-bund 5Y (MAR)

130.03

129.67

129.75

129.85

129.93

130.03

130.11

130.21

129.82

128.76

128.29

130.05

127.83

89.9

84.7

130.37

127.24

0.23

0.12

707000

Euro-BTP 10Y (MAR)

134.47

132.85

133.18

133.69

134.02

134.53

134.86

135.37

133.87

133.54

131.35

134.94

130.86

65.0

65.1

135.30

132.03

0.85

0.42

192000

Gilt 10Y (MAR)

119.38 c

118.39

118.66

119.02

119.29

119.65

119.92

120.28

118.85

117.63

116.26

120.05

116.08

74.6

71.0

119.29

116.10

0.74

0.37

174000

Thursday, 18 December
2014

Sup 1

Breakout

Instrument

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)

2014.50

1941.42

1957.08

1985.67

2001.33

2029.92

2045.58

2074.17

2000.80

2047.21

1996.50

2079.00

1968.25

44.6

46.5

2108.30

1986.12

25.92

12.96

77

Nasdaq 100 mini (MAR)

4171.25

4015.50

4050.25

4106.50

4141.25

4197.50

4232.25

4288.50

4167.80

4258.63

4120.09

4348.00

4084.25

42.0

45.6

4388.78

4131.97

60.66

30.33

33

Dow Jones mini (MAR)

17345

16854

16968

17161

17275

17468

17582

17775

17289

17673

17218

17980

17039

40.6

44.0

18176

17172

203

101

10

Russell 2000 mini (MAR)

1173.4

1110.4

1123.7

1149.6

1162.9

1188.8

1202.1

1228.0

1152.6

1169.2

1141.0

1195.8

1133.0

54.6

53.5

1200.6

1139.0

21.8

10.9

92

3101

2915

2959

3009

3053

3103

3147

3197

3063

3171

3086

3282

2918

46.1

47.1

3334

3014

75

37

22

DAX 30 (MAR)

9701.5

9198.3

9313.2

9443.3

9558.2

9688.3

9803.2

9933.3

9588.4

9790.9

9353.7

10127.0

9216.5

50.2

51.7

10198.6

9416.0

205.3

102.6

CAC 40 (JAN)

4181.5

3905.3

3968.2

4040.3

4103.2

4175.3

4238.2

4310.3

4107.5

4282.8

4199.5

4423.0

3925.0

46.2

46.2

4520.0

4047.4

94.3

47.1

17

FTSE 100 (MAR)

6353.5 c

6097.7

6165.8

6259.7

6327.8

6421.7

6489.8

6583.7

6328.8

6603.1

6507.1

6776.0

6121.5

36.7

38.5

6946.1

6251.6

116.3

58.2

11

IBEX 35 (JAN)

10082 c

9769

9841

9961

10033

10153

10225

10345

10132

10507

10326

10939

9660

37.6

41.4

11082

9946

253

126

FTSE MIB 40 (MAR)

18588 c

17942

18096

18342

18496

18742

18896

19142

18629

19486

19309

20215

17735

37.7

40.5

20675

18311

501

251

AEX (JAN)

409.0

386.8

391.9

397.7

402.8

408.6

413.7

419.5

405.5

419.4

408.7

432.5

389.3

43.7

45.1

438.2

400.7

7.8

3.9

210

Euro STOXX 50 (MAR)

BEL 20 (JAN)

3169.8 c

3104.0

3119.6

3144.7

3160.3

3185.4

3201.0

3226.1

3180.5

3242.5

3150.3

3329.0

3088.8

40.5

44.6

3348.7

3139.5

39.0

19.5

42

1406.00 c

1387.17

1392.33

1399.17

1404.33

1411.17

1416.33

1423.17

1422.65

1446.93

1397.28

1475.75

1386.50

32.7

40.6

1487.96

1407.88

19.11

9.56

800

OBX 25 (JAN)

503.91 c

458.56

467.63

485.77

494.84

512.98

522.05

540.19

497.02

522.45

525.03

558.70

483.30

41.7

40.2

563.31

478.64

10.03

5.01

1500

SMI 20 (MAR)

8810

8595

8656

8718

8779

8841

8902

8964

8848

9035

8776

9225

8576

36.0

41.5

9313

8764

124

62

16

Nikkei 225 (MAR)

17260

16087

16263

16537

16713

16987

17163

17437

17032

17436

16521

18110

16610

49.8

51.9

18105

16774

346

173

690

Hang Seng (DEC)

22730

22135

22270

22432

22567

22729

22864

23026

22942

23525

23471

24281

22600

33.1

37.2

24445

22626

392

196

40

5163

5000

5038

5079

5117

5158

5196

5237

5180

5297

5345

5432

5129

35.7

37.6

5458

5127

75

38

33

OMX S30 (JAN)

ASX SPI 200 (MAR)

Thursday, 18 December
2014

Equities (majors)

Technical levels

Instrument

Last

Apple

109.41 c

104.52

105.67

107.54

108.69

110.56

111.71

113.58

Amazon

298.88 c

288.08

290.55

294.72

297.19

301.36

303.83

308.00

17.26 c

16.51

16.67

16.96

17.12

17.41

17.57

Bank of America
Barclays

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

109.15

114.33

108.37

119.75

106.26

40.0

43.7

121.58

107.04

2.79

1.40

302.94

319.25

312.78

341.26

295.01

33.0

37.5

345.72

292.04

8.06

4.03

250

17.86

17.09

17.16

16.95

17.87

16.59

52.3

52.2

17.70

16.63

0.33

0.17

6000

720

228.10 c

221.30

223.20

225.65

227.55

230.00

231.90

234.35

230.60

238.45

231.09

249.95

220.95

36.3

41.1

251.14

226.01

5.84

2.92

220

Banco Espirito

0.120 c

-0.038

0.031

0.076

0.145

0.190

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

14000

BMW

88.89

84.87

85.69

87.17

87.99

89.47

90.29

91.77

87.71

89.36

84.97

92.99

83.26

50.4

52.3

93.68

85.50

2.28

1.14

710

BNP Paribas

47.48 c

45.50

46.19

46.84

47.53

48.18

48.87

49.52

47.86

49.81

49.09

52.18

45.12

37.9

41.3

52.96

46.78

1.48

0.74

1100

397.55 c

364.35

371.05

384.30

391.00

404.25

410.95

424.20

387.84

419.16

426.23

451.80

364.40

42.1

40.5

461.92

374.30

12.35

6.17

100

52.45 c

50.18

50.64

51.55

52.01

52.92

53.38

54.29

52.86

54.14

52.93

56.95

51.12

38.9

42.3

56.60

51.73

1.06

0.53

1900

BP
Citigroup
Caterpillar
Commerzbank
Facebook

89.75 c
11.080

86.36

87.20

88.47

89.31

90.58

91.42

92.69

90.41

98.43

98.10

107.12

89.15

19.9

26.7

110.05

86.53

2.20

1.10

910

10.429

10.559

10.769

10.899

11.109

11.239

11.449

11.137

11.788

11.561

12.375

10.565

24.9

33.0

12.648

10.933

0.368

0.184

4400

76.11 c

73.69

74.30

75.20

75.81

76.71

77.32

78.22

76.67

75.87

75.90

78.88

72.51

50.1

50.7

78.68

73.30

1.80

0.90

1100

Societe Generale

33.885 c

32.107

32.578

33.232

33.703

34.357

34.828

35.482

34.860

37.628

37.414

40.235

31.850

22.7

30.7

41.475

33.844

1.297

0.649

1300

Google

504.89 c

488.61

492.71

498.80

502.90

508.99

513.09

519.18

512.22

529.58

539.62

543.98

489.00

32.3

34.0

553.68

504.73

9.91

4.96

200

Goldman Sachs

185.03 c

180.74

182.18

183.61

185.05

186.48

187.92

189.35

187.25

189.87

186.54

198.06

182.40

36.0

40.7

197.03

182.82

3.34

1.67

600

22.29 c

21.66

21.90

22.09

22.33

22.52

22.76

22.95

22.54

22.99

21.95

23.78

21.56

42.8

46.0

23.93

22.07

0.57

0.29

2900

Inditex
JP Morgan

59.77 c

57.31

57.82

58.80

59.31

60.29

60.80

61.78

59.71

60.68

59.82

63.16

58.11

44.1

46.0

62.83

58.54

1.18

0.59

1700

333.65 c

301.58

308.56

321.10

328.09

340.63

347.62

360.16

329.25

345.74

380.17

387.05

316.00

41.7

38.8

368.78

320.96

11.59

5.79

170

2801.50 c

2502.17

2576.83

2689.17

2763.83

2876.17

2950.83

3063.17

2715.10

2890.43

2973.89

3062.50

2600.00

45.7

43.5

3128.46

2647.24

94.67

47.34

14

6.833 c

6.505

6.588

6.711

6.794

6.917

7.000

7.123

6.816

7.045

6.950

7.416

6.450

42.8

44.8

7.489

6.625

0.207

0.103

7900

Vodafone

219.65 c

212.10

214.05

216.85

218.80

221.60

223.55

226.35

218.11

224.84

210.13

234.75

210.00

45.6

48.6

234.77

214.90

5.34

2.67

240

Volkswagen

180.50

172.88

174.27

176.74

178.13

180.60

181.99

184.47

179.90

181.76

169.91

188.75

172.10

46.5

50.9

189.34

174.90

4.42

2.21

370

Netflix
Rio Tinto
Banco Santander

Thursday, 18 December
2014

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

20.12 c

19.19

19.44

19.78

20.03

20.37

20.62

20.96

19.87

21.42

21.18

22.72

18.92

37.3

39.7

23.28

19.44

0.83

0.42

2400

KBC Group

44.62 c

42.62

43.11

43.86

44.35

45.11

45.60

46.35

44.50

45.13

42.79

46.89

42.77

48.7

51.4

46.85

43.57

1.19

0.60

1400

Petroleo Brasileiro

6.70 c

5.97

6.18

6.44

6.65

6.91

7.12

7.38

6.75

8.80

11.29

11.13

6.01

25.0

26.8

11.66

5.87

0.61

0.31

3300

Vale

7.25 c

6.85

6.99

7.12

7.26

7.39

7.53

7.66

7.12

8.30

9.46

9.55

6.82

30.7

30.2

9.98

6.61

0.36

0.18

5600

12.670 c

11.543

11.917

12.293

12.667

13.043

13.417

13.793

12.528

14.160

14.238

16.139

11.620

37.2

39.1

16.525

11.741

0.610

0.305

3300

Banco Bradesco

12.83 c

11.67

12.02

12.42

12.77

13.17

13.52

13.92

12.67

14.41

14.51

16.52

11.68

38.7

40.1

17.03

11.74

0.67

0.34

3000

Banco de Chile

68.90 c

65.02

66.45

67.67

69.10

70.32

71.75

72.97

68.27

71.74

72.86

76.38

66.27

37.6

36.8

76.81

66.33

1.34

0.67

1500

Quimica y Minera

22.89 c

20.47

21.01

21.95

22.50

23.44

23.98

24.92

22.28

24.42

23.73

27.84

21.52

43.0

42.7

27.61

21.03

0.81

0.40

2500

Bancolombia

46.33 c

41.22

42.44

44.38

45.60

47.54

48.76

50.70

44.55

50.56

54.00

56.87

42.50

36.3

32.7

58.80

41.80

1.46

0.73

1400

6.33 c

6.06

6.12

6.22

6.28

6.38

6.44

6.54

6.35

6.54

6.51

6.84

6.06

40.8

43.7

6.91

6.20

0.18

0.09

8900

Peugeot

9.780 c

9.373

9.509

9.645

9.781

9.917

10.053

10.189

9.819

10.059

9.584

10.990

9.151

42.9

47.2

10.851

9.348

0.330

0.165

4900

Credit Agricole

10.35 c

9.90

10.04

10.19

10.33

10.48

10.62

10.77

10.44

10.87

11.01

11.48

9.93

38.2

41.0

11.60

10.16

0.36

0.18

4500

OTP Bank

3735.0 c

3506.7

3558.3

3646.7

3698.3

3786.7

3838.3

3926.7

3912.8

3978.3

4006.0

4122.0

3600.0

28.4

33.2

4185.9

3766.0

97.6

48.8

5200

MOL Hungarian Oil & Gas

11035 c

10482

10648

10842

11008

11202

11368

11562

11309

11920

11851

12445

10600

24.2

30.6

12715

11075

288

144

1800

5.26 c

5.00

5.06

5.16

5.22

5.31

5.37

5.47

5.36

5.67

5.67

6.00

4.98

34.8

39.1

6.15

5.21

0.21

0.10

7900

14.06 c

13.07

13.30

13.68

13.91

14.29

14.52

14.90

13.86

15.50

16.17

17.42

12.98

34.3

33.7

17.85

13.05

0.50

0.25

3300

6.94 c

6.51

6.67

6.81

6.97

7.10

7.26

7.40

6.94

6.94

6.98

7.13

6.83

23.1

31.1

6.94

6.94

0.29

0.15

5500

30.04 c

28.29

28.78

29.41

29.90

30.53

31.02

31.65

29.27

32.51

36.28

36.82

28.17

37.5

33.8

37.69

27.06

1.02

0.51

2000

ArcerlorMittal

8.79 c

8.31

8.43

8.61

8.73

8.91

9.03

9.21

8.83

9.58

9.81

10.21

8.36

30.5

33.9

10.53

8.60

0.30

0.15

5400

America Movil

21.17 c

19.07

19.74

20.45

21.12

21.83

22.50

23.21

20.92

22.65

23.40

24.32

20.05

35.5

34.1

25.12

20.08

0.55

0.28

3600

9.73 c

9.00

9.22

9.47

9.69

9.94

10.16

10.41

9.62

10.82

11.92

11.96

9.20

26.4

26.0

12.45

9.14

0.35

0.17

5700

32.49 c

31.08

31.48

31.98

32.38

32.88

33.28

33.78

32.52

35.54

34.95

37.55

31.13

26.5

31.3

39.19

31.75

0.87

0.43

2300

107.50 c

103.35

104.80

106.15

107.60

108.95

110.40

111.75

110.07

118.30

122.77

128.20

105.80

16.7

22.2

131.11

105.01

2.80

1.40

2500

35.69 c

34.66

34.99

35.34

35.67

36.02

36.35

36.70

36.08

37.07

37.02

38.48

35.01

29.7

35.4

38.53

35.59

0.72

0.36

9500

Galp Energia

8.65 c

7.86

8.03

8.34

8.51

8.82

8.99

9.30

8.36

9.69

10.77

11.44

7.82

35.6

33.0

11.71

7.56

0.39

0.20

4100

Portugal Telecom

1.01 c

0.92

0.95

0.98

1.00

1.03

1.05

1.08

1.06

1.34

1.32

1.61

0.99

14.9

24.6

1.69

0.97

0.09

0.05

18000
369000

Itau Unibanco Holding

Nokia

Unicredit
Eni
Fiat Industrial
Tenaris

Grupo Financiero Santander Mexico

Grupo Televisa
KGHM Polska Miedz
PKO Bank Polski

Banco Commercial Portugues

0.070 c

0.061

0.065

0.068

0.071

0.074

0.077

0.080

0.075

0.080

0.084

0.087

0.071

24.8

32.3

0.088

0.072

0.004

0.002

Gazprom

4.36 c

3.12

3.46

3.91

4.25

4.70

5.04

5.50

4.38

5.43

6.10

6.52

3.45

32.4

30.4

6.92

3.88

0.31

0.15

6500

VTB Bank OJSC

1.78 c

1.40

1.50

1.64

1.74

1.88

1.98

2.12

1.85

1.92

1.91

2.11

1.50

41.9

43.5

2.15

1.70

0.12

0.06

16000

Sberbank of Russia

4.15 c

2.25

2.83

3.49

4.08

4.73

5.32

5.98

4.25

5.62

6.66

7.05

3.00

33.6

31.4

7.57

3.56

0.46

0.23

4400

Rosneft Oil Company

3.36 c

2.42

2.63

3.00

3.20

3.57

3.78

4.14

3.38

4.34

5.03

5.39

2.61

31.0

28.6

5.72

2.90

0.26

0.13

7700

11.97 c

11.61

11.70

11.83

11.92

12.05

12.14

12.27

12.28

12.66

11.92

13.43

11.60

30.1

38.3

13.47

11.90

0.30

0.15

5400

7.78 c

7.49

7.57

7.67

7.75

7.86

7.94

8.05

7.90

8.35

8.68

8.78

7.45

30.4

34.0

8.93

7.75

0.25

0.12

6600

15.680 c

14.857

15.073

15.377

15.593

15.897

16.113

16.417

16.079

17.597

17.532

18.695

14.965

20.3

27.1

19.509

15.658

0.519

0.260

3100

Telefonica
BBVA
Repsol

Thursday, 18 December
2014

Instrument
Commodity futures
WTI Crude (JAN)
Brent Crude (FEB)
Gasoline (JAN)
Gas oil (FEB)
Heating oil (JAN)
Natural gas (JAN)
Gold (FEB)
Silver (MAR)
Platinum (JAN)
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 (FEB)
Lean hogs (FEB)

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

Thursday, 18 December
2014

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

Dec-23
Jan-15
Jan-05
Feb-12
Jan-05
Dec-30
Jan-30
Feb-27
Dec-31
Feb-27
Feb-27
Feb-27
Feb-27
Mar-10
Feb-27
Feb-13
Feb-19
Mar-02
Mar-02
Feb-23
Feb-09
Feb-13

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 (JAN)
FTSE 100 (MAR)
IBEX 35 (JAN)
FTSE MIB 40 (MAR)
AEX (JAN)
BEL 20 (JAN)
OMX S30 (JAN)
OBX 25 (JAN)
SMI 20 (MAR)
Nikkei 225 (MAR)
Hang Seng (DEC)

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
Jan-16
Mar-20
Jan-16
Mar-20
Jan-16
Jan-16
Jan-16
Jan-15
Mar-20
Mar-12
Dec-30

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 sessions 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 days closing price.

A stop target is calculated as 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 ATR from entry. In the above EURUSD example a
position size of EUR 181,000 will trigger a USD 995.5 loss using ATR.

10

Thursday, 18 December
2014

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 days high, low, and close are used to calculate the
present days 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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