SE1 Capital Markets

Evolving to Consistency

Browsing Posts published in November, 2010

Daily chart and levels for Cable

Levels I am looking at this week.

Volatility analysis of EUR/USD and Cable, based on daily high/low price data from 2001 – 2010. The charts below analyse daily volatility of EUR/USD and Cable from 2001-2010. The charts at the end of the post look at the frequency of daily moves. – Volatility first increased in Cable, then in EURUSD Volatility still high [...]

Daily Trend Continuation Analysis

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Based on Daily Open/Close data from 2001 – November 2010. X – axis counts the number of days a bullish (1-10) or bearish (-1 -  -10) trend lasts. Y-axis displays the percentage of observations. N = +2,500 days per pair. Bearish or bullish trends (=more than one day) only occur with a probability < 50% [...]