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OrderFlowTrading: Foreign Exchange Sentiment & Orderflow Analysis

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  • #16
    European Open Report
    6/4/2014 1:40 AM - Ryan

    Asian Market Data Overview:
    • Australian GDP q/q change for Q1 came in surprisingly well at +1.1% vs fcst of +0.9%
    • New Zealand- Fonterra’s Global Dairy Trade index falls -4.2% overnight.


    Asian FX rate changes during Asian trading session
    • USD/JPY 102.65 +10 pips
    • AUD/USD .9265 flat
    • NZD/USD .8410 -20 pips
    • AUD/JPY 95.15 +15 pips
    • NZD/JPY 86.35 -10 pips
    • AUD/NZD 1.1020 +30 pips


    Asian Equities
    • Japan’s Nikkei 225 15,027 –0.04%
    • Australia’s S&P/ASX 200 5,445 -0.65%
    • New Zealand’s NZ50: 5,159 -0.09%
    • HongKong’s Hang Seng 23,125 –0.71%


    European Futures
    • Stoxx 50: 3,2441 -0.21%
    • FTSE 100: 6,836 -0.41%
    • CAC 40: 4,503 -0.27%
    • DAX: 9,919 -0.31%
    • IBEX 35: 10,776 -0.47%


    Asian session FX flows:
    • Sudden short-covering in Aud pairs as the market expected quarterly GDP change would be in-line with expectations, but released a beat.
    • The NZD stayed on the offer as dismal Fonterra auction late yesterday caused lowering of Trade balance forecasts; helping to confirm NZ’s downtrend in recent exports.
    • Japan equities opened higher again on positive Asian growth outlook. Yen crosses pressed against recent highs; breaking to weekly highs mid-Tokyo trading.


    Upcoming Notable Orders
    • AUDUSD – Options expiring at 0.920(310M) & 0.930(160M) may contain price throughout the day post-GDP.
    • EURAUD – Buy stops at 1.4750/60
    • EURJPY – Offers mixed with stops above 139.85. Solid offers set to contain price at 140.0
    • EURUSD – Large options over 1-yrd set to expire at 1.360($1400M), 1.3650($1030M), & 1.370($1536M) helping to keep price in range.
    • NZDUSD – Down in to light bids at 0.8415. Larger bids at 0.8400
    • USDCHF – Offers remain at 0.8995 in protection of 0.900 barrier. Buy stops on break above.
    • More FX order info on Order Flow News Feed


    KEY EVENTS AHEAD times in Eastern US (GMT –4 hours):
    • 0430 – UK Services PMI(May) - Forecast: 58.3 (58.7 prev)

    Comment


    • #17
      European Open Report
      6/5/2014 1:40 AM - Ryan

      Asian Market Data Overview:
      • Australia's Trade Balance for the month of April came in at -122M vs. forecasts in the range of +300M to +510M. March’s revised from +730M to +902M
      • HSBC's version of Chinese Services PMI (May) came in at 50.7 vs April’s 51.4. Still over the 50.0 mark.


      Asian FX rate changes during Asian trading session
      • USD/JPY 102.50 -20 pips
      • AUD/USD .9280 +5 pips
      • NZD/USD .8434 +10 pips
      • AUD/JPY 95.15 -15 pips
      • NZD/JPY 86.50 flat
      • AUD/NZD 1.100 -10 pips


      Asian Equities
      • Japan’s Nikkei 225 15,056 –0.08%
      • Australia’s S&P/ASX 200 5,433 -0.21%
      • New Zealand’s NZ50: 5,159 flat
      • HongKong’s Hang Seng 23,109 –0.18%


      European Futures
      • Stoxx 50: 3,237 -0.10%
      • FTSE 100: 6,818 -0.26%
      • CAC 40: 4,501 -0.06%
      • DAX: 9,926 +0.07%
      • IBEX 35: 10,755 -0.20%


      Asian session FX flows:
      • Nikkei 225 opened higher, only to start a steady sell-off in to the afternoon. Bonds rose, so Yen benefitted, taking advantage of Nikkei selling. Flows in to the Yen have subsided for the meantime.
      • The Aud quickly sold off upon poor April trade balance data; not only confirming its trend of lower exports value; but coming in as a negative figure (net importer) when predicted to be positive. The sell-off was quick-lived as the Aud took back any losses and made small gains upon the close.


      Upcoming Notable Orders
      • AUDUSD – Offers remain at 0.9290/0.930
      • EURAUD – Recent Aud strength putting pressure on longs with stops under 1.4640.
      • EURGBP - Stops above 0.8155, larger above 0.8160, offers 0.8175/80
      • GBPJPY – Stops growing above recent highs at 172.10
      • NZDUSD – Up off of noted bids yesterday; more bids remain at 0.8400. Light sell stops under.
      • USDJPY – Lrg option strikes set for expiration today at 102.5(157M) 102.75-80(1,430M) 103.0(536M)
      • More FX order info on Order Flow News Feed


      KEY EVENTS AHEAD times in Eastern US (GMT –4 hours):
      • 0700 – BoE Bank Rate Decision/Asset Purchases - Forecast: Rate & Purchases Unchanged
      • 0745 – ECB Rate Decision - Forecast: 15bp cut from 0.25% to 0.10%

      Comment


      • #18
        Originally posted by Ryan420 View Post
        Upcoming Notable Orders
        • AUDUSD – Offers remain at 0.9290/0.930
        • GBPJPY – Stops growing above recent highs at 172.10
        Yesterday's stops:

        EurAud:
        euraud.png

        GbpJpy:
        gbpjpy.png

        Comment


        • #19
          European Open Report
          6/10/2014 1:15 AM - Ryan

          Asian Market Data Overview:
          • Australia: NAB’s Business Confidence (May) at 7 vs. April’s 5.8. Home Loans m/m change for April unchanged vs fcst of +0.3%.
          • China: CPI y/y (May) at 2.5% vs 2.4% fcst. PPI y/y (May) at –1.4% vs. –1.5% fcst.
          • The Chinese central bank again sets the Usd/Cny rate lower; strengthening their currency.


          Asian FX rate changes during Asian trading session
          • USD/JPY 102.33 -20 pips
          • AUD/USD .9357 +10 pips
          • NZD/USD .8502 +10 pips
          • AUD/JPY 95.75 -20 pips
          • NZD/JPY 87.00 -10 pips
          • AUD/NZD 1.1008 flat



          Asian Equities
          • Japan’s Nikkei 225 14,974 -0.99%
          • Australia’s S&P/ASX 200 5,466 +0.04%
          • New Zealand’s NZ50: 5,179 -0.15%
          • HongKong’s Hang Seng 23,283 +0.72%



          European Futures
          • Stoxx 50: 3,305 +0.33%
          • FTSE 100: 6,875 +0.24%
          • CAC 40: 4,589 +0.17%
          • DAX: 10,008 +0.21%
          • IBEX 35: 11,164 +0.90%



          Asian session FX flows:
          • Same flows as recent Asian sessions: Nikkei opens higher only to drift lower.


          Upcoming Notable Orders
          • AUDJPY – Offers stacked at 95.95-96.0 to cap further price advance; buy stops set at 96.00-96.10
          • AUDNZD - $140M worth of Calls at 1.10 expiring today; keeping price close. 580M of calls at 1.10 for Thursday.
          • EURUSD – Bids at 1.3570; sell stops sub-1.3570; thin order structure below stops.
          • GBPUSD – Offers 1.6810-30. Buy stops at 1.6850. Sell stops mixed with bids at 1.6780-70. Larger bids at 1.6750
          • NZDUSD - Recent range traps both bulls & bears...
          • More FX order info on Order Flow News Feed



          KEY EVENTS AHEAD times in Eastern US (GMT –4 hours):
          • 0430 – UK Manufacturing Production m/m change for April. Fcst +0.4% Prev +0.5%

          Comment


          • #20
            European Open Report
            6/16/2014 1:44 AM - Ryan

            Asian Market Data Overview:

            Asian FX rate changes during Asian trading session
            • USD/JPY 101.78 -25 pips
            • AUD/USD .9400 flat
            • NZD/USD .8690 +20 pips
            • AUD/JPY 95.76 -20 pips
            • NZD/JPY 88.45 flat
            • AUD/NZD 1.0825 -20 pips


            Asian Equities
            • Japan’s Nikkei 225 14,934 -1.08%
            • Australia’s S&P/ASX 200 5,406 +0.02%
            • New Zealand’s NZ50: 5,178 +0.16%
            • HongKong’s Hang Seng 23,328 +0.04%


            Asian session FX flows:
            • Asia sold off equities off global unrest as conflicts in the middle-east escaladed over the weekend.
            • Steady flows seen going in to the New Zealand dollar & the Great Britain Pound.


            Upcoming Notable Orders
            • AUDJPY – Large offers remain above 96.0; Offers mixed with buy stops at 96.20 & above.
            • AUDUSD – Sell stops at 0.9375; Buyers centered at 0.9350
            • EURAUD – Buy stops start at 1.4465; Offers trail up from 1.4475 to 1.4500
            • EURJPY – Bids 137.80/75, sell stops on break of 137.75 to 137.50 where light bids rest, stops cont. on break below 137.50
            • GBPUSD – Barrier option at 1.70 still valid; Offers set at 1.6990/98 in protection, buy stops on break above.
            • NZDUSD – Offers remain at 0.8690/00; Shorts set to exit positions & buyers on break above 0.8700; Bids at 0.8650/45
            • USDJPY – Layer of buy stops at 102.15; Bids grow in size down to 101.50.
            • More FX order info on Order Flow News Feed



            KEY EVENTS AHEAD times in Eastern US (GMT –4 hours):
            • 0500 – EuroZone: Final CPI y/y (May): May’s Prelim: 0.5% , April’s Final: 0.7%

            Comment


            • #21
              European Open Report
              6/18/2014 1:30 AM - Ryan

              Asian Market Data Overview:

              Asian FX rate changes during Asian trading session
              • USD/JPY 102.30 +10 pips
              • AUD/USD .9335 flat
              • NZD/USD .8662 +10 pips
              • AUD/JPY 95.50 +10 pips
              • NZD/JPY 88.60 +17 pips
              • AUD/NZD 1.0775 -10 pips



              Asian Equities
              • Japan’s Nikkei 225 15,123 +0.98%
              • Australia’s S&P/ASX 200 5,388 -0.23%
              • New Zealand’s NZ50: 5,193 -0.17%
              • HongKong’s Hang Seng 23,190 -0.06%


              Asian session FX flows:
              • Flows back in to the Nikkei kept the Yen crosses well-bid as fx pairs ran buy stops in Tokyo afternoon.


              Upcoming Notable Orders
              • AUDUSD – Bids at 0.9300, sell stops gathering below.
              • EURJPY – A group of sell stops start at 138.20 down to 138.0
              • EURGBP – Option at 0.7975(150M) set for Wednesday; 0.8010(450M) set for tomorrow's expiration.
              • GBPUSD – Light offers at 1.70; Large buy stops above highs, 1.7010-15.
              • NZDUSD – Heavy offers remain at 0.8700. Stops layered just above.
              • USDCAD – Option at 1.0870(313M) for Wed’s 10am NY cut; Over $660M in Puts btwn 1.0820-1.0850 expiring Friday.
              • More FX order info on Order Flow News Feed


              KEY EVENTS AHEAD times in Eastern US (GMT –4 hours):
              • 0430 – Bank of England interest rate & asset allocation; Expected Unchanged
              • 0715 – BoE’s Weale is due to speak at the Confederation of British Industry briefing lunch in Belfast.

              Comment


              • #22
                European Open Report

                via Ryan @ OrderFlowTrading

                Asian Market Data Overview:
                • No data major data or speeches to move the market in today’s Asian trading session.


                Asian FX rate changes pre-European open
                • USD/JPY 101.88 –10 pips
                • AUD/USD .9358 -10 pips
                • NZD/USD .8680 +10 pips
                • AUD/JPY 95.33 -20 pips
                • NZD/JPY 88.40 flat
                • AUD/NZD 1.0782 -20 pips


                Asian Equities
                • Japan’s Nikkei 225 15,282 –0.61%
                • Australia’s S&P/ASX 200 5,406 -0.49%
                • New Zealand’s NZ50: 5,104 -0.33%
                • HongKong’s Hang Seng 22,895 +0.07%


                Asian session FX flows:
                • Flows out of the Aud & Nzd in to the Yen were the most-prominent. Better than expected U.S. data, comments from the Fed's Plosser, and concerns about the Iraqi situation cited as catalysts.
                • Crude shot up, tripping buy stops on the way off headlines of the US exporting oil & escalating tensions in the middle-east.


                Upcoming Notable Orders
                • AUDJPY – Next cluster of stops sub-95.20 down to bids at 95.0
                • EURAUD – Working in to offers around 1.4525; Buy stops just above at 1.4540
                • EURGBP – Lrg buy stop level remains at 0.8030, above 0.8025 offers.
                • EURJPY – More buy stops remain above 138.90 to be met with heavy offers ahead of 139.0
                • GBPUSD – Large options with 1.70 strikes set to expire at this Thursday($305M) & Friday(262M) cuts.
                • USDJPY – $555M worth of 102.0 strikes for today’s cut. Over 1+yd of options 101.95-102.0 for Thursday’s.


                KEY EVENTS AHEAD times in Eastern US (GMT –4 hours):
                • No top-tier events/data ahead in the Euro session
                • 0830 – USD – US Final GDP q/q for Q1-2014 Fcst at –1.8%, Prev q/q: –1.0%
                Last edited by Ryan420; 06-25-2014, 05:58 AM.

                Comment

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