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Time of day influences in currencies

In my last post, I looked at intraday activity in stock indexes; I had a few requests to repeat the same work, showing time of day influences–intraday volume (tick volume) and trend strength–for a handful of major currencies. I’ll just present the...

It’s all in a day’s work

I want to share a few observations on trading activity during the trading day. I will focus on the S&P 500 futures here, but may extend this (if there’s interest) to look at a few currencies and maybe other commodities. The same general, broad concepts will...

A roadmap for the trading day

When I was an active intraday trader, one of the things that was most important to me was having a rough roadmap for the day: what is most likely to happen, based on the current market structure and most likely emerging volatility conditions. This is the same concept...