Sometimes chaos on the market dissipates and the future seems to be rather clear.

When I see the results of my predictions like it was in Corn (ZC) it seems to me that I know what's around the corner.

Before everything happened I wrote, that 

‘’I assume that we will reach the 467,75 price level and touch all the liquidity that is concentrated under the demand zone (473-475). And I put my alert there. (Watch) 

And only then the price will go to the upside, as hedgers are very active in buying wheat from trend-following hedge funds for such a cheap opportunity.”

The most amazing thing is that it happened tick by tick in accordance with the forecast. 

Moreover, there was a tick chain Bids imbalance, which could be used as an entry point. (Watch) 

Plus additional imbalance of options put block trades (D1), which often happen in reversal points, especially in commodity markets.
 

The logical target where the market maker could totally unload this position was also achieved with accuracy dollar to dollar.

We have the ultimate bearish sentiment here. Just look at the imbalance in the volume of put options, which is twice as much as in calls. On Tuesday we got big trades in options block trades, Bid imbalance of order flow and so rejection. But on Friday the pressure of sellers continued to increase and we closed before the the last frontier.

As you remember, bid HFTs’ on the level of support means that with a high probability, it will be broken, as smart money and market makers more often sell in levels of support, than buy from them as we used to.

I assume that we will reach the 467,75 price level and touch all the liquidity that is concentrated under the demand zone. And I put my alert there. (Watch) 

And only then the price will go to the upside, as hedgers are very active in buying wheat from trend-following hedge funds for such a cheap opportunity.

I am sure that we are on the verge of a big upside movement in grains, but it is impossible to provide it without the kicking of the passengers.

Good Sunday, traders!

Let's measure the market situation after this volatile week.

▪️ Last time we expected falling in Euro. This occurred not on Monday-Tuesday, but on Wednesday we had a downside reaction on 400 futures points. But then the market again returned to balance and returned almost all weekly losses. (Watch) 



I think that it will continue falling, but of course Till FED by the 22 of March the market will be in a state of uncertainty and low liquidity. 

▪️ Opinion about the grain market, particularly Corn (ZC) (Watch) 

Hello, traders!

According to the latest news, next week will be hot for sure. 🔥

On Thursday we received on Euro (6E) the  incredible uprising of open interest (+18K contracts)  in “Put” options strike 1.04  (Watch prnt.sc/n_GEI456fpjG) 

Amazing, before the technical support! 🤪

That was a big hedge before the bankruptcy of Silicon Valley Bank, someone understood that the time would come to withdraw dollar liquidity from the market.

All currencies, except the dollar DXY, will feel strong pressure from sellers and Indices of course next week.

Stronger, to my mind, will be the Grain market.

In continuation of the previous downside forecast for Сorn (ZC)  (Watch prnt.sc/HHsH8uCit3sm) 

Brent Oil (BR)

Forecast


 

Result

Good evening, traders! 👋

Today I want to justify about 3 interesting pictures on the futures market.

▪️ Japanese yen (6J) shows preparations to break the demand zone. 

The quantitative cumulative delta was negative several times before the support. Bid HFTs were created near the level, and afterward, we can observe the involvement in buys. It is necessary to collect liquidity and then, break the demand level. If after the current Ask tick chain, the price stops growing it will be a good selling opportunity.

▪️ Brent Oil (BR) created a new uptrend line with the help of fast tick chains on it. Very often price return to such trendlines and break them.

Сейчас сложно будет ставить вероятностные сценарии, волатильность зашкаливает

Лучше ориентироваться на ленту принтов и дисбалансы в моменте для краткосрочных сделок. Риски нужно уменьшить как минимум в 2 раза, стопы увеличить на ту же величину. Но тем ни менее глобальный взгляд также стоит иметь. Известный валютный трейдер Брент Доннелли пишет: “Хорошие трейдеры всегда имеют план. Они не всегда придерживаются его, но он у них есть.” Потому будем продолжать смотреть на факты и делать гипотезы.

По СП500 ( ES) очень интересно, что фонды до событий вышли в экстремальный лонг, нарастив покупки на 25%.  На самом минимуме был большой объем закрытых позиций по путам, и добавление колл опционов на страйке 4400, в преддверии внушительного отскока. Крупные игроки, как это часто бывает, совершают сделки в выгодных местах.

Представляю вашему вниманию табличку по СОТ, которая дает возможность быстро просканировать и обратить внимание на ключевые изменения по самым ликвидным активам биржи СМЕ, ICE US.

*** Информация по СОТ содержит сделки фьючерсы+опционы

**** Не смотрите на линии на графике и не пытайтесь их интерпретировать, только стрелки соответствуют поставленному приоритету ранее или сегодня.

По Золоту (GC) на резкой коррекции от уровня максимума середины ноября 21года произошел сброс позиций по путам на страйке 1860, который давал понимание что профессиональные участники не ожидают дальнейшего снижения цены и ликвидируют свой хедж. Чаще всего после таких сделок в блок трейдах, рынок двигается в обратную сторону. ОИ вырос на 11%, лонги фондов — на 15%. Но дальнейшего роста я лично не вижу, на бидовой дельте асковые

На каких активах товарного, валютного рынка, а также индексах, работает стратегия дивергенции кумулятивной дельты по объему КД и агрегированной дельты по количеству тиков (сделок) КДК?