FxWirePro: Bid 1m EUR/CHF risk reversal - strangles shorts back in action as OTC looks quite
May 20, 2016 11:24 am UTC| Commentary
Market Outlook: Less Volatile IVs of EURCHF ATM contracts have still been lacklustre, 4.55% for 1W expiry (the least among G20 currency space). and doesnt seem to have drastic change in near terms that would never...
FxWirePro: EUR/CAD delta neutrality seems fruitful in hedging strategies when uncertain gamma flux
May 20, 2016 09:58 am UTC| Research & Analysis
With no economic releases today in euro area, market focus may start turning to Greece again. While the Institutions and the Greek government are said to be very close to an agreement on the original and contingency...
FxWirePro: EUR/CAD constrained bulls at resistance of 1.4738 drift into sideways -
May 20, 2016 07:47 am UTC| Technicals
The pair has immediate support resistance at 7DMA and at 1.4738 levels respectively. 7DMA acting as pivot point after long legged doji, current price behaviour drifts into sideways. From 3-4 days, selling momentum...
May 20, 2016 06:26 am UTC| Research & Analysis
OTC Updates:The current implied volatility of ATM contracts is at 6.19% and little below 9% for 1w expiries but inching higher 12% for 2m tenors which means favourable atmosphere for option holders in OTC markets. But...
May 20, 2016 05:44 am UTC| Technicals
This weeks price bounces have now tested and rejected resistance 21DMA levels (daily charts). Bears resume again on Shooting Star occurrence at resistance of 124.445, current prices tested support at 123.55 but still...
May 19, 2016 12:39 pm UTC| Central Banks Commentary
Global markets turned weaker on Wednesday after a hawkish FOMC statement heightened the chances of a rate hike in June. US dollar rallied against most of the majors, with the dollar index trading above the 95 level. Dollar...
May 19, 2016 12:17 pm UTC| Research & Analysis
Bounce in realised volatility is most likely upon event risks as stated in our recent write up volatility regimes. Please go through below link for more reading on EURUSD...