anyone daytrade CME Globex Swiss Franc Futures?

Quote from bone:

Right here, right now, the Swiss Franc cash (not the Globex Future) is the instrument I look at first.

Wonderful correlations, and has a sturdy quality in terms of intraday cointegration that just can't be matched by the dollar or the euro.

The SF correlated with energy, certain sovereign debt, and other flight-to-quality instruments. The SF usually leads the way and holds up under pressure.
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All that, unless, of course, the SNB happens to have a view on it...
 
nonesense. Look at the correlation since SNB came out with the statement few days ago that inflation is on the top of their worry-list. See any correlation between EUR and CHF still? LOL

Even before EUR and CHF was not tracking each other at all.

Quote from nazzdack:

...with a nearly 100% correlation. A spread trader's delight. :cool:
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baka.

Yes of course they are nearly perfectly negatively correlated (chf furtures and usd chf, i referred to my post above to the EUR vs CHF correl). Its the same instrument. Only difference is that the USDCHF is denominated in CHF and its a spot instrument and the CHF future is USD denominated and is a forward instrument (but exchange traded). LOL


Quote from increasenow:

take the Swiss Franc Future and overlay the USD/CHF forex pair over it...you will see they go in opposite directions...try it...
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Quote from bone:

Right here, right now, the Swiss Franc cash (not the Globex Future) is the instrument I look at first.

Wonderful correlations, and has a sturdy quality in terms of intraday cointegration that just can't be matched by the dollar or the euro.

The SF correlated with energy, certain sovereign debt, and other flight-to-quality instruments. The SF usually leads the way and holds up under pressure.
More...
what are you current readings of % correlation (-) or (+) to the YM (mini Dow)?
 
mini-Dow versus Swiss Franc, 73 % two year on-the-run positive correlation on the daily settlement marks.

With the DAX, however, the correlation is more like 90 %.
 
sell 6S now at 1.1012 (if I could hold overnight would be great so paper trade will have to do ) Wow...surely gonna break 1.1000

this is a demo trade...but wow...
 
Quote from increasenow:

sell 6S now at 1.1012 (if I could hold overnight would be great so paper trade will have to do ) Wow...surely gonna break 1.1000

this is a demo trade...but wow...
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Confirmed
 
Quote from increasenow:

sell 6S now at 1.1012 (if I could hold overnight would be great so paper trade will have to do ) Wow...surely gonna break 1.1000

this is a demo trade...but wow...
More...
Huge massive confirmation
 
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