trading ranges - high to low or low to high

RANGE  GOLD  SILVER  NASDAQ100  DAX  COFFEE  SUGAR  COCOA  WTI OIL
30 MIN. 01.45 00.03 023 027 00.70 00.07 014 00.30 
2 HRS. 03.00 00.06 041 050 01.00 00.12 029 00.50 
4 HRS 04.30 00.09 048 067 01.30 00.17 037 00.70
6 HRS 05.70 00.12 061 086 01.30 00.17 033 00.80
DAILY 12.20 00.25 136 179 02.60 00.33 074 01.80
WEEKLY 26.50 00.53 306 426 05.40 00.69 157 03.90

Intraday-price-moves for dedicated timeframes (showing the 'volatility' expected). Ex: If @ 02:00 PM Gold has already moved USD 14 for the day, then it is less likely Gold will stretch much further that day. Within a 2 hour period for ex., do expect a USD 3 move for GOLD and so on. Be happy to acheive intraday gains equal to a specified range. Numbers also to be used towards stop loss ranges.

intraday chart and comment

Trading ranges

030119 - tradingrange table percent

Its moving up, its moving down, but how much is it actually moving within a certain timeframe?

Trading ranges are important because they tell you how much your trade or investment may move within a certain timeframe. Many traders use trading ranges as an effecient parameter to place stop loss - and take profit orders.

The table above shows how much Euro to USD, Gold- and Silver prices, the Dax index, Platinum, the Nasdaq100 index, Sugar-, Coffee-, Cocoa-, and Oil prices and Bitcoin moves within set timeframes. The currency pair Euro to USD, Gold- and Silver prices moves the least, as Sugar, Coffee, Cocoa, Oilprices and Bitcoin makes the most and solid price moves.

The table shows the average trading range of the last 1.000 bars for its timewindow.'1 DAY and 1 WEEK' shows the daily and weekly trading ranges for 2018.

30 MIN more than 0.5%: Sugar, Coffee, Cocoa, WTI Oil and Bitcoin.

2 HRS more than 1%: Coffee, Cocoa, WTI Oil and Bitcoin.

4 HRS more than 1.5%: Cocoa and Bitcoin.

6 HRS more than 2%: Bitcoin.

1 DAY more than 2%: Nasdaq100 index, Sugar, Coffee, Cocoa, WTI Oil and Bitcoin.

1 WEEK more than 5%: Sugar, Coffee, Cocoa, WTI Oil and Bitcoin.

 


Coffee Monday 29. & Tuesday 30.

Coffee prices have been strong lately, after testing its summer-lows of 2006 in September.

Here is how the Coffee behaves the last few weeks (total):

COFFEE PRICES LAST 5 WEEKS

Monday has definitly produced the weakest intraday results of the week, and Friday the really strongest.

Looking to the upcoming tradingweek, the chart below displays a mapped pattern for Monday and Tuesday based on intraday data.

COFFEE INTRADAY MAPPED MOND 29TH AND TUESD 30TH

Viewing the 10 minute bar chart above, Monday the 29th seems to be a sideways to down day. Tuesday the 30th around 11:10 CEST looks to be the first interresting timewindow to watch in conjunction to the last tradinghour later in the day. Only time will show how this map turns up against upcoming actual coffee prices.

..and here are the actual traded coffee contracts below.

COFFEE INTRADAY ACTUAL MOND 29TH AND TUESD 30TH

This shows the importance of the two timewindow for Coffee.  Short position entry @ 14:10 Monday and exited @ 11:00 Tuesday counted as a 5% move. Looking back, it is valuable to see how the prior Mondays behaved (see daily coffee price table above)


COFFEE LAST 5 DAYS

COFFEELAST5DAYS

Coffee prices intraday last 5 days, times are GMT + 1 HR.


Coffee daily volatility

COFFEEVOLA

The diagram above shows you how much Coffee prices fluctuate intraday. 2018 shows the tightest tradingrange. We will come back to what times of the day which could typically mark high and lowpoints.

Coffee moves in a range averaging 1.9% per day this year compared to 2.2% in 2017.


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