
FxWirePro: AUD/USD’s relentless downswings and higher IV exert a pull on gamma spreads
Sep 10, 2015 07:02 am UTC| Insights & Views
The prevailing implied volatility rates for AUD/USD ATM 1M and 1W contracts is 13.5%, while delta risk reversal for 3M to 6M contracts is exceeding -2 which means donwside sentiments are piling up. Since Aussie balance of...

Currency snapshot (major pairs)
Sep 09, 2015 18:40 pm UTC| Insights & Views
Dollar index trading at 96.13 (-0.09%). Strength meter (today so far) - Euro -0.25%, Franc +0.24%, Yen -0.60%, GBP -0.18% Strength meter (since last week) - Euro +0.31%, Franc -0.39%, Yen -1.47%, GBP +1.33% EUR/USD...

Currency snapshot (commodity pairs)
Sep 09, 2015 18:08 pm UTC| Insights & Views
Dollar index trading at 96.15 (+0.31%) Strength meter (today so far) - Aussie -0.20%, Kiwi +0.40%, Loonie -0.20%. Strength meter (since last week) - Aussie +1.72%, Kiwi +1.94%, Loonie +0.31%. AUD/USD - Trading at...

Commodities snapshot (precious & industrial)
Sep 09, 2015 17:48 pm UTC| Insights & Views
Metal pack is mixed as precious is trading in red, industrial is trading in green today. Performance this week at a glance in chart table - Gold - Gold is down to support around $1100 area. Todays range -...

Sep 09, 2015 16:33 pm UTC| Insights & Views
Equities are all trading in green today. Performance this week at a glance in chart table - SP 500 - SP rose sharply, to trade as high as 1994, as risk on gained further pace. Todays range 1965-1994 SP 500 future is...

Sep 09, 2015 16:18 pm UTC| Insights & Views
Energy pack is in red today. Weekly performance at a glance in chart table. Oil (WTI) - WTI is down today, after yesterdays sharp gains. Todays range $46.3-44.9 WTI is currently trading at $45.2/barrel. Immediate...
Drop in EUR/USD realized volatility suggests FOMC countdown is on
Sep 09, 2015 15:29 pm UTC| Insights & Views
Realized volatility as measured by 10 day ATR (Average True Range) has fallen sharply in EUR/USD pair suggesting with all other high risk events such as European Central Banks rate decision (ECB) and NFP report out of the...