FxBootcamp
  • Home
  • Join our trading community
  • Back to FXstreet.com

FX Bootcamp

Video Trade Journal by Wayne McDonell, FxBootcamp.com

Subscribe

Subscribe Subscribe Subscribe using Netvibes
Or subscribe via email:

Categories

  • Uncategorized

Archives

Recent Comments

  • AW on FOREX VIDEO - European Outlook May 10th 2011
  • hastings on FOREX VIDEO - European Outlook May 10th 2011
  • Rana on FOREX VIDEO - ASIAN OUTLOOK MAY 10TH 2011
  • Rana on FOREX VIDEO - European Outlook May 10th 2011
  • Jay on FOREX VIDEO - European Outlook May 10th 2011

Tags

4hr 4x 5ema 21ema 200ema breakout Cable Christian Stephens continuation correlation CPP currency currency trading Curt Wehrley Daily daily range david pegler Dollar EUR/GBP EUR/JPY EUR/USD Euro Fibonacci Forex FX fx bootcamp FXBootcamp GBP/JPY GBP/USD London money New York session NFP pivot points Pound pullback Rob Helean role reversal scalp support technical analysis TRADING USD USD/JPY USD Index

FXstreet.com Weblogs

  • CEO's Weblog
  • Wayne McDonell
  • Dr. S. Sivaraman
  • Valeria Bednarik
  • James Chen
  • Ross Yamashita
  • Raghee Horner
  • Ron Schelling
  • César B. Leiceaga
  • Ian Coleman
  • Greg Michalowski
  • Mike Baghdady
  • Dale J. Pinkert
  • Trader of the Year

Links

Futures Market Correlations

Posted on November 29, 2009 at 22:28 in Uncategorized by Curt Wehrley

Futures Correlation Matrix
Futures market correlation matrix 2009 Nov
Click on the above chart to view a larger version.

    Chart Key:

DX = December 2009 U.S. Dollar Index contract
S&P 500 = December 2009 S&P 500 Index e-mini contract
Gold = December 2009 Comex Gold contract
10yr T-note = December 2009 10-year U.S. T-note contract
Oil = January 2010 Light Sweet Crude Oil contract

Correlation Symbol - Strong Positive - strong positive correlation
Correlation Symbol - Moderate Positive - moderate positive correlation
Correlation Symbol Key - Negligible - negligible correlation
Correlation Symbol - Moderate Negative - moderate negative correlation
Correlation Symbol - Strong Negative - strong negative correlation

The correlation matrix shown above is based on correlation coefficients derived from 15-minute chart closing prices on GFT’s DealBook 360 platform, from November 2 through 27, 2009.

Tags: correlation

Comments are closed.

Theme by Forex Street Powered by Wordpress

The comments and posts published in this blog ARE NOT trading recommendations. They can NEVER be considered as trading calls or advices. If you decide to use the information offered here for your real trading it is at your own risk.

Trading foreign exchange on margin carries a high level of risk and may not be suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to trade foreign exchange you should carefully consider your investment objectives, level of experience and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with foreign exchange trading and seek advice from an independent financial advisor if you have any doubts.

Opinions expressed at FXstreet.com are those of the individual authors and do not necessarily represent the opinion of FXstreet.com or its management. FXstreet.com has not verified the accuracy or basis-in-fact of any claim or statement made by any independent author: errors and Omissions may occur.

Any opinions, news, research, analyses, prices or other information contained on this website, by FXstreet.com, its employees, partners or contributors, is provided as general market commentary and does not constitute investment advice. FXstreet.com will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from use of or reliance on such information.

The use of this website constitutes acceptance of our user agreement. Please read our privacy policy and legal disclaimer.

© 2010 "FXstreet.com. The Forex Market" All Rights Reserved.