Author: Asset Investment Management

EMA Analysis Page

Economic Reports & Estimates

Commentary Log

• • (Pre-CPI Structural Rebounding): The index collected an 11.75 point gain to settle at 7412.25 as algorithmic execution networks stabilized trading boundaries after last week’s intense employment flush.
  • (Rate Premium Friction Intermission): Equities experienced short-covering lift even as short-term debt instruments remained pinned near restrictive, post-payroll yield zones.
  • (Orderly Cash Settlement Bounds): Programmatic scripts managed a balanced, sideways baseline drift, preserving current macro support channels into the close.

• • (Tech-Led Short Covering Surge): The technology benchmark executed a powerful 408.75 point corrective rally to close at 29435.25, leading the broad market snapback as macro managers covered near-term short overlays.
  • (Growth Allocation Re-entry): High-beta software and semiconductor clusters re-captured sudden programmatic capital inflows, checking the deep de-leveraging patterns from Friday’s session.
  • (Systematic Channel Expansion): High regular-session cash volume cleared back-office platforms cleanly, pushing the technical close near the absolute high parameters of the daily frame.

• • (Blue-Chip Value Distribution): The industrial mini index defied the broader tech rally, surrendering 111 points to finish at 50825 as institutional capital rotated out of cyclical value pockets.
  • (Capital Goods Margin Thinning): Major industrial components and manufacturing counters faced light regular-session floor distribution ahead of Wednesday’s high-stakes inflation numbers.
  • (Orderly Block Book Clearing): High cash-session block volumes cleared smoothly through floor execution lanes, sealing a controlled and balanced close.

• • (Small-Cap Credit Catch-Up): Small-cap risk benchmarks captured a solid 23.40 point advance to finish at 2858.20, drawing short-covering relief as broader equity parameters stabilized.
  • (Operational Capital Adjustments): Lower-tier domestic business units experienced routine portfolio rebalancings despite the ongoing lack of near-term interest rate cut relief.
  • (Blanket Algorithmic Alignment): Automated execution models mirrored the broader index advance tick-for-trick, keeping daily boundaries structurally tight.

• • (Continental Consolidation Bounce): European blue-chips collected an 11 point gain to close at 6078, holding their ground on quiet midday rebalancing.
  • (Transatlantic Spread Leveling): Portfolio desks balanced local industrial output trends against creeping short-term rate tracking in the US curve, keeping international bourses inside narrow channels.
  • (Orderly Corridor Settlement): High-volume programmatic blocks matched standard cross-border clearing mandates, ensuring a highly stable, non-directional technical close.

• • (Defensive Capital Squeeze Pause): Switzerland’s premium wealth matrix gave up a fraction of its recent safe-haven premium, sliding 45 points to close at 13335.
  • (Export Revenue Adjustments): Minor spot currency translations altered forward export valuation tracking, causing global allocators to flatten near-term exposure limits.
  • (Orderly Institutional Settlements): Large-scale back-office spot blocks cleared with high precision, reinforcing the index’s dominant long-term baseline ahead of late-week macro data.

• • (Luxury Export Margin Friction): The French benchmark dipped 15 points to settle at 8202.5, as export-heavy luxury and industrial counters absorbed the global currency realignment stemming from the hot US data.
  • (Speculative Position Consolidation): Speculative trading desks flattened intraday parameters, keeping net position metrics locked inside yesterday’s parameters.
  • (Floor Desk Ingestion): High regular-session cash volume cleared back-office books cleanly, keeping the final downward settle firmly within a predictable macro channel.

• • (Amsterdam Grid Stabilization): The Dutch benchmark notched a minor 3.84 point advance to close at 1047.6, holding its ground as heavy semiconductor manufacturing weights balanced out wider sector rotations.
  • (Trade Balance Structural Lift): Easing wholesale processing costs optimized forward trade parameters, keeping intermediate institutional demand locked inside a highly predictable box.
  • (Programmatic Buying Support): High-velocity systematic programs executed clean daily buy layers, supporting a steady, non-directional sideways technical rebalancing into the close.

• • (Asian Currency Synchronization): The Tokyo grid stabilized overnight metrics, tracing broad cross-asset index rebalancing while global portfolio managers squared multi-asset weights into the regional cash close.
  • (Carry Trade Baseline Hold): Orderly institutional adjustments inside regional currency corridors kept core automotive and technology export listings completely insulated from forced liquidation.
  • (Sovereign Flow Anchoring): Systematic trading scripts successfully defended immediate moving average baselines, preserving long-term structural parameters.

• • (Far East Maritime Inflows): Hong Kong listings weathered international sector shifts with total structural balance as maritime shipping and real estate components drew targeted regional fund injections.
  • (Emerging Capital Inflow Re-entry): Institutional investment pools ceased aggressive defensive hedging profiles, stabilizing liquid capital allocations across primary large-cap listings.
  • (Support Channel Defense): Automated price loops focused entirely on defending proven technical support boundaries, filtering out near-term algorithmic noise.

• • (Bullion Premium Churn): Gold futures gave up an additional 11.50 point premium to settle at 4353.80, trading heavily as the US Dollar Index maintained its defensive hold above 100.
  • (Paper Long Liquidation Churn): Speculative asset managers trimmed paper long limits, moving funds into liquid sovereign cash accounts to insulate books from upcoming CPI metrics.
  • (Central Bank Accumulation Buffer): Physical gold bullion maintained a firm underlying baseline near the daily lows as global central banks continued off-market accumulation to diversify out of paper Treasuries.

• • (White Metals Capital Consolidation): Silver futures surrendered an additional 0.7780 to close the session at 68.3250, tracing a slow-velocity slide in lockstep with gold’s broader consolidation.
  • (Industrial Component Bid Easing): Commercial processing houses deferred spot procurement schedules, pulling their buy limits lower as raw manufacturing input costs hardened globally.
  • (Programmatic Order Acceleration): Systematic trading models triggered minor sell-stops beneath multi-week consolidation baselines, forcing the metal into a technical rebalancing.

• • (Industrial Demand Stabilization): High-grade industrial copper contracts collected a steady 0.0500 gain to settle at 6.3345, recovering a minor premium as active spot traders stabilized risk parameters.
  • (Grid Inflow Deflection): Long-term global grid infrastructure and commercial fabrication projects temporarily halted aggressive spot procurement chasing, allowing prices to verify lower support tiers.
  • (Input Cost Recalibration): Manufacturing desks sharply lowered their forward import valuation models, forcing commercial spot-clearing blocks to find a lower structural floor.

• • (Automotive Catalyst Premium Drop): Platinum futures plummeted 38.60 points to close lower at 1759.30, hit by continuous industrial cash-trim programs as active commercial users delayed macro exposure.
  • (Wholesale Spot Clearing Liquidations): Industrial commercial accounts deferred their nearby delivery matrices, forcing the prompt contract to re-anchor smoothly to standard seasonal processing volumes.
  • (White Metals Churn Sympathy): Speculative fund managers directed cash flows out of the sector with high velocity, tracking silver’s broader premium collapse to prune overextended positions.

• • (Prompt Storage Deficit Expansion): Front-month WTI crude oil expanded by 0.74 to close higher at 91.28, drawing firm support as energy desks anticipated tightening commercial draws for the third quarter.
  • (Commercial Feedstock Purchases): Large-scale refining networks maintained consistent prompt feedstock purchases, supporting contract baselines against index asset off-loading.
  • (Logistical Flow Equilibrium): Programmatic scripts balanced wholesale fuel distributions tick-for-trick, locking the final settlement inside an tight intraday box.

• • (Storage Buffer Normalization): Natural gas futures experienced an 0.0870 decline to settle at 3.1420, staying flat as regional utility operators confirmed comfortable aggregate supply injections.
  • (Weather Map Equilibrium): Updated near-term domestic weather models indicated mild seasonal cooling demand, preventing speculative desks from staging aggressive upside collection runs.
  • (Commercial Distribution Bounds): Standard regional clearing and wholesale utility pipeline transfers kept the complete daily sequence confined inside a very narrow structural range.

• • (Refinery Yield Churn Advance): Downstream refined product futures collected a 0.0187 gain to close at 3.0646, turning in an orderly session as refiners balanced prompt feedstock costs against expanding seasonal blending schedules.
  • (Seasonal Transport Buffers): Wholesale blending pools verified adequate prompt warehouse buffers, preventing the explosive move in raw crude oil from triggering an immediate sympathetic retail squeeze.
  • (Commercial Volume Settlement): Algorithmic order pipelines matched standard industrial procurement schedules tick-for-trick, ensuring an orderly, non-directional settlement close.

• • (Distillate Complex Stabilization): Prompt distillate matrices ticked 0.0039 higher to close at 3.5913, steadying as commercial operators balanced out feedstock inputs against baseline downstream deliveries.
  • (Commercial Hedge Unwinding): Industrial commercial accounts aggressively unwound long heating hedges, realigning physical order blocks with updated cash tape metrics.
  • (Ledger Volume Equilibrium): Option-hedged macro desks finished shedding generic energy inflation exposure, restoring baseline structural continuity to prompt delivery markets.

• • (Commodity Squeeze Rebound): The aussie dollar captured a tiny 0.00020 gain to close at 0.7045, drawing immediate support from the parallel price stabilization across underlying base metal benchmarks.
  • (Global Carry Cash Realignment): High-beta commodity currencies saw capital inflows evaporate as global asset managers discarded defensive holdings to seek out standard safe-haven dollar cash reserves.
  • (Trend Support Breach Cascade): Systematic momentum engines checked long trends, pulling the currency back to verify key moving average support baselines.

• • (Petroleum Floor Cushion Erosion): The loonie currency gave up 0.00030 to close at 0.7169, undergoing minor distribution as cross-border portfolio desks rebalanced manufacturing files against the steep decline in raw WTI crude oil.
  • (Cross-Border Equity Rebalancing): Mild profit-taking across major U.S. stock indices balanced out energy sector gains, keeping the currency inside yesterday’s parameters.
  • (Commercial Order Balancing): Commercial trade flows balanced out nicely, preventing any forced liquidation or dramatic directional chart deviations.

• • (Safe-Haven Capital Deflection): Continental safe-haven franc holdings plummeted 0.00260 to close at 1.2544, hit by a deep structural outflow as international asset managers rotated short-term liquidity into higher-yielding US sovereign cash spaces.
  • (Yield Curve Disruption Pressures): Intense curve alignments across central Europe kept capital levels moving in favor of dollar-denominated premium cash tiers.
  • (Order Flow Breakdown Prevention): Automated fx tracking models maintained clean price continuity, preventing any forced structural location breakdowns into the close.

• • (Sovereign Spread Friction Liquidation): The euro collected a fractional 0.00100 advance to settle at 1.1537, absorbing a significant hit as multi-asset desks recalibrated cross-border bond spreads against the creeping US short-term cash strip.
  • (Trade Balance Normalization): Eurozone trade balance expectations remained structurally supported as the lower cost of raw petroleum imports expanded manufacturing profit templates.
  • (Orderly Corridor Settlement): Large-scale institutional clearing blocks completed their day-end swap adjustments with high balance, keeping the euro locked inside a narrow daily channel.

• • (Sterling Premium Compression): The pound ticked 0.00050 higher to close at 1.3341, tracking a steep structural pullback as global currency allocators rebalanced short-term sovereign cash holdings into the evening open to buffer against US interest rate risks.
  • (Dollar-Funding Dominance Surge): Global dollar-funding dominance re-asserted itself aggressively, checking capital extensions across primary international currency trade corridors.
  • (Technical Floor Verification): Automated tracking models checked near-term buy orders, allowing the sterling contract to verify its recent technical breakout floor.

• • (Carry Trade Re-engagement Floor): The yen finished completely flat at 0.0062, completely anchored by the massive interest rate carry differentials dictating the Asian currency corridor.
  • (Sovereign Yield 固定): Stabilizing international yield carry differentials protected the index from forced liquidity liquidations, keeping core parameters intact.
  • (Operational Settlement Balance): Day-end institutional flows settled with total mathematical balance, avoiding any localized liquidity squeezes.

• • (Sovereign Rate Consolidation): The dollar cash index eased a fraction, down 0.0270 to close at 100.0240, holding tight to its massive post-payroll gains as macro funds locked down safe-haven cash shields.
  • (Treasury Curve Inversion Support): Short-duration interest rate differentials widened sharply in favor of the dollar, as the front-end CME rate strip priced out near-term interest rate cuts following the hot labor data.
  • (Cross-Current Capital Anchoring): Strong capital cross-currents between falling metals and expanding raw materials anchored the cash index securely above long-term weekly support bands.

• • (Leverage Corridor Ingestion): Bitcoin futures re-established an official baseline to print at 63550, stabilizing with total accuracy after last week’s programmatic de-leveraging flush.
  • (Risk Counter-Asset Consolidation): Institutional crypto desks checked broad distribution as mounting election uncertainty and legislative friction prompted automated multi-asset risk reduction protocols.
  • (Margin Corridor Liquidation Bounds): High-velocity systematic platforms contained the entire day’s sequence within yesterday’s consolidation channels, forcing the contract down to test its daily support floors.

• • (Smart-Contract Leverage Churn): Micro ether futures re-anchored their baseline calculation layers to settle at 1689.50, running in lockstep with the broader complex.
  • (Network Capital Preservation): Speculative multi-asset allocators paused liquid cash block deployments into primary tier-one decentralized ledgers, shifting capital into short-duration cash positions.
  • (Institutional Stop Election): Automated liquidation engines executed a wave of automated sell commands as the contract cracked through its intermediate floors.

• • (SOFR Curve Rate Hardening): Front-end SOFR futures dropped an additional 0.0150 to settle at 96.0250, continuing the rate hardening trend priced into the forward short-term interest strip.
  • (Funding Path Calibration): Institutional lending models calibrated risk parameters downward, matching the universal casing of sovereign debt yield caps.
  • (Liquidity Pool Re-anchoring): Large institutional money pools re-anchored expectations around clear, highly predictable short-term commercial paper baselines.

• • (Short-End Yield Squeeze Continuous): Short-duration notes logged a minor 0.0039 decline to settle at 102.9766, keeping short-end borrowing rates locked firmly near multi-week highs.
  • (Macro Rate Recalibration): Fixed-income models recalibrated near-term central bank paths, factoring in a significantly hotter terminal service inflation profile.
  • (Short-End Liquidity Injection): Heavy institutional size cleared out short-duration hedges, parking massive cash blocks into stable short-end government notes.

• • (Belly Curve Yield Compression): Five-year note contracts drifted 0.0469 lower to finish at 106.5625, pricing continuous corporate interest rate risk overlays before inflation drops.
  • (Yield Curve Normalization): Short-to-intermediate pricing structures re-anchored rapidly as energy-related supply-chain fears abruptly evaporated.
  • (Systemic Risk Abatement): Algorithmic execution systems aggressively shorted the five-year layer as systemic liquidity returned to traditional debt baselines.

• • (Sovereign Yield Drift): Benchmark ten-year notes notched an 0.1094 decline to settle lower at 108.9688, keeping long-term yields elevated as macro portfolios braced for Wednesday’s data supply.
  • (Foreign Treasury Dumping Baseline): Floor desks seamlessly ingested structural secondary-market volume after official TIC files verified foreign central banks aggressively flushed a record $138.4 billion in Treasuries.
  • (Pre-Payrolls Ledger Balancing): High-volume institutional execution desks balanced corporate hedging swap profiles, reinforcing strong structural intermediate rate ceilings before Friday’s labor releases.

• • (Long-End Duration Cap Squeeze): Long-end bonds shed 0.4375 points to close at 111.3125, tracking intermediate debt models as commercial accounts hedge cost-push asset curves.
  • (Tehran Relief Premium): Fixed-income desks aggressively shorted bonds, capitalizing on the diplomatic breakthroughs that significantly cooled forward commodity price trajectories.
  • (Institutional Duration Hunt): Global sovereign wealth funds and institutional managers executed heavy duration subtractions, building a rock-solid price ceiling for yields.

• • (Midwest Field Traction Inflows): Corn futures snapped back slightly, collecting 0.5000 to finish at 418, as commercial processors managed localized cash market bids.
  • (Elevator Warehouse Buffers): Commercial processing houses adjusted forward spot tracking lower, comfortably matching robust terminal elevator physical inventories against static downstream spot demand.
  • (Fund Length Liquidations): Long-term systematic grain funds trimmed seasonal limits, driving nearby contracts downward to retest primary macro support corridors.

• • (Milling Procurement Squeeze Rebound): Wheat contracts recaptured 1.75 points to settle at 581.75, drawing short-term spot support from commercial milling accumulation blocks.
  • (Milling Procurement Deferral): Commercial milling desks completely halted aggressive spot procurement size, deferring routine inventory accumulation to cheaper forward delivery cycles.
  • (Algorithmic Cascade Orders): Trend-following agricultural algorithms triggered automated sell commands as the prompt contract broke through multi-week chart floors.

• • (Oilseed Crush Margin Pressure): Soybean contracts dropped an additional 4.75 points to finish lower at 1116.75, dragged down by a sharp 5.70 point collapse in soybean meal inputs.
  • (Weather Premium Stability): Balanced regional weather maps and stable domestic planting progress prevented any significant technical chart extensions or volatility breakouts.
  • (Range-Bound Commercial Clearing): Regular commercial crush margins and routine spot export requirements held pricing trends locked inside an orderly sideways box.

• • (Textile Demand Adjustments): Consumer fiber lines managed a fractional 0.13 gain to settle at 77.61, as international macro funds re-mapped broad seasonal demand and global transport cost assumptions.
  • (Spot Market Volume Balancing): Light regular-session trade volume left contract pricing drifting safely within established regional processing bands into the weekly settlement.
  • (Logistical Balance Hold): Routine warehousing adjustments and balanced delivery contracts kept chart positions safe from intense directional sweeps.

• • (Supply Chain Logistics Relief): High-premium soft parameters experienced a minor 0.60 point drop to settle at 245.90, drifting gently away from recent multi-week highs as global harbor congestion showed steady improvement.
  • (Commercial Warehouse Squeeze Pause): Commercial roasting desks normalized their spot procurement pace, checking the rapid multi-day momentum chase to let prices settle into a quiet consolidation zone.
  • (Orderly Book Pruning): Algorithmic fund desks pruned minor overextended length, stabilizing price action inside comfortable consolidation zones.

• • (West African Harvest Squeeze Bounce): Cocoa contracts bounced back hard, surging 69 points higher to close at 3831 on structural port arrival concerns.
  • (Wholesale Spot Buying Panic Abatement): Nearby delivery pressures relaxed, allowing global chocolate manufacturing houses to step away from aggressive spot-market chasing and smooth out recent erratic pricing spikes.
  • (Logistical Parity Hold): Clean wholesale commercial exchange settlements kept forward contract matrices beautifully balanced.

• • (Crop Estimate Insulation): Specialized agricultural parameters recaptured 1.2 points to settle at 160.6, completing tight, independent consolidation loops completely insulated from broad financial rotations.
  • (Weather Parameter Adjustments): Intraday pricing changes focused entirely on regional growing conditions and updated processing yield estimates.
  • (Thin Liquidity Continuity): Orderly commercial ledger clearing maintained clean historical pricing boundaries without triggering momentum chasing systems.

• • (Housing Framework Advance): Lumber futures notched a steady 4 point advance to settle at 612, as macro accounts balanced structural home-building permits against stable domestic processing outlays.
  • (Yield Curve Relief Bid): Easing intermediate sovereign yields provided long-term optimism for home-building financing matrices, supporting spot cash values.
  • (Sideways Volume Drift): Routine warehouse clearing and balanced regional order flow left contract positions tracing a relaxed sideways path.

EMA Analysis Page = Charts, Quotes & Technical Opinions

Intraday Quotes
S&P 500	NASDAQ	Dow	Gold	Silver
Copper	Platinum	Bitcoin	Crude	Gasoline
Swiss	Euro	Dollar	Yen
Order Log	Top 50 allocations		Trading all 24	How To

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JUN26 MINI SP 500       1871 Trading days from 190102 to 260608

Running .DAT file ESN011.DAT

Last trading day was 260608   Closing price was 7416.0000

Current V value is 268.250000 (1073 ticks)  K1 value is 0.41
V*K1 for tomorrow is 109.982500 (440 ticks)

BuyStop for tomorrow is 7526.0000  SellStop is 7306.0000

Protective stop price is 8400.5000
Profit objective price is 7263.2500

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 7575.2500
Open trade equity is 7962.50

From 190102 total profit is 332250.00
            current drawdown is -975.00
            maximum drawdown was -31150.00
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JUN26 MICRO SP 500       1871 Trading days from 190102 to 260608

Running .DAT file ESM004.DAT

Last trading day was 260608   Closing price was 7416.0000

Current V value is 268.250000 (1073 ticks)  K1 value is 0.41
V*K1 for tomorrow is 109.982500 (440 ticks)

BuyStop for tomorrow is 7526.0000  SellStop is 7306.0000

Protective stop price is 17400.5000
Profit objective price is 7263.2500

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 7575.2500
Open trade equity is 796.25

From 190102 total profit is 18555.00
            current drawdown is -506.25
            maximum drawdown was -4791.25
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JUN26 MINI NASDAQ 100       1871 Trading days from 190102 to 260608

Running .DAT file NQN002.DAT

Last trading day was 260608   Closing price was 29454.7500

Current V value is 2026.500000 (8106 ticks)  K1 value is 0.43
V*K1 for tomorrow is 871.395000 (3486 ticks)

BuyStop for tomorrow is 30211.5000  SellStop is 28468.5000

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 457875.00
            current drawdown is -6660.00
            maximum drawdown was -41970.00
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JUN26 MICRO NASDAQ 100       1871 Trading days from 190102 to 260608

Running .DAT file NQM008.DAT

Last trading day was 260608   Closing price was 29454.7500

Current V value is 2026.500000 (8106 ticks)  K1 value is 0.43
V*K1 for tomorrow is 871.395000 (3486 ticks)

BuyStop for tomorrow is 30211.5000  SellStop is 28468.5000

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 39037.50
            current drawdown is -891.00
            maximum drawdown was -4332.00
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JUN26 DOW FUTURES       1871 Trading days from 190102 to 260608

Running .DAT file YMN016.DAT

Last trading day was 260608   Closing price was 50856.0000

Current V value is 2697.000000 (2697 ticks)  K1 value is 0.26
V*K1 for tomorrow is 701.220000 (701 ticks)

BuyStop for tomorrow is 51627.0000  SellStop is 50224.0000

Protective stop price is 60756.0000
Profit objective price is 46496.0000

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 50756.0000
Open trade equity is -500.00

From 190102 total profit is 251560.00
            current drawdown is -5755.00
            maximum drawdown was -18315.00
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JUN26 MICRO DOW FUTURES       1871 Trading days from 190102 to 260608

Running .DAT file YMM015.DAT

Last trading day was 260608   Closing price was 50856.0000

Current V value is 2697.000000 (2697 ticks)  K1 value is 0.27
V*K1 for tomorrow is 728.190000 (728 ticks)

BuyStop for tomorrow is 51665.0000  SellStop is 50209.0000

Protective stop price is 48421.0000
Profit objective price is 54595.0000

V is less than high filter value of 6440
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 49995.0000
Open trade equity is 430.50

From 190102 total profit is 18027.00
            current drawdown is -1412.00
            maximum drawdown was -2361.50
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AUG26 GOLD 100       1870 Trading days from 190102 to 260608

Running .DAT file GC1005.DAT

Last trading day was 260608   Closing price was 4363.3999

Current V value is 172.100098 (17210 ticks)  K1 value is 0.80
V*K1 for tomorrow is 137.680078 (13768 ticks)

BuyStop for tomorrow is 4472.9300  SellStop is 4197.5700

V is equal to or greater than high filter value of 8350
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 297612.00
            current drawdown is -9516.00
            maximum drawdown was -27150.00
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AUG26 MINI GOLD 50       1870 Trading days from 190102 to 260608

Running .DAT file GC2014.DAT

Last trading day was 260608   Closing price was 4363.3999

Current V value is 104.200050 (10420 ticks)  K1 value is 0.86
V*K1 for tomorrow is 89.612043 (8961 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 8550
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 156606.50
            current drawdown is 0.00
            maximum drawdown was -14128.00
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AUG26 MICRO GOLD 10       1870 Trading days from 190102 to 260608

Running .DAT file GC3010.DAT

Last trading day was 260608   Closing price was 4363.3999

Current V value is 172.100098 (17210 ticks)  K1 value is 0.63
V*K1 for tomorrow is 108.423062 (10842 ticks)

BuyStop for tomorrow is 4453.0600  SellStop is 4236.2100

V is equal to or greater than high filter value of 8925
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 21058.60
            current drawdown is -789.70
            maximum drawdown was -2478.50
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SEP26 5000 COMEX SILVER       1870 Trading days from 190102 to 260608

Running .DAT file SI1005.DAT

Last trading day was 260608   Closing price was 69.0930

Current V value is 2.754997 (2755 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.405049 (1405 ticks)

BuyStop for tomorrow is 70.4980  SellStop is 67.6880

Protective stop price is 87.0930
Profit objective price is 61.3680

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 28574.99

From 190102 total profit is 918880.01
            current drawdown is -42440.00
            maximum drawdown was -43100.00
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SEP26 2500 COMEX SILVER       1870 Trading days from 190102 to 260608

Running .DAT file SI2005.DAT

Last trading day was 260608   Closing price was 69.0930

Current V value is 2.754997 (2755 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.405049 (1405 ticks)

BuyStop for tomorrow is 70.4980  SellStop is 67.6880

Protective stop price is 89.0930
Profit objective price is 61.3680

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 14287.49

From 190102 total profit is 438240.00
            current drawdown is -21320.00
            maximum drawdown was -21625.00
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SEP26 1000 COMEX SILVER       1870 Trading days from 190102 to 260608

Running .DAT file SI3005.DAT

Last trading day was 260608   Closing price was 69.0930

Current V value is 2.754997 (2755 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.405049 (1405 ticks)

BuyStop for tomorrow is 70.4980  SellStop is 67.6880

Protective stop price is 119.0930
Profit objective price is 61.6080

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 5715.00

From 190102 total profit is 148008.00
            current drawdown is -8816.00
            maximum drawdown was -8816.00
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SEP26 COPPER 25000       1870 Trading days from 190102 to 260608

Running .DAT file HG1005.DAT

Last trading day was 260608   Closing price was 6.4110

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.5415  SellStop is 6.2805

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 142802.50
            current drawdown is -3722.50
            maximum drawdown was -14852.50
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SEP26 MINI COPPER 12500       1870 Trading days from 190102 to 260608

Running .DAT file HG2001.DAT

Last trading day was 260608   Closing price was 6.4110

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.5415  SellStop is 6.2805

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 61614.37
            current drawdown is -3448.75
            maximum drawdown was -7941.25
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OCT26 PLATINUM 50       1870 Trading days from 190102 to 260608

Running .DAT file PLA008.DAT

Last trading day was 260608   Closing price was 1775.7000

Current V value is 135.099976 (13510 ticks)  K1 value is 0.46
V*K1 for tomorrow is 62.145989 (6215 ticks)

BuyStop for tomorrow is 1843.1800  SellStop is 1718.8900

V is equal to or greater than high filter value of 3850
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 110769.50
            current drawdown is -3167.00
            maximum drawdown was -10832.00
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JUL26 1000 CRUDE OIL       1870 Trading days from 190102 to 260608

Running .DAT file CL1012.DAT

Last trading day was 260608   Closing price was 91.3000

Current V value is 7.509995 (751 ticks)  K1 value is 0.50
V*K1 for tomorrow is 3.754997 (375 ticks)

BuyStop for tomorrow is 95.0600  SellStop is 87.5500

Protective stop price is 46.0200
Profit objective price is 108.5900

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 93.4900
Open trade equity is -2190.00

From 190102 total profit is 221960.01
            current drawdown is -9850.00
            maximum drawdown was -21750.00
................................................................
.................................................................

JUL26 500 CRUDE OIL       1870 Trading days from 190102 to 260608

Running .DAT file CL2010.DAT

Last trading day was 260608   Closing price was 91.3000

Current V value is 7.509995 (751 ticks)  K1 value is 0.50
V*K1 for tomorrow is 3.754997 (375 ticks)

BuyStop for tomorrow is 95.0600  SellStop is 87.5500

Protective stop price is 0.0000
Profit objective price is 108.5900

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 93.4900
Open trade equity is -1095.00

From 190102 total profit is 105030.01
            current drawdown is -4975.00
            maximum drawdown was -10900.00
................................................................
.................................................................

OCT26 42000 GASLOINE       1870 Trading days from 190102 to 260608

Running .DAT file RBN005.DAT

Last trading day was 260608   Closing price was 2.7183

Current V value is 0.153900 (1539 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.076950 (770 ticks)

BuyStop for tomorrow is 2.7953  SellStop is 2.6414

Protective stop price is 1.5619
Profit objective price is 2.8953

V is less than high filter value of 1700
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 2.7524
Open trade equity is -1432.20

From 190102 total profit is 218479.02
            current drawdown is -2948.00
            maximum drawdown was -14938.40
................................................................
.................................................................

JUN26 MICRO BITCOIN       1871 Trading days from 190102 to 260608

Running .DAT file BTC022.DAT

Last trading day was 260608   Closing price was 63475.0000

Current V value is 5285.000000 (5285 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2959.600000 (2960 ticks)

BuyStop for tomorrow is 65697.0000  SellStop is 59778.0000

Protective stop price is 52306.0000
Profit objective price is 94056.0000

V is less than high filter value of 7210
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 64056.0000
Open trade equity is -58.10

From 190102 total profit is 25209.80
            current drawdown is -1045.50
            maximum drawdown was -3038.00
................................................................
.................................................................

JUN26 1250000 YEN       1871 Trading days from 190102 to 260608

Running .DAT file J6N012.DAT

Last trading day was 260608   Closing price was 0.6243

Current V value is 0.002900 (29 ticks)  K1 value is 0.69
V*K1 for tomorrow is 0.002001 (20 ticks)

BuyStop for tomorrow is 0.6263  SellStop is 0.6223

Protective stop price is 0.6044
Profit objective price is 0.6494

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 0.6278
Open trade equity is -437.50

From 190102 total profit is 62468.74
            current drawdown is -3393.75
            maximum drawdown was -9943.74
................................................................
.................................................................

JUN26 100000 DOLLAR INDEX       1906 Trading days from 190102 to 260608

Running .DAT file DXX016.DAT

Last trading day was 260608   Closing price was 100.0240

Current V value is 1.046005 (10460 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.439322 (4393 ticks)

BuyStop for tomorrow is 100.4633  SellStop is 99.5847

V is equal to or greater than high filter value of 8750
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 28652.29
            current drawdown is -2034.10
            maximum drawdown was -5535.50
................................................................
.................................................................

JUN26 125000 EURO FX       1871 Trading days from 190102 to 260608

Running .DAT file E6N015.DAT

Last trading day was 260608   Closing price was 1.1532

Current V value is 0.016950 (170 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.007119 (71 ticks)

BuyStop for tomorrow is 1.1603  SellStop is 1.1461

Protective stop price is 1.1806
Profit objective price is 1.1206

V is less than high filter value of 225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.1582
Open trade equity is 625.00

From 190102 total profit is 73475.00
            current drawdown is -806.25
            maximum drawdown was -7062.50
................................................................
.................................................................

JUN26 62500 EUR0 FX MINI       1871 Trading days from 190102 to 260608

Running .DAT file E7M008.DAT

Last trading day was 260608   Closing price was 1.1532

Current V value is 0.016950 (170 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.007119 (71 ticks)

BuyStop for tomorrow is 1.1603  SellStop is 1.1461

Protective stop price is 1.1808
Profit objective price is 1.1206

V is less than high filter value of 225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.1582
Open trade equity is 312.50

From 190102 total profit is 33987.50
            current drawdown is -478.12
            maximum drawdown was -3881.25
................................................................
.................................................................

JUN26 125000 SWISS FRANC       1871 Trading days from 190102 to 260608

Running .DAT file S6N003.DAT

Last trading day was 260608   Closing price was 1.2542

Current V value is 0.009725 (97 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.012156 (122 ticks)

260609 Open 1.2544		
V*K1 = 0.0122		
BuyStop for tomorrow is 1.2665 SellStop is 1.2422

Protective stop price is 1.6542
Profit objective price is 1.2178

V is less than high filter value of 125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.2714
Open trade equity is 2150.00

From 190102 total profit is 92250.01
            current drawdown is -2712.51
            maximum drawdown was -9587.51
................................................................

If you have questions contact me. 

Peter Knight
Direct +1-340-244-4310
Voice & Video Chats.
Message me

---

Disclosure

EMA Analysis Page

Economic Reports & Estimates

Commentary Log

All eyes are on inflation this week as a heavy slate of data hits the global tape. Senior Analyst Alex Thorne breaks down the institutional expectations from the beach desk:

• • Existing Home Sales (Tue): The National Association of Realtors is expected to show sales slowing to an annualized 4.10 million units due to high mortgage rates.
  • CPI Inflation (Wed): The Bureau of Labor Statistics is projected to report a sticky 0.3 percent monthly core increase, keeping annual inflation near 3.4 percent.
  • PPI Inflation (Thu): The Bureau of Labor Statistics return is expected to show a flat headline wholesale print, heavily insulated by cooling crude oil costs.
  • OPEC Monthly Report (Thu): The cartel is anticipated to focus entirely on global demand trends to justify extending its voluntary 2.2 million barrel per day supply cuts.
  • MI Inflation Expectations (Fri): Preliminary consumer data from the University of Michigan is expected to show near-term inflation expectations holding stubborn at 3.3 percent.
  • MI Consumer Sentiment (Fri): The preliminary June confidence reading is projected to stabilize near 69.5 as retail price pressures continue to strain household budgets.

Manage your risk parameters with total discipline this week, protect your principal, and remember never to fight dominant market momentum

EMA Analysis Page = Charts, Quotes & Technical Opinions

Intraday Quotes
S&P 500	NASDAQ	Dow	Gold	Silver
Copper	Platinum	Bitcoin	Crude	Gasoline
Swiss	Euro	Dollar	Yen
Order Log	Top 50 allocations		Trading all 24	How To

.................................................................

JUN26 MINI SP 500       1870 Trading days from 190102 to 260605

Running .DAT file ESN011.DAT

Last trading day was 260605   Closing price was 7400.5000

Current V value is 264.750000 (1059 ticks)  K1 value is 0.41
V*K1 for tomorrow is 108.547500 (434 ticks)

BuyStop for tomorrow is 7509.0000  SellStop is 7292.0000

Protective stop price is 8400.5000
Profit objective price is 7263.2500

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 7575.2500
Open trade equity is 8737.50

From 190102 total profit is 333025.00
            current drawdown is -975.00
            maximum drawdown was -31150.00
................................................................
.................................................................

JUN26 MICRO SP 500       1870 Trading days from 190102 to 260605

Running .DAT file ESM004.DAT

Last trading day was 260605   Closing price was 7400.5000

Current V value is 264.750000 (1059 ticks)  K1 value is 0.41
V*K1 for tomorrow is 108.547500 (434 ticks)

BuyStop for tomorrow is 7509.0000  SellStop is 7292.0000

Protective stop price is 17400.5000
Profit objective price is 7263.2500

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 7575.2500
Open trade equity is 873.75

From 190102 total profit is 18632.50
            current drawdown is -506.25
            maximum drawdown was -4791.25
................................................................
.................................................................

JUN26 MINI NASDAQ 100       1870 Trading days from 190102 to 260605

Running .DAT file NQN002.DAT

Last trading day was 260605   Closing price was 29026.5000

Current V value is 2026.500000 (8106 ticks)  K1 value is 0.43
V*K1 for tomorrow is 871.395000 (3486 ticks)

BuyStop for tomorrow is 30281.2500  SellStop is 28538.5000

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 457875.00
            current drawdown is -6660.00
            maximum drawdown was -41970.00
................................................................
.................................................................

JUN26 MICRO NASDAQ 100       1870 Trading days from 190102 to 260605

Running .DAT file NQM008.DAT

Last trading day was 260605   Closing price was 29026.5000

Current V value is 2026.500000 (8106 ticks)  K1 value is 0.43
V*K1 for tomorrow is 871.395000 (3486 ticks)

BuyStop for tomorrow is 30281.2500  SellStop is 28538.5000

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 39037.50
            current drawdown is -891.00
            maximum drawdown was -4332.00
................................................................
.................................................................

JUN26 DOW FUTURES       1870 Trading days from 190102 to 260605

Running .DAT file YMN016.DAT

Last trading day was 260605   Closing price was 50936.0000

Current V value is 2697.000000 (2697 ticks)  K1 value is 0.26
V*K1 for tomorrow is 701.220000 (701 ticks)

BuyStop for tomorrow is 51841.0000  SellStop is 50438.0000

Protective stop price is 60756.0000
Profit objective price is 46496.0000

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 50756.0000
Open trade equity is -900.00

From 190102 total profit is 251160.00
            current drawdown is -5755.00
            maximum drawdown was -18315.00
................................................................
.................................................................

JUN26 MICRO DOW FUTURES       1870 Trading days from 190102 to 260605

Running .DAT file YMM015.DAT

Last trading day was 260605   Closing price was 50936.0000

Current V value is 2697.000000 (2697 ticks)  K1 value is 0.27
V*K1 for tomorrow is 728.190000 (728 ticks)

BuyStop for tomorrow is 51902.0000  SellStop is 50445.0000

Protective stop price is 48421.0000
Profit objective price is 54595.0000

V is less than high filter value of 6440
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 49995.0000
Open trade equity is 470.50

From 190102 total profit is 18067.00
            current drawdown is -1412.00
            maximum drawdown was -2361.50
................................................................
.................................................................

AUG26 GOLD 100       1869 Trading days from 190102 to 260605

Running .DAT file GC1005.DAT

Last trading day was 260605   Closing price was 4365.2998

Current V value is 172.100098 (17210 ticks)  K1 value is 0.80
V*K1 for tomorrow is 137.680078 (13768 ticks)

BuyStop for tomorrow is 4560.3300  SellStop is 4284.9700

V is equal to or greater than high filter value of 8350
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 297612.00
            current drawdown is -9516.00
            maximum drawdown was -27150.00
................................................................
.................................................................

AUG26 MINI GOLD 50       1869 Trading days from 190102 to 260605

Running .DAT file GC2014.DAT

Last trading day was 260605   Closing price was 4365.2998

Current V value is 107.392357 (10739 ticks)  K1 value is 0.86
V*K1 for tomorrow is 92.357427 (9236 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 8550
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 156606.50
            current drawdown is 0.00
            maximum drawdown was -14128.00
................................................................
.................................................................

AUG26 MICRO GOLD 10       1869 Trading days from 190102 to 260605

Running .DAT file GC3010.DAT

Last trading day was 260605   Closing price was 4365.2998

Current V value is 172.100098 (17210 ticks)  K1 value is 0.63
V*K1 for tomorrow is 108.423062 (10842 ticks)

BuyStop for tomorrow is 4511.9600  SellStop is 4295.1100

V is equal to or greater than high filter value of 8925
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 21058.60
            current drawdown is -789.70
            maximum drawdown was -2478.50
................................................................
.................................................................

SEP26 5000 COMEX SILVER       1869 Trading days from 190102 to 260605

Running .DAT file SI1005.DAT

Last trading day was 260605   Closing price was 69.6160

Current V value is 6.709999 (6710 ticks)  K1 value is 0.51
V*K1 for tomorrow is 3.422100 (3422 ticks)

BuyStop for tomorrow is 73.0380  SellStop is 66.1940

Protective stop price is 87.6160
Profit objective price is 61.3680

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 25960.01

From 190102 total profit is 916265.03
            current drawdown is -42440.00
            maximum drawdown was -43100.00
................................................................
.................................................................

SEP26 2500 COMEX SILVER       1869 Trading days from 190102 to 260605

Running .DAT file SI2005.DAT

Last trading day was 260605   Closing price was 69.6160

Current V value is 6.709999 (6710 ticks)  K1 value is 0.51
V*K1 for tomorrow is 3.422100 (3422 ticks)

BuyStop for tomorrow is 73.0380  SellStop is 66.1940

Protective stop price is 89.6160
Profit objective price is 61.3680

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 12980.01

From 190102 total profit is 436932.52
            current drawdown is -21320.00
            maximum drawdown was -21625.00
................................................................
.................................................................

SEP26 1000 COMEX SILVER       1869 Trading days from 190102 to 260605

Running .DAT file SI3005.DAT

Last trading day was 260605   Closing price was 69.6160

Current V value is 6.709999 (6710 ticks)  K1 value is 0.51
V*K1 for tomorrow is 3.422100 (3422 ticks)

BuyStop for tomorrow is 73.0380  SellStop is 66.1940

Protective stop price is 119.6160
Profit objective price is 61.6080

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 5192.00

From 190102 total profit is 147485.01
            current drawdown is -8816.00
            maximum drawdown was -8816.00
................................................................
.................................................................

SEP26 COPPER 25000       1869 Trading days from 190102 to 260605

Running .DAT file HG1005.DAT

Last trading day was 260605   Closing price was 6.3455

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.4760  SellStop is 6.2150

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 142802.50
            current drawdown is -3722.50
            maximum drawdown was -14852.50
................................................................
.................................................................

SEP26 MINI COPPER 12500       1869 Trading days from 190102 to 260605

Running .DAT file HG2001.DAT

Last trading day was 260605   Closing price was 6.3455

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.4760  SellStop is 6.2150

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 61614.37
            current drawdown is -3448.75
            maximum drawdown was -7941.25
................................................................
.................................................................

OCT26 PLATINUM 50       1869 Trading days from 190102 to 260605

Running .DAT file PLA008.DAT

Last trading day was 260605   Closing price was 1818.9000

Current V value is 135.099976 (13510 ticks)  K1 value is 0.46
V*K1 for tomorrow is 62.145989 (6215 ticks)

BuyStop for tomorrow is 1907.8100  SellStop is 1783.5200

V is equal to or greater than high filter value of 3850
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 110769.50
            current drawdown is -3167.00
            maximum drawdown was -10832.00
................................................................
.................................................................

JUL26 1000 CRUDE OIL       1869 Trading days from 190102 to 260605

Running .DAT file CL1012.DAT

Last trading day was 260605   Closing price was 90.5400

Current V value is 7.509995 (751 ticks)  K1 value is 0.50
V*K1 for tomorrow is 3.754997 (375 ticks)

BuyStop for tomorrow is 94.2900  SellStop is 86.7900

Protective stop price is 46.0200
Profit objective price is 108.5900

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 93.4900
Open trade equity is -2950.00

From 190102 total profit is 221200.01
            current drawdown is -9850.00
            maximum drawdown was -21750.00
................................................................
.................................................................

JUL26 500 CRUDE OIL       1869 Trading days from 190102 to 260605

Running .DAT file CL2010.DAT

Last trading day was 260605   Closing price was 90.5400

Current V value is 7.509995 (751 ticks)  K1 value is 0.50
V*K1 for tomorrow is 3.754997 (375 ticks)

BuyStop for tomorrow is 94.2900  SellStop is 86.7900

Protective stop price is 0.0000
Profit objective price is 108.5900

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 93.4900
Open trade equity is -1475.00

From 190102 total profit is 104650.00
            current drawdown is -4975.00
            maximum drawdown was -10900.00
................................................................
.................................................................

OCT26 42000 GASLOINE       1869 Trading days from 190102 to 260605

Running .DAT file RBN005.DAT

Last trading day was 260605   Closing price was 2.6754

Current V value is 0.153900 (1539 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.076950 (770 ticks)

BuyStop for tomorrow is 2.7524  SellStop is 2.5984

Protective stop price is 3.8659
Profit objective price is 2.5405

V is less than high filter value of 1700
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 2.6834
Open trade equity is 336.00

From 190102 total profit is 223195.21
            current drawdown is 0.00
            maximum drawdown was -14938.40
................................................................
.................................................................

JUN26 MICRO BITCOIN       1870 Trading days from 190102 to 260605

Running .DAT file BTC022.DAT

Last trading day was 260605   Closing price was 60875.0000

Current V value is 5285.000000 (5285 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2959.600000 (2960 ticks)

BuyStop for tomorrow is 64236.0000  SellStop is 58317.0000

Protective stop price is 72625.0000
Profit objective price is 49269.0000

V is less than high filter value of 7210
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 79269.0000
Open trade equity is 1839.40

From 190102 total profit is 25611.00
            current drawdown is -2541.80
            maximum drawdown was -3038.00
................................................................
.................................................................

JUN26 1250000 YEN       1870 Trading days from 190102 to 260605

Running .DAT file J6N012.DAT

Last trading day was 260605   Closing price was 0.6248

Current V value is 0.002900 (29 ticks)  K1 value is 0.69
V*K1 for tomorrow is 0.002001 (20 ticks)

BuyStop for tomorrow is 0.6268  SellStop is 0.6228

Protective stop price is 0.6044
Profit objective price is 0.6494

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 0.6278
Open trade equity is -375.00

From 190102 total profit is 62531.25
            current drawdown is -3393.75
            maximum drawdown was -9943.74
................................................................
.................................................................

JUN26 100000 DOLLAR INDEX       1904 Trading days from 190102 to 260604

Running .DAT file DXX016.DAT

Last trading day was 260604   Closing price was 99.3820

Current V value is 0.512001 (5120 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.215040 (2150 ticks)

BuyStop for tomorrow is 99.5970  SellStop is 99.1670

Protective stop price is 97.8570
Profit objective price is 103.0242

V is less than high filter value of 8750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 99.1242
Open trade equity is 257.80

From 190102 total profit is 29397.29
            current drawdown is -1546.90
            maximum drawdown was -5535.50
................................................................
.................................................................

JUN26 125000 EURO FX       1870 Trading days from 190102 to 260605

Running .DAT file E6N015.DAT

Last trading day was 260605   Closing price was 1.1528

Current V value is 0.016650 (166 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.006993 (70 ticks)

BuyStop for tomorrow is 1.1597  SellStop is 1.1458

Protective stop price is 1.1806
Profit objective price is 1.1206

V is less than high filter value of 225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.1582
Open trade equity is 681.25

From 190102 total profit is 73531.25
            current drawdown is -806.25
            maximum drawdown was -7062.50
................................................................
.................................................................

JUN26 62500 EUR0 FX MINI       1870 Trading days from 190102 to 260605

Running .DAT file E7M008.DAT

Last trading day was 260605   Closing price was 1.1528

Current V value is 0.016650 (166 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.006993 (70 ticks)

BuyStop for tomorrow is 1.1597  SellStop is 1.1458

Protective stop price is 1.1808
Profit objective price is 1.1206

V is less than high filter value of 225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.1582
Open trade equity is 340.62

From 190102 total profit is 34015.63
            current drawdown is -478.12
            maximum drawdown was -3881.25
................................................................
.................................................................

JUN26 125000 SWISS FRANC       1870 Trading days from 190102 to 260605

Running .DAT file S6N003.DAT

Last trading day was 260605   Closing price was 1.2570

Current V value is 0.010108 (101 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.012635 (126 ticks)

BuyStop and SellStop computation requires tomorrow's Open

Protective stop price is 1.6570
Profit objective price is 1.2178

V is less than high filter value of 125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.2714
Open trade equity is 1806.25

From 190102 total profit is 91906.25
            current drawdown is -2712.51
            maximum drawdown was -9587.51
................................................................

If you have questions contact me. 

Peter Knight
Direct +1-340-244-4310
Voice & Video Chats.
Message me

---

Disclosure

EMA Analysis Page

Economic Reports & Estimates

Commentary Log

• • (Blockbuster Jobs Rate Shock): The index absorbed a brutal 200.5 point liquidation drop to close lower at 7400.5, sliding from an intraday high of 7591 down to a session low of 7359 as a massive headline expansion in the official US employment print completely destroyed near-term Federal Reserve rate cut expectations.
  • (Cross-Asset Duration Capitulation): Portfolio desks initiated rapid, synchronized capital liquidations, executing large-scale asset trims across equity and credit markets to fund immediate defensive cash reserves.
  • (Pre-Weekend De-leveraging Run): Algorithmic trading corridors accelerated broad-market sell orders, intensifying afternoon distribution loops to contain the final settlement print near deep daily session lows.

• • (Growth Multiple Valuation Squeeze): The technology benchmark suffered a historic shellacking, plummeting 1461.75 points to close at 29026.5 from an opening print of 30414 straight down to a low of 28781.25, as surging short-end yields triggered the 79th worst session of this century for high-multiple growth equities.
  • (Discount Rate Friction De-leveraging): Heavy institutional distribution slammed mega-cap semiconductor and software clusters as global macro desks violently recalibrated their forward equity valuation parameters.
  • (Programmatic Trailing Stop Cascades): Systematic execution matrices programmatically elected layers of protective trailing stop-losses, accelerating the intraday slide with high mathematical velocity into the settlement close.

• • (Blue-Chip Cyclical Liquidation): Legacy value and industrial counters surrendered 735 points to settle lower at 50936, reversing yesterday’s massive squeeze as the macroeconomic rate shock spread through capital-intensive components.
  • (Industrial Overhead Stress): Major heavy manufacturing, defense, and material inputs faced aggressive floor desk distribution, triggered by fears of prolonged restrictive borrowing costs across corporate credit grids.
  • (Block Order Balance Clearing): High cash-session floor volume cleared back-office ledgers with heavy downward momentum, neutralizing outside technical stabilization attempts.

• • (Small-Cap Credit Tightening Squeeze): Highly debt-sensitive small-cap risk benchmarks crashed 104.5 points to close lower at 2834.8, absorbing a severe blow from the immediate hardening of short-term commercial paper baselines.
  • (Refinancing Cost Stress Realized): Lower-tier domestic corporate counters faced intense selling pressure as the hot employment print signaled that forward capital costs will remain highly restrictive for the remainder of the year.
  • (Algorithmic Blanket Hedging): Programmatic trading systems accelerated standard short-hedging overlays, breaking through recent support baselines without finding any regular-session buy cushions.

• • (Transatlantic Rate Shock Contagion): European blue-chips dropped 27 points to close at 6067, tracking the broad global de-risking wave that swept through international financial centers after the US labor print.
  • (Defensive Capital Flight): Global multi-asset portfolio managers paused long allocations in Eurozone matrices, rotating liquid funds toward defensive, short-duration dollar-denominated reserves.
  • (Technical Base Verification): High-velocity automated execution models breached short-term moving average parameters, forcing the index to verify deeper underlying technical support floors.

• • (Defensive Wealth Allocation Hold): Switzerland’s premium wealth matrix managed a steady 27 point gain to close at 13380, drawing isolated safe-haven capital distributions as global asset allocators sought non-cyclical equity assets.
  • (Cross-Rate Franc Optimization): Stable domestic spot currency translations insulated large-cap export corporate portfolios, filtering out broader international equity volatility.
  • (Orderly Institutional Settlements): Day-end institutional spot-clearing blocks matched baseline wealth manager mandates, ensuring zero directional chart breakdowns.

• • (Luxury Export Margin Re-pricing): The French benchmark shed 26.5 points to settle at 8217.5, as export-heavy luxury and industrial counters absorbed the global currency realignment stemming from the hot US data.
  • (Speculative Position Unwinding): Speculative trading desks aggressively re-established near-term short overlays, matching the broad multi-asset distribution hitting equity spaces.
  • (Channel Defense Continuation): Automated execution corridors focused entirely on defending primary channel support tiers, stabilizing the session inside yesterday’s parameters.

• • (Amsterdam Grid Stabilization): The Dutch benchmark dropped 5.93 points to close at 1043.76, pausing its recent advance as mega-cap semiconductor components mirrored the broader international technology sector correction.
  • (Cross-Border Rate Re-pricing): Climbing short-term global funding parameters altered forward trade balance projections, slowing down recent institutional accumulation runs.
  • (Orderly Distribution Control): Programmatic systems managed clean daily sell layers, supporting a steady, non-directional sideways technical rebalancing into the close.

• • (Asian Currency Synchronization): The Tokyo grid stabilized overnight metrics, tracing broad cross-asset index rebalancing while global portfolio managers squared multi-asset weights into the regional cash close.
  • (Carry Trade Baseline Hold): Orderly institutional adjustments inside regional currency corridors kept core automotive and technology export listings completely insulated from forced liquidation.
  • (Sovereign Flow Anchoring): Systematic trading scripts successfully defended immediate moving average baselines, preserving long-term structural parameters.

• • (Far East Maritime Inflows): Hong Kong listings weathered international sector shifts with total structural balance as maritime shipping and real estate components drew targeted regional fund injections.
  • (Emerging Capital Inflow Re-entry): Institutional investment pools ceased aggressive defensive hedging profiles, stabilizing liquid capital allocations across primary large-cap listings.
  • (Support Channel Defense): Automated price loops focused entirely on defending proven technical support boundaries, filtering out near-term algorithmic noise.

• • (Bullion Flight and Dollar Surge): Gold futures suffered an intense, historic 139.7 point liquidation crash to settle at 4365.3, plunging from an opening print of 4503 down to a raw session low of 4336.6 as a powerful 0.6690 upward surge in the US Dollar Index completely dismantled safe-haven duration demand.
  • (Sovereign Debt Liquidation Spillover): Paper gold contracts faced heavy selling as institutional macro managers dumped liquid assets across the board to cover immediate margin calls inside crashing tech portfolios.
  • (Central Bank Floor Accumulation): Physical gold bullion maintained a firm underlying baseline near the daily lows as global central banks continued off-market accumulation to diversify out of paper Treasuries.

• • (White Metals Capital Capitulation): Silver futures surrendered 4.8680 to close the session at 69.1030, tracing a devastating multi-point slide in absolute mathematical lockstep with gold’s broader liquidation.
  • (Industrial Component Bid Easing): Commercial processing houses deferred spot procurement schedules, pulling their buy limits lower as raw manufacturing input costs hardened globally.
  • (Programmatic Order Acceleration): Systematic trading models triggered massive sell-stops beneath multi-week consolidation baselines, forcing the metal into a deep technical correction.

• • (Industrial Growth Demand Deflation): High-grade industrial copper contracts dropped 0.2505 to settle at 6.2845, absorbing a severe hit as the hot economic data amplified fears of restrictive global interest rates.
  • (Grid Inflow Deflection): Long-term global grid infrastructure and commercial fabrication projects temporarily halted aggressive spot procurement chasing, allowing prices to verify lower support tiers.
  • (Input Cost Recalibration): Manufacturing desks sharply lowered their forward import valuation models, forcing commercial spot-clearing blocks to find a lower structural floor.

• • (Automotive Surcharge Premium Drop): Platinum futures plummeted 102 points to close at 1797.9, hit by a deep structural correction as luxury industrial fabricators aggressively unwound spot long weights.
  • (Wholesale Spot Clearing Liquidations): Industrial commercial accounts deferred their nearby delivery matrices, forcing the prompt contract to re-anchor smoothly to standard seasonal processing volumes.
  • (White Metals Churn Sympathy): Speculative fund managers directed cash flows out of the sector with high velocity, tracking silver’s broader premium collapse to prune overextended positions.

• • (Economic Slowdown and Supply Glut Fears): Front-month WTI crude oil tumbled 2.50 points lower to settle at 90.54, as energy desks aggressively priced in progress on Middle East regional ceasefires alongside global economic growth worries.
  • (Paper Long Liquidation Rush): Speculative hedge funds aggressively unwound overextended long exposure, allowing prompt contract pricing to drop back into a highly predictable structural box.
  • (Refinery Margin Recalibration): Commercial procurement models rejected intraday recovery attempts, realigning forward product delivery templates to match cooling consumer demand metrics into the close.

• • (Storage Buffer Normalization): Natural gas futures experienced a 0.1070 decline to settle at 3.2290, staying flat as regional utility operators confirmed comfortable aggregate supply injections.
  • (Weather Map Equilibrium): Updated near-term domestic weather models indicated mild seasonal cooling demand, preventing speculative desks from staging aggressive upside collection runs.
  • (Commercial Distribution Bounds): Standard regional clearing and wholesale utility pipeline transfers kept the complete daily sequence confined inside a very narrow structural range.

• • (Refinery Yield Churn Consolidation): Downstream refined product futures managed a fractional 0.0076 gain to close at 3.0459, turning in a very dull session as refiners comfortably balanced prompt feedstock costs against current retail inventory pools.
  • (Seasonal Transport Buffers): Wholesale blending pools verified adequate prompt warehouse buffers, preventing the explosive move in raw crude oil from triggering an immediate sympathetic retail squeeze.
  • (Commercial Volume Settlement): Algorithmic order pipelines matched standard industrial procurement schedules tick-for-trick, ensuring an orderly, non-directional settlement close.

• • (Distillate Complex Distribution): Prompt distillate matrices fell 0.0864 points, tracking the broader liquidation sweeping through global petroleum networks following the easing of maritime shipping risk premiums.
  • (Commercial Hedge Unwinding): Industrial commercial accounts aggressively unwound long heating hedges, realigning physical order blocks with updated cash tape metrics.
  • (Ledger Volume Equilibrium): Option-hedged macro desks finished shedding generic energy inflation exposure, restoring baseline structural continuity to prompt delivery markets.

• • (Commodity Squeeze Distribution): The aussie dollar absorbed a severe hit, plunging 0.0093 to close at 0.7043, dragged down by the parallel collapse across underlying industrial metal benchmarks like copper and gold.
  • (Global Carry Cash Realignment): High-beta commodity currencies saw capital inflows evaporate as global asset managers discarded defensive holdings to seek out standard safe-haven dollar cash reserves.
  • (Trend Support Breach Cascade): Systematic momentum engines checked long trends, pulling the currency back to verify key moving average support baselines.

• • (Petroleum Floor Cushion Erosion): The loonie currency gave up 0.0027 to close at 0.7172, undergoing minor distribution as cross-border portfolio desks rebalanced manufacturing files against the steep decline in raw WTI crude oil.
  • (Cross-Border Equity Rebalancing): Mild profit-taking across major U.S. stock indices balanced out energy sector gains, keeping the currency inside yesterday’s parameters.
  • (Commercial Order Balancing): Commercial trade flows balanced out nicely, preventing any forced liquidation or dramatic directional chart deviations.

• • (Safe-Haven Capital Deflection): Continental safe-haven franc holdings plummeted 0.0113 to close at 1.2570, hit by a deep structural outflow as international asset managers rotated short-term liquidity into higher-yielding US sovereign cash spaces.
  • (Yield Curve Disruption Pressures): Intense curve alignments across central Europe kept capital levels moving in favor of dollar-denominated premium cash tiers.
  • (Order Flow Breakdown Prevention): Automated fx tracking models maintained clean price continuity, preventing any forced structural location breakdowns into the close.

• • (Sovereign Spread Friction Liquidation): The euro dropped 0.0092 to close at 1.1528, absorbing a significant hit as multi-asset desks recalibrated cross-border bond spreads against the creeping US short-term cash strip.
  • (Trade Balance Normalization): Eurozone trade balance expectations remained structurally supported as the lower cost of raw petroleum imports expanded manufacturing profit templates.
  • (Orderly Corridor Settlement): Large-scale institutional clearing blocks completed their day-end swap adjustments with high balance, keeping the euro locked inside a narrow daily channel.

• • (Sterling Premium Compression): The pound shed 0.0088 to close at 1.3336, tracking a steep structural pullback as global currency allocators rebalanced short-term sovereign cash holdings into the evening open to buffer against US interest rate risks.
  • (Dollar-Funding Dominance Surge): Global dollar-funding dominance re-asserted itself aggressively, checking capital extensions across primary international currency trade corridors.
  • (Technical Floor Verification): Automated tracking models checked near-term buy orders, allowing the sterling contract to verify its recent technical breakout floor.

• • (Carry Trade Re-engagement Floor): The yen finished completely flat at 0.0062, completely anchored by the massive interest rate carry differentials dictating the Asian currency corridor.
  • (Sovereign Yield固定): Stabilizing international yield carry differentials protected the index from forced liquidity liquidations, keeping core parameters intact.
  • (Operational Settlement Balance): Day-end institutional flows settled with total mathematical balance, avoiding any localized liquidity squeezes.

• • (The Ultimate Macro Risk Haven): The dollar cash ledger captured a powerful 0.6690 gain to finish at 100.0510, drawing a massive surge as global capital aggressively used the greenback as the primary shield against higher interest rate trajectories.
  • (Treasury Curve Inversion Support): Short-duration interest rate differentials widened sharply in favor of the dollar, as the front-end CME rate strip priced out near-term interest rate cuts following the hot labor data.
  • (Cross-Current Capital Anchoring): Strong capital cross-currents between falling metals and expanding raw materials anchored the cash index securely above long-term weekly support bands.

• • (Programmatic Risk De-leveraging): Bitcoin futures plummeted 3280 points to close lower at 60515, dropping from a high of 64050 down to an intraday floor of 59275 as an intense de-leveraging cascade swept risk books ahead of the weekend.
  • (Liquidity Corridor Compression): Capital allocation programs forced leverage metrics downward, pulling the contract through intermediate support floors to test structural macro baseline support.
  • (Growth Equity Sympathy): Digital asset complexes suffered aggressive distribution into the afternoon, moving in tight sympathy with profit-taking patterns inside global technology benchmarks.

• • (Smart-Contract Leverage Churn): Micro ether futures managed a 34.5 points gain to settle at 1614, tracking the alternative ledger’s movement while institutional funds flattened baseline blockchain exposure.
  • (Network Capital Preservation): Speculative multi-asset allocators paused liquid cash block deployments into primary tier-one decentralized ledgers, shifting capital into short-duration cash positions.
  • (Institutional Stop Election): Automated liquidation engines executed a wave of automated sell commands as the contract cracked through its intermediate floors.

• • (SOFR Curve Pricing Realities): Front-end SOFR futures dropped 0.1050 to settle at 96.04 as the forward CME short-term interest rate strip priced a restrictive upward trajectory from 3.63% in March to 3.86% by December.
  • (Funding Path Calibration): Institutional lending models calibrated risk parameters downward, matching the universal casing of sovereign debt yield caps.
  • (Liquidity Pool Re-anchoring): Large institutional money pools re-anchored expectations around clear, highly predictable short-term commercial paper baselines.

• • (Short-End Yield Hardening Squeeze): Short-duration notes logged a sharp 0.2227 contraction to settle at 102.9805, confirming that short-end yields are firmly tracking the upward shift priced into the forward CME interest rate strip.
  • (Macro Rate Recalibration): Fixed-income models recalibrated near-term central bank paths, factoring in a significantly hotter terminal service inflation profile.
  • (Short-End Liquidity Injection): Heavy institutional size cleared out short-duration hedges, parking massive cash blocks into stable short-end government notes.

• • (Belly Curve Rate Compaction): Five-year notes logged a 0.4219 contraction to settle at 106.6094, reflecting deep selling pressure as commercial portfolio managers balanced labor data against deficit issuance.
  • (Yield Curve Normalization): Short-to-intermediate pricing structures re-anchored rapidly as energy-related supply-chain fears abruptly evaporated.
  • (Systemic Risk Abatement): Algorithmic execution systems aggressively shorted the five-year layer as systemic liquidity returned to traditional debt baselines.

• • (Washington Fiscal Premium Pricing): Benchmark ten-year notes notched a 0.5156 drop to settle at 109.0781 from an intraday high of 109.75 down to a low of 108.9687, pushing yields higher near the 4.50% to 4.75% threshold as domestic private capital premium-prices the risk of Washington legislative and budget gridlock.
  • (Foreign Treasury Dumping Baseline): Floor desks seamlessly ingested structural secondary-market volume after official TIC files verified foreign central banks aggressively flushed a record $138.4 billion in Treasuries.
  • (Pre-Payrolls Ledger Balancing): High-volume institutional execution desks balanced corporate hedging swap profiles, reinforcing strong structural intermediate rate ceilings before Friday’s labor releases.

• • (Long-End Duration Flight Liquidation): Long-end duration bonds logged a 0.5313 drop to settle at 111.75, moving sideways as macro accounts balanced cost-push commodity inflation against long-term macroeconomic metrics.
  • (Tehran Relief Premium): Fixed-income desks aggressively shorted bonds, capitalizing on the diplomatic breakthroughs that significantly cooled forward commodity price trajectories.
  • (Institutional Duration Hunt): Global sovereign wealth funds and institutional managers executed heavy duration subtractions, building a rock-solid price ceiling for yields.

• • (USDA Planting Acceleration Drag): Corn futures dropped 7 points to settle at 417.5, as the official U.S. Department of Agriculture Crop Progress report verified that domestic planting has accelerated past historical 5-year averages across the Midwest belt.
  • (Elevator Warehouse Buffers): Commercial processing houses adjusted forward spot tracking lower, comfortably matching robust terminal elevator physical inventories against static downstream spot demand.
  • (Fund Length Liquidations): Long-term systematic grain funds trimmed seasonal limits, driving nearby contracts downward to retest primary macro support corridors.

• • (Precipitation Moisture Relief): Wheat contracts slid by 1.75 points to settle at 580 as updated private meteorological models confirmed extensive rainfall and crucial moisture relief across major domestic and international spring wheat producing belts.
  • (Milling Procurement Deferral): Commercial milling desks completely halted aggressive spot procurement size, deferring routine inventory accumulation to cheaper forward delivery cycles.
  • (Algorithmic Cascade Orders): Trend-following agricultural algorithms triggered automated sell commands as the prompt contract broke through multi-week chart floors.

• • (Oilseed Crushing Stability Distribution): Soybean contracts fell 8 points to close at 1121.5, as stable domestic field metrics and a parallel drop in the underlying soybean oil space kept core processing margins heavily weighed down.
  • (Weather Premium Stability): Balanced regional weather maps and stable domestic planting progress prevented any significant technical chart extensions or volatility breakouts.
  • (Range-Bound Commercial Clearing): Regular commercial crush margins and routine spot export requirements held pricing trends locked inside an orderly sideways box.

• • (Textile Demand Adjustments): Consumer fiber lines experienced a 1.01 point decline to close at 77.28, as international macro funds re-mapped broad seasonal demand and global transport cost assumptions.
  • (Spot Market Volume Balancing): Light regular-session trade volume left contract pricing drifting safely within established regional processing bands into the weekly settlement.
  • (Logistical Balance Hold): Routine warehousing adjustments and balanced delivery contracts kept chart positions safe from intense directional sweeps.

• • (Supply Chain Logistics Relief): High-premium soft parameters experienced a 0.65 point drop to settle at 246.7, drifting gently away from recent multi-week highs as global harbor congestion showed steady improvement.
  • (Commercial Warehouse Squeeze Pause): Commercial roasting desks normalized their spot procurement pace, checking the rapid multi-day momentum chase to let prices settle into a quiet consolidation zone.
  • (Orderly Book Pruning): Algorithmic fund desks pruned minor overextended length, stabilizing price action inside comfortable consolidation zones.

• • (West African Harvest Deficit Consolidation): Cocoa contracts dipped 203 points to close at 3762, stabilizing after certified crop audits confirmed a permanent, multi-year supply deficit across primary cultivation hubs.
  • (Wholesale Spot Buying Panic Abatement): Nearby delivery pressures relaxed, allowing global chocolate manufacturing houses to step away from aggressive spot-market chasing and smooth out recent erratic pricing spikes.
  • (Logistical Parity Hold): Clean wholesale commercial exchange settlements kept forward contract matrices beautifully balanced.

• • (Crop Estimate Insulation): Specialized agricultural parameters dropped 9 points to close at 159.4, completing tight, independent consolidation loops completely insulated from broad financial rotations.
  • (Weather Parameter Adjustments): Intraday pricing changes focused entirely on regional growing conditions and updated processing yield estimates.
  • (Thin Liquidity Continuity): Orderly commercial ledger clearing maintained clean historical pricing boundaries without triggering momentum chasing systems.

• • (Housing Framework Advance): Lumber futures notched a steady 1.5 point advance to settle at 608, as macro accounts balanced structural home-building permits against stable domestic processing outlays.
  • (Yield Curve Relief Bid): Easing intermediate sovereign yields provided long-term optimism for home-building financing matrices, supporting spot cash values.
  • (Sideways Volume Drift): Routine warehouse clearing and balanced regional order flow left contract positions tracing a relaxed sideways path.

EMA Analysis Page = Charts, Quotes & Technical Opinions

EMA Analysis Page

Economic Reports & Estimates

Commentary Log

• • (The Great Institutional Pairs Rotation): The index climbed 29.25 points to settle at 7601.00 as large-scale algorithmic platforms aggressively unwound growth exposure, liquidating high-beta technology shares to fund a historic 868 point institutional cash migration into legacy blue-chip industrials.
  • (Yield Curve Decompression Relief): Equities captured reliable regular-session tailwinds as a softer domestic weekly jobless claims report triggered a synchronized rally across sovereign debt grids, dragging yields lower to provide immediate breathing room for broad market multiples.
  • (Election Anxiety Asset Shifts): Portfolio managers aggressively repositioned books, moving defensive cash layers into cyclical large-cap counters to buffer portfolios against mounting political and legislative uncertainties ahead of late-week non-farm payrolls data.

• • (Tech-Led Sector De-Leveraging): The technology benchmark tumbled 145.00 points to close at 30488.25, bearing the full brunt of the massive institutional pairs rotation as mega-cap growth pools were systematically drained to buy defensive value.
  • (Growth Multiple Valuation Friction): High-beta software and semiconductor clusters experienced significant capital attrition as multi-asset desks flattened tech exposure to buffer books against upcoming employment data shocks.
  • (Orderly Distribution Clearing): High cash-session block volumes cleared back-office ledgers with total mathematical balance, keeping the intense sector rotation completely contained inside a 195.75 point intraday spread.

• • (Historic Industrial Buying Squeeze): Legacy cyclical and blue-chip counters executed an absolute face-ripping rally, skyrocketing 868 points higher to settle at 51671.00 as institutional desk managers forced massive capital allocations into heavy manufacturing, aerospace, and defense names.
  • (Input Cost Optimization Inflows): Major capital goods components captured aggressive program floor buying as the sharp pullback in international shipping costs and crude input metrics boosted forward profit margin templates.
  • (Institutional Short Capitulation): Systematic trading portfolios aggressively dismantled near-term short overlays, turning old historical overhead chart barriers into rock-solid support floors into the daily close.

• • (Small-Cap Credit Premium Easing): Debt-sensitive small-cap risk benchmarks surged 43.90 points to close at 2939.30, capitalizing directly on the softer initial jobless claims print which eased near-term credit tightening anxieties.
  • (Operational Cost Baseline Relief): Lower-tier domestic corporate counters drew heavy structural support as stabilizing logistics networks and downstream fuel outlays significantly expanded forward cash flow models.
  • (Algorithmic Blanket Squeeze): Programmatic short-covering sequences accelerated through the regular session, fully absorbing early defensive hedge volume without forcing any direction-breaking chart Extensions.

• • (Continental Valuation Attrition): European blue-chips drifted 8.00 points lower to settle at 6086.00, experiencing routine midday consolidation as global macro desks temporarily paused aggressive long capital allocations.
  • (Transatlantic Yield Normalization): Portfolio managers balanced softening Eurozone industrial output data against creeping short-term rate tracking in the US curve, keeping international bourses inside tight boundaries.
  • (Orderly Corridor Settlement): High-volume programmatic blocks matched standard cross-border clearing mandates, ensuring a highly stable, non-directional technical close.

• • (Defensive Capital Re-Anchoring): Switzerland’s premium wealth matrix powered 119 points higher to close at 13353.00, drawing significant capital safe-haven inflows as international asset allocators sought out insulated, non-cyclical equity assets.
  • (Export Revenue Support): Favorable domestic spot currency adjustments optimized cross-border export valuation models, fueling steady institutional accumulation runs.
  • (Institutional Vault Clearing): Large-scale back-office spot blocks cleared with high precision, reinforcing the index’s dominant long-term baseline ahead of late-week macro data.

• • (Luxury Export Margin Re-pricing): The French benchmark surged 92.5 points higher to close at 8244.00, as export-heavy luxury and industrial counters captured aggressive capital inflows from global trade rebalancing models.
  • (Speculative Position Unwinding): Speculative trading desks aggressively dismantled short overlays, turning old technical resistance chart points into immediate support levels.
  • (Floor Desk Ingestion): High regular-session cash volume cleared back-office books cleanly, keeping the final upward settle firmly within a bullish macro channel.

• • (Amsterdam Grid Stabilization): The Dutch benchmark notched a quiet, steady 2.78 point advance to close at 1047.64, holding its ground as heavy semiconductor manufacturing weights balanced out wider sector rotations.
  • (Trade Balance Structural Lift): Easing wholesale processing costs optimized forward trade parameters, keeping intermediate institutional demand locked inside a highly predictable box.
  • (Programmatic Buying Support): High-velocity systematic programs executed clean daily buy layers, supporting a steady, unhurried technical rebalancing into the close.

• • (Asian Currency Synchronization): The Tokyo grid stabilized overnight metrics, tracing broad cross-asset index rebalancing while global portfolio managers squared multi-asset weights into the regional cash close.
  • (Carry Trade Baseline Hold): Orderly institutional adjustments inside regional currency corridors kept core automotive and technology export listings completely insulated from forced liquidation.
  • (Sovereign Flow Anchoring): Systematic trading scripts successfully defended immediate moving average baselines, preserving long-term structural parameters.

• • (Far East Maritime Inflows): Hong Kong listings weathered international sector shifts with total structural balance as maritime shipping and real estate components drew targeted regional fund injections.
  • (Emerging Capital Inflow Re-entry): Institutional investment pools ceased aggressive defensive hedging profiles, stabilizing liquid capital allocations across primary large-cap listings.
  • (Support Channel Defense): Automated price loops focused entirely on defending proven technical support boundaries, filtering out near-term algorithmic noise.

• • (Bullion Premium Breakout Squeeze): Gold futures exploded for a powerful 38.10 point surge to settle at 4505.00, driven by a sharp pullback in the US Dollar Index following softer domestic labor metrics which revived safe-haven duration demand.
  • (Foreign Central Bank Baseline): Bullion maintained an unbreakable floor as macro asset allocators continued adding physical gold to protect portfolios from ongoing foreign central bank Treasury liquidations.
  • (Systematic Buy Trigger Activation): Systematic trend-following desks triggered heavy automated buy orders near multi-week technical ceilings, transforming old resistance layers into immediate support floors.

• • (White Metals Inflow Sympathy): Silver futures notched a steady 0.2770 gain to close the session at 73.9710, running in direct sympathy with gold’s premium expansion while drawing a separate industrial bid.
  • (Green Industrial Squeeze): Tightening physical demand from global industrial solar and automated processing components provided a solid floor that checked deeper downside sweeps.
  • (Programmatic Order Re-anchoring): Systematic trading scripts halted temporary momentum shorts near multi-week chart boundaries, re-anchoring pricing to physical spot warehouse metrics.

• • (Infrastructure Procurement Acceleration): High-grade industrial copper advanced 0.0275 to close higher at 6.5350, as global grid infrastructure and commercial hardware fabrication projects drew constant institutional buying size.
  • (Base Metals Valuation Reset): Manufacturing desks normalized their forward import valuation models, allowing commercial spot-clearing blocks to comfortably settle with high balance.
  • (Input Cost Stabilization): Easing macro inflation worries stabilized physical copper pricing models, allowing long-term commercial buyers to execute size orders comfortably into the close.

• • (Automotive Catalyst Premium Squeeze): Platinum group metals notched a powerful 25.30 point gain to close at 1899.90, capturing direct tailwinds from expanding automotive catalyst hardware manufacturing metrics.
  • (Wholesale Spot Clearing): Industrial commercial accounts normalized their nearby delivery matrices, allowing the prompt contract to re-anchor smoothly to standard seasonal processing volumes.
  • (Asset Class Churn Sympathy): Speculative fund managers directed cash flows with high balance, tracking silver’s broader premium expansion while pruning overextended short positions.

• • (Ceasefire Progress and Supply Churn): Front-month WTI crude oil fell hard, plunging 2.98 dollars lower to settle at 93.0400 as energy desks aggressively priced in progress on the Middle East ceasefire, stripping out the geopolitical conflict surcharge.
  • (Paper Long Liquidation Rush): Speculative hedge funds aggressively unwound overextended long exposure, allowing prompt contract pricing to drop back into a highly predictable structural box.
  • (Refinery Margin Recalibration): Commercial procurement models rejected intraday recovery attempts, realigning forward product delivery templates to match cooling consumer demand metrics into the close.

• • (Utility Storage Buffer Contraction): Natural gas futures captured a reliable 0.1220 gain to settle at 3.3360, drawing a solid 0.57 standard deviation advance as regional utility operators confirmed tightening prompt storage injections.
  • (Weather Map Consumption Shift): Updated near-term domestic weather models indicated localized spikes in early summer cooling demand, prompting speculative desks to stage aggressive upside collection runs.
  • (Commercial Distribution Breakthrough): High-velocity programmatic systems successfully turned old overhead chart resistance levels into major structural launchpad support floors into the close.

• • (Downstream Product Drag): Downstream refined lines shed 0.0933 points, tracking the steep liquidation sweeping through raw WTI crude feedstocks while pricing in comfortable seasonal warehouse buffers.
  • (Pump Premium Deflation): Institutional energy funds continued unwinding long exposure, aligning physical portfolios with mandates aimed at deflating retail pump inflation.
  • (Refinery Margin Calibration): Commercial procurement models rejected intraday recovery attempts, realigning forward product delivery templates to match cooling consumer demand metrics.

• • (Distillate Complex Distribution): Prompt distillate matrices fell 0.1743 points, tracking the broader liquidation sweeping through global petroleum networks following the easing of maritime shipping risk premiums.
  • (Commercial Hedge Unwinding): Industrial commercial accounts aggressively unwound long heating hedges, realigning physical order blocks with updated cash tape metrics.
  • (Ledger Volume Equilibrium): Option-hedged macro desks finished shedding generic energy inflation exposure, restoring baseline structural continuity to prompt delivery markets.

• • (Commodity Squeeze Rebound): The aussie dollar captured a 0.00070 gain to close at 0.7136, drawing immediate support from the parallel price expansion across underlying industrial metals like gold and copper.
  • (Global Carry Realignment): High-beta commodity currencies saw capital inflows moderate as global asset managers re-established standard safe-haven dollar cash reserves.
  • (Trend Support Verification): Systematic momentum engines checked long trends, pulling the currency back to verify key moving average support baselines.

• • (Petroleum Floor Cushion Erosion): The loonie currency gave up 0.00020 to close at 0.7198, undergoing minor distribution as cross-border portfolio desks rebalanced manufacturing files against the steep decline in raw WTI crude oil.
  • (Cross-Border Equity Rebalancing): Mild profit-taking across major U.S. stock indices balanced out energy sector gains, keeping the currency inside yesterday’s parameters.
  • (Commercial Order Balancing): Commercial trade flows balanced out nicely, preventing any forced liquidation or dramatic directional chart deviations.

• • (Safe-Haven Inflow Capture): Switzerland’s premium currency surged 0.00460 higher to settle at 1.2683, drawing heavy defensive inflows as international asset allocators rebalanced short-term sovereign cash holdings into European corridors.
  • (Yield Curve Adjustments): Subtle curve alignments across central Europe kept capital levels evenly balanced inside existing parameters.
  • (Order Flow Equilibrium): Automated fx tracking models maintained clean price continuity, preventing any forced structural location breakdowns.

• • (Sovereign Spread Recovery Inflows): The euro advanced 0.00150 to close at 1.1620, capturing a solid recovery bid as the pullback in the US Dollar Index optimized transatlantic sovereign debt spreads.
  • (Trade Balance Optimization): Falling raw global fuel outlays optimized forward trade balance modeling, anchoring intermediate institutional demand.
  • (Orderly Distribution Control): Programmatic systems executed clean daily buy layers, supporting a steady, orderly sideways technical rebalancing.

• • (Sterling Premium Expansion): The pound ticked 0.00070 higher to close at 1.3424, drawing steady accumulation as global currency allocators rebalanced short-term sovereign cash holdings into the evening open.
  • (Industrial Allocation Continuity): Solid UK macroeconomic data and stable manufacturing indicators kept core institutional capital streams steady, blocking any forced downside momentum.
  • (Technical Base Verification): Automated tracking models checked near-term buy orders, allowing the sterling contract to verify its recent technical breakout floor.

• • (Yen Carry Synchronization): The yen finished completely flat at 0.0063, completely anchored by the massive interest rate carry differentials dictating the Asian currency corridor.
  • (Sovereign Yield 固定): Stabilizing international yield carry differentials protected the index from forced liquidity liquidations, keeping core parameters intact.
  • (Operational Settlement Balance): Day-end institutional flows settled with total mathematical balance, avoiding any localized liquidity squeezes.

• • (Sovereign Yield Shift Headwinds): The dollar cash ledger surrendered 0.1230 to settle at 99.3820, checking its recent upside velocity as macro asset allocators adjusted short-term greenback reserves after the softer domestic weekly claims print.
  • (Treasury Curve Relief Pressure): Short-duration interest rate differentials moderated slightly, as the front-end CME rate strip adjusted near-term interest rate models.
  • (Cross-Current Capital Anchoring): Vicious capital cross-currents between consolidating equities and expanding raw materials anchored the cash index securely above long-term weekly support bands.

• • (Institutional De-leveraging Flush): Bitcoin futures plummeted 1790 points to close lower at 63795, tracking an intense de-leveraging cascade as programmatic trading desks quickly trimmed risk exposure ahead of this week’s non-farm payrolls data.
  • (Liquidity Corridor Compression): Capital allocation programs forced leverage metrics downward, pulling the contract through intermediate support floors to test structural macro baseline support.
  • (Growth Equity Sympathy): Digital asset complexes suffered aggressive distribution into the afternoon, moving in tight sympathy with profit-taking patterns inside global technology benchmarks.

• • (Smart-Contract Risk Beta): Smart-contract protocols caught the full tailwinds of the macro risk expansion, clearing out intermediate overhead chart friction to settle down exactly 26.00 points at 1780.50.
  • (Network Value Accumulation): Broad speculative asset allocators deployed liquid cash blocks straight into primary tier-one digital networks.
  • (Mathematical Trend Symmetry): Micro-tier ether contracts maintained flawless mathematical symmetry with the institutional blockchain ledger throughout the fast session.

• • (SOFR Curve Pricing Realities): Front-end SOFR futures surged 0.0350 to settle at 96.1450 as the forward CME short-term interest rate strip adjusted its trajectory to reflect the softening weekly employment numbers.
  • (Funding Path Calibration): Institutional lending models calibrated risk parameters downward, matching the universal casing of sovereign debt yield caps.
  • (Liquidity Pool Re-anchoring): Large institutional money pools re-anchored expectations around clear, highly predictable short-term commercial paper baselines.

• • (Short-End Yield Softening): Short-duration notes logged a minor 0.0688 gain to settle at 103.2031, confirming that short-end yields are tracking the downward shift priced into the forward CME interest rate strip.
  • (Macro Rate Recalibration): Fixed-income models recalibrated near-term central bank paths, factoring in a significantly cooler terminal consumer inflation profile.
  • (Short-End Liquidity Injection): Heavy institutional size cleared out short-duration hedges, parking massive cash blocks into stable short-end government notes.

• • (Commercial Hedging Clearout): Strong commercial interest rate hedging activity cleared out intermediate risk layers, stabilizing forward corporate borrowing projections to lock in a 0.1156 gain.
  • (Yield Curve Normalization): Short-to-intermediate pricing structures re-anchored rapidly as energy-related supply-chain fears abruptly evaporated.
  • (Systemic Risk Abatement): Algorithmic execution systems aggressively bid up the five-year layer as systemic liquidity returned to traditional debt baselines.

• • (Private Capital Demand Gain): Benchmark notes rose by 0.1406 points to close at 109.5938, anchoring the 10-year yield comfortably below recent thresholds as the domestic secondary market caught strong buying tailwinds from the softer jobless claims data.
  • (Foreign Debt Ingestion Baseline): The floor seamlessly absorbed structural volume adjustments following official TIC data confirming foreign central banks aggressively flushed a record $138.4 billion in Treasuries.
  • (Deficit Auction Balancing): Automated fixed-income desk execution networks balanced end-of-day ledgers, reinforcing structural intermediate ceilings ahead of upcoming macro data releases.

• • (Long-End Duration Flight): Capital flooded back into long-end duration instruments to secure a 0.1875 point gain to settle at 112.2813, as macro accounts aggressively priced out long-term cost-push inflation threats following the weak employment numbers.
  • (Tehran Relief Premium): Fixed-income desks aggressively accumulated bonds, capitalizing on the diplomatic breakthroughs that significantly cooled forward commodity price trajectories.
  • (Institutional Duration Hunt): Global sovereign wealth funds and institutional managers executed heavy duration additions, building a rock-solid price ceiling for yields.

• • (USDA Planting Acceleration Drag): Corn futures dropped 7.00 points to settle at 424.50 as the official U.S. Department of Agriculture Crop Progress report verified that domestic planting has accelerated past historical 5-year averages across the Midwest belt.
  • (Elevator Warehouse Buffers): Commercial processing houses adjusted forward spot tracking lower, comfortably matching robust terminal elevator physical inventories against static downstream spot demand.
  • (Fund Length Liquidations): Long-term systematic grain funds trimmed seasonal limits, driving nearby contracts downward to retest primary macro support corridors.

• • (Precipitation Moisture Relief): Wheat contracts slid by 5.50 points to settle at 581.75 as updated private meteorological models confirmed extensive rainfall and crucial moisture relief across major domestic and international spring wheat producing belts.
  • (Milling Procurement Deferral): Commercial milling desks completely halted aggressive spot procurement size, deferring routine inventory accumulation to cheaper forward delivery cycles.
  • (Algorithmic Cascade Orders): Trend-following agricultural algorithms triggered automated sell commands as the prompt contract broke through multi-week chart floors.

• • (Oilseed Crushing Stability Distribution): Soybean contracts fell 24.50 points to close at 1129.50, as stable domestic field metrics and a parallel 2.42 drop in the underlying soybean oil space kept core processing margins heavily weighed down.
  • (Weather Premium Stability): Balanced regional weather maps and stable domestic planting progress prevented any significant technical chart extensions or volatility breakouts.
  • (Range-Bound Commercial Clearing): Regular commercial crush margins and routine spot export requirements held pricing trends locked inside an orderly sideways box.

• • (Textile Demand Adjustments): Consumer fiber lines experienced a 2.02 point decline to close at 78.49, as international macro funds re-mapped broad seasonal demand and global transport cost assumptions.
  • (Spot Market Volume Balancing): Light regular-session trade volume left contract pricing drifting safely within established regional processing bands into the weekly settlement.
  • (Logistical Balance Hold): Routine warehousing adjustments and balanced delivery contracts kept chart positions safe from intense directional sweeps.

• • (Supply Chain Logistics Relief): High-premium soft parameters experienced a 5.95 point drop to settle at 247.15, drifting gently away from recent multi-week highs as global harbor congestion showed steady improvement.
  • (Commercial Warehouse Squeeze Pause): Commercial roasting desks normalized their spot procurement pace, checking the rapid multi-day momentum chase to let prices settle into a quiet consolidation zone.
  • (Orderly Book Pruning): Algorithmic fund desks pruned minor overextended length, stabilizing price action inside comfortable consolidation zones.

• • (West African Harvest Deficit Consolidation): Cocoa contracts dipped 107 points to close at 3965.00, stabilizing after certified crop audits confirmed a permanent, multi-year supply deficit across primary cultivation hubs.
  • (Wholesale Spot Buying Panic Abatement): Nearby delivery pressures relaxed, allowing global chocolate manufacturing houses to step away from aggressive spot-market chasing and smooth out recent erratic pricing spikes.
  • (Logistical Parity Hold): Clean wholesale commercial exchange settlements kept forward contract matrices beautifully balanced.

• • (Crop Estimate Insulation): Specialized agricultural parameters held completely flat at 168.40, completing tight, independent consolidation loops completely insulated from broad financial rotations.
  • (Weather Parameter Adjustments): Intraday pricing changes focused entirely on regional growing conditions and updated processing yield estimates.
  • (Thin Liquidity Continuity): Orderly commercial ledger clearing maintained clean historical pricing boundaries without triggering momentum chasing systems.

• • (Housing Framework Advance): Lumber futures notched a strong 9.00 point advance to settle at 606.50, as macro accounts balanced structural home-building permits against stable domestic processing outlays.
  • (Yield Curve Relief Bid): Easing intermediate sovereign yields provided long-term optimism for home-building financing matrices, supporting spot cash values.
  • (Sideways Volume Drift): Routine warehouse clearing and balanced regional order flow left contract positions tracing a relaxed sideways path.

EMA Analysis Page = Charts, Quotes & Technical Opinions

Intraday Quotes
S&P 500	NASDAQ	Dow	Gold	Silver
Copper	Platinum	Bitcoin	Crude	Gasoline
Swiss	Euro	Dollar	Yen
Order Log	Top 50 allocations		Trading all 24	How To

.................................................................

JUN26 MINI SP 500       1869 Trading days from 190102 to 260604

Running .DAT file ESN011.DAT

Last trading day was 260604   Closing price was 7601.0000

Current V value is 118.000000 (472 ticks)  K1 value is 0.41
V*K1 for tomorrow is 48.380000 (194 ticks)

BuyStop for tomorrow is 7649.5000  SellStop is 7552.5000

Protective stop price is 8571.7500
Profit objective price is 7263.2500

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 7575.2500
Open trade equity is -1287.50

From 190102 total profit is 323000.00
            current drawdown is -975.00
            maximum drawdown was -31150.00
................................................................
.................................................................

JUN26 MICRO SP 500       1869 Trading days from 190102 to 260604

Running .DAT file ESM004.DAT

Last trading day was 260604   Closing price was 7601.0000

Current V value is 118.000000 (472 ticks)  K1 value is 0.41
V*K1 for tomorrow is 48.380000 (194 ticks)

BuyStop for tomorrow is 7649.5000  SellStop is 7552.5000

Protective stop price is 17571.7500
Profit objective price is 7263.2500

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 7575.2500
Open trade equity is -128.75

From 190102 total profit is 17630.00
            current drawdown is -506.25
            maximum drawdown was -4791.25
................................................................
.................................................................

JUN26 MINI NASDAQ 100       1869 Trading days from 190102 to 260604

Running .DAT file NQN002.DAT

Last trading day was 260604   Closing price was 30488.2500

Current V value is 1371.750000 (5487 ticks)  K1 value is 0.43
V*K1 for tomorrow is 589.852500 (2359 ticks)

BuyStop for tomorrow is 31004.0000  SellStop is 29824.2500

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 457875.00
            current drawdown is -6660.00
            maximum drawdown was -41970.00
................................................................
.................................................................

JUN26 MICRO NASDAQ 100       1869 Trading days from 190102 to 260604

Running .DAT file NQM008.DAT

Last trading day was 260604   Closing price was 30488.2500

Current V value is 1371.750000 (5487 ticks)  K1 value is 0.43
V*K1 for tomorrow is 589.852500 (2359 ticks)

BuyStop for tomorrow is 31004.0000  SellStop is 29824.2500

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 39037.50
            current drawdown is -891.00
            maximum drawdown was -4332.00
................................................................
.................................................................

JUN26 DOW FUTURES       1869 Trading days from 190102 to 260604

Running .DAT file YMN016.DAT

Last trading day was 260604   Closing price was 51671.0000

Current V value is 2600.000000 (2600 ticks)  K1 value is 0.26
V*K1 for tomorrow is 676.000000 (676 ticks)

BuyStop for tomorrow is 52108.0000  SellStop is 50756.0000

Protective stop price is 41671.0000
Profit objective price is 54227.0000

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 49967.0000
Open trade equity is 8520.00

From 190102 total profit is 256685.00
            current drawdown is -9650.00
            maximum drawdown was -18315.00
................................................................
.................................................................

JUN26 MICRO DOW FUTURES       1869 Trading days from 190102 to 260604

Running .DAT file YMM015.DAT

Last trading day was 260604   Closing price was 51671.0000

Current V value is 2600.000000 (2600 ticks)  K1 value is 0.27
V*K1 for tomorrow is 702.000000 (702 ticks)

BuyStop for tomorrow is 52094.0000  SellStop is 50690.0000

Protective stop price is 48421.0000
Profit objective price is 54595.0000

V is less than high filter value of 6440
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 49995.0000
Open trade equity is 838.00

From 190102 total profit is 18434.50
            current drawdown is -1412.00
            maximum drawdown was -2361.50
................................................................
.................................................................

AUG26 GOLD 100       1868 Trading days from 190102 to 260604

Running .DAT file GC1005.DAT

Last trading day was 260604   Closing price was 4505.0000

Current V value is 93.100098 (9310 ticks)  K1 value is 0.80
V*K1 for tomorrow is 74.480078 (7448 ticks)

BuyStop for tomorrow is 4571.1300  SellStop is 4422.1700

V is equal to or greater than high filter value of 8350
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 297612.00
            current drawdown is -9516.00
            maximum drawdown was -27150.00
................................................................
.................................................................

AUG26 MINI GOLD 50       1868 Trading days from 190102 to 260604

Running .DAT file GC2014.DAT

Last trading day was 260604   Closing price was 4505.0000

Current V value is 102.246208 (10225 ticks)  K1 value is 0.86
V*K1 for tomorrow is 87.931739 (8793 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 8550
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 156606.50
            current drawdown is 0.00
            maximum drawdown was -14128.00
................................................................
.................................................................

AUG26 MICRO GOLD 10       1868 Trading days from 190102 to 260604

Running .DAT file GC3010.DAT

Last trading day was 260604   Closing price was 4505.0000

Current V value is 178.700195 (17870 ticks)  K1 value is 0.63
V*K1 for tomorrow is 112.581123 (11258 ticks)

BuyStop for tomorrow is 4612.0100  SellStop is 4386.8500

V is equal to or greater than high filter value of 8925
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 21058.60
            current drawdown is -789.70
            maximum drawdown was -2478.50
................................................................
.................................................................

SEP26 5000 COMEX SILVER       1868 Trading days from 190102 to 260604

Running .DAT file SI1005.DAT

Last trading day was 260604   Closing price was 74.4550

Current V value is 1.040001 (1040 ticks)  K1 value is 0.51
V*K1 for tomorrow is 0.530400 (530 ticks)

BuyStop for tomorrow is 74.9850  SellStop is 73.9250

Protective stop price is 92.2430
Profit objective price is 61.3680

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 1764.99

From 190102 total profit is 892070.01
            current drawdown is -42440.00
            maximum drawdown was -43100.00
................................................................
.................................................................

SEP26 2500 COMEX SILVER       1868 Trading days from 190102 to 260604

Running .DAT file SI2005.DAT

Last trading day was 260604   Closing price was 74.4550

Current V value is 1.040001 (1040 ticks)  K1 value is 0.51
V*K1 for tomorrow is 0.530400 (530 ticks)

BuyStop for tomorrow is 74.9850  SellStop is 73.9250

Protective stop price is 94.2430
Profit objective price is 61.3680

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 882.50

From 190102 total profit is 424835.00
            current drawdown is -21320.00
            maximum drawdown was -21625.00
................................................................
.................................................................

SEP26 1000 COMEX SILVER       1868 Trading days from 190102 to 260604

Running .DAT file SI3005.DAT

Last trading day was 260604   Closing price was 74.4550

Current V value is 1.040001 (1040 ticks)  K1 value is 0.51
V*K1 for tomorrow is 0.530400 (530 ticks)

BuyStop for tomorrow is 74.9850  SellStop is 73.9250

Protective stop price is 124.2430
Profit objective price is 61.6080

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 353.00

From 190102 total profit is 142646.00
            current drawdown is -8816.00
            maximum drawdown was -8816.00
................................................................
.................................................................

SEP26 COPPER 25000       1868 Trading days from 190102 to 260604

Running .DAT file HG1005.DAT

Last trading day was 260604   Closing price was 6.5950

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.7255  SellStop is 6.4645

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 142802.50
            current drawdown is -3722.50
            maximum drawdown was -14852.50
................................................................
.................................................................

SEP26 MINI COPPER 12500       1868 Trading days from 190102 to 260604

Running .DAT file HG2001.DAT

Last trading day was 260604   Closing price was 6.5950

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.7255  SellStop is 6.4645

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 61614.37
            current drawdown is -3448.75
            maximum drawdown was -7941.25
................................................................
.................................................................

OCT26 PLATINUM 50       1868 Trading days from 190102 to 260604

Running .DAT file PLA008.DAT

Last trading day was 260604   Closing price was 1921.0000

Current V value is 84.199951 (8420 ticks)  K1 value is 0.46
V*K1 for tomorrow is 38.731978 (3873 ticks)

BuyStop for tomorrow is 1946.5700  SellStop is 1869.1000

V is equal to or greater than high filter value of 3850
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 110769.50
            current drawdown is -3167.00
            maximum drawdown was -10832.00
................................................................
.................................................................

JUL26 1000 CRUDE OIL       1868 Trading days from 190102 to 260604

Running .DAT file CL1012.DAT

Last trading day was 260604   Closing price was 93.0400

Current V value is 12.250000 (1225 ticks)  K1 value is 0.50
V*K1 for tomorrow is 6.125000 (612 ticks)

BuyStop for tomorrow is 99.1700  SellStop is 86.9200

Protective stop price is 46.0200
Profit objective price is 108.5900

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 93.4900
Open trade equity is -450.00

From 190102 total profit is 223700.01
            current drawdown is -9850.00
            maximum drawdown was -21750.00
................................................................
.................................................................

JUL26 500 CRUDE OIL       1868 Trading days from 190102 to 260604

Running .DAT file CL2010.DAT

Last trading day was 260604   Closing price was 93.0400

Current V value is 12.250000 (1225 ticks)  K1 value is 0.50
V*K1 for tomorrow is 6.125000 (612 ticks)

BuyStop for tomorrow is 99.1700  SellStop is 86.9200

Protective stop price is 0.0000
Profit objective price is 108.5900

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 93.4900
Open trade equity is -225.00

From 190102 total profit is 105900.00
            current drawdown is -4975.00
            maximum drawdown was -10900.00
................................................................
.................................................................

OCT26 42000 GASLOINE       1868 Trading days from 190102 to 260604

Running .DAT file RBN005.DAT

Last trading day was 260604   Closing price was 2.6874

Current V value is 0.153900 (1539 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.076950 (770 ticks)

BuyStop for tomorrow is 2.7644  SellStop is 2.6105

Protective stop price is 3.8739
Profit objective price is 2.5405

V is less than high filter value of 1700
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 2.6834
Open trade equity is -168.00

From 190102 total profit is 222691.21
            current drawdown is 0.00
            maximum drawdown was -14938.40
................................................................
.................................................................

JUN26 MICRO BITCOIN       1869 Trading days from 190102 to 260604

Running .DAT file BTC022.DAT

Last trading day was 260604   Closing price was 63795.0000

Current V value is 5285.000000 (5285 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2959.600000 (2960 ticks)

BuyStop for tomorrow is 66728.0000  SellStop is 60809.0000

Protective stop price is 75545.0000
Profit objective price is 49269.0000

V is less than high filter value of 7210
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 79269.0000
Open trade equity is 1547.40

From 190102 total profit is 25319.00
            current drawdown is -2541.80
            maximum drawdown was -3038.00
................................................................
.................................................................

JUN26 1250000 YEN       1869 Trading days from 190102 to 260604

Running .DAT file J6N012.DAT

Last trading day was 260604   Closing price was 0.6253

Current V value is 0.002900 (29 ticks)  K1 value is 0.69
V*K1 for tomorrow is 0.002001 (20 ticks)

BuyStop for tomorrow is 0.6274  SellStop is 0.6233

Protective stop price is 0.6044
Profit objective price is 0.6494

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 0.6278
Open trade equity is -306.25

From 190102 total profit is 62599.99
            current drawdown is -3393.75
            maximum drawdown was -9943.74
................................................................
.................................................................

JUN26 100000 DOLLAR INDEX       1905 Trading days from 190102 to 260605

Running .DAT file DXX016.DAT

Last trading day was 260605   Closing price was 100.0510

Current V value is 1.046005 (10460 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.439322 (4393 ticks)

BuyStop for tomorrow is 100.4903  SellStop is 99.6117

V is equal to or greater than high filter value of 8750
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 28652.29
            current drawdown is -2034.10
            maximum drawdown was -5535.50
................................................................
.................................................................

JUN26 125000 EURO FX       1869 Trading days from 190102 to 260604

Running .DAT file E6N015.DAT

Last trading day was 260604   Closing price was 1.1619

Current V value is 0.008950 (89 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.003759 (38 ticks)

BuyStop for tomorrow is 1.1657  SellStop is 1.1582

Protective stop price is 1.1364
Profit objective price is 1.2018

V is less than high filter value of 225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 1.1642
Open trade equity is -281.25

From 190102 total profit is 73368.75
            current drawdown is -6.25
            maximum drawdown was -7062.50
................................................................
.................................................................

JUN26 62500 EUR0 FX MINI       1869 Trading days from 190102 to 260604

Running .DAT file E7M008.DAT

Last trading day was 260604   Closing price was 1.1619

Current V value is 0.008950 (89 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.003759 (38 ticks)

BuyStop for tomorrow is 1.1657  SellStop is 1.1582

Protective stop price is 1.1362
Profit objective price is 1.2018

V is less than high filter value of 225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 1.1642
Open trade equity is -140.63

From 190102 total profit is 33959.38
            current drawdown is -53.12
            maximum drawdown was -3881.25
................................................................
.................................................................

JUN26 125000 SWISS FRANC       1869 Trading days from 190102 to 260604

Running .DAT file S6N003.DAT

Last trading day was 260604   Closing price was 1.2682

Current V value is 0.009367 (94 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.011708 (117 ticks)

260604 Open 1.2679		
V*K1 = 0.0117		
BuyStop for tomorrow is	1.2796 SellStop is 1.2562

Protective stop price is 1.6636
Profit objective price is 1.2178

V is less than high filter value of 125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.2714
Open trade equity is 393.75

From 190102 total profit is 90493.76
            current drawdown is -2712.51
            maximum drawdown was -9587.51
................................................................

If you have questions contact me. 

Peter Knight
Direct +1-340-244-4310
Voice & Video Chats.
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---

Disclosure

Intraday Quotes
S&P 500	NASDAQ	Dow	Gold	Silver
Copper	Platinum	Bitcoin	Crude	Gasoline
Swiss	Euro	Dollar	Yen
Order Log	Top 50 allocations		Trading all 24	How To

.................................................................

JUN26 MINI SP 500       1868 Trading days from 190102 to 260603

Running .DAT file ESN011.DAT

Last trading day was 260603   Closing price was 7571.7500

Current V value is 118.000000 (472 ticks)  K1 value is 0.41
V*K1 for tomorrow is 48.380000 (194 ticks)

BuyStop for tomorrow is 7620.2500  SellStop is 7523.2500

Protective stop price is 8571.7500
Profit objective price is 7263.2500

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 7575.2500
Open trade equity is 175.00

From 190102 total profit is 324462.50
            current drawdown is -975.00
            maximum drawdown was -31150.00
................................................................
.................................................................

JUN26 MICRO SP 500       1868 Trading days from 190102 to 260603

Running .DAT file ESM004.DAT

Last trading day was 260603   Closing price was 7571.7500

Current V value is 118.000000 (472 ticks)  K1 value is 0.41
V*K1 for tomorrow is 48.380000 (194 ticks)

BuyStop for tomorrow is 7620.2500  SellStop is 7523.2500

Protective stop price is 17571.7500
Profit objective price is 7263.2500

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 7575.2500
Open trade equity is 17.50

From 190102 total profit is 17776.25
            current drawdown is -506.25
            maximum drawdown was -4791.25
................................................................
.................................................................

JUN26 MINI NASDAQ 100       1868 Trading days from 190102 to 260603

Running .DAT file NQN002.DAT

Last trading day was 260603   Closing price was 30633.2500

Current V value is 1694.750000 (6779 ticks)  K1 value is 0.43
V*K1 for tomorrow is 728.742500 (2915 ticks)

BuyStop for tomorrow is 31368.5000  SellStop is 29911.0000

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 457875.00
            current drawdown is -6660.00
            maximum drawdown was -41970.00
................................................................
.................................................................

JUN26 MICRO NASDAQ 100       1868 Trading days from 190102 to 260603

Running .DAT file NQM008.DAT

Last trading day was 260603   Closing price was 30633.2500

Current V value is 1694.750000 (6779 ticks)  K1 value is 0.43
V*K1 for tomorrow is 728.742500 (2915 ticks)

BuyStop for tomorrow is 31368.5000  SellStop is 29911.0000

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 39037.50
            current drawdown is -891.00
            maximum drawdown was -4332.00
................................................................
.................................................................

JUN26 DOW FUTURES       1868 Trading days from 190102 to 260603

Running .DAT file YMN016.DAT

Last trading day was 260603   Closing price was 50803.0000

Current V value is 2291.000000 (2291 ticks)  K1 value is 0.26
V*K1 for tomorrow is 595.660000 (596 ticks)

BuyStop for tomorrow is 51556.0000  SellStop is 50364.0000

Protective stop price is 41400.0000
Profit objective price is 54227.0000

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 49967.0000
Open trade equity is 4180.00

From 190102 total profit is 252345.00
            current drawdown is -9650.00
            maximum drawdown was -18315.00
................................................................
.................................................................

JUN26 MICRO DOW FUTURES       1868 Trading days from 190102 to 260603

Running .DAT file YMM015.DAT

Last trading day was 260603   Closing price was 50803.0000

Current V value is 2291.000000 (2291 ticks)  K1 value is 0.27
V*K1 for tomorrow is 618.570000 (619 ticks)

BuyStop for tomorrow is 51605.0000  SellStop is 50368.0000

Protective stop price is 48150.0000
Profit objective price is 54595.0000

V is less than high filter value of 6440
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 49995.0000
Open trade equity is 404.00

From 190102 total profit is 18000.50
            current drawdown is -1412.00
            maximum drawdown was -2361.50
................................................................
.................................................................

AUG26 GOLD 100       1867 Trading days from 190102 to 260603

Running .DAT file GC1005.DAT

Last trading day was 260603   Closing price was 4466.8999

Current V value is 101.299805 (10130 ticks)  K1 value is 0.80
V*K1 for tomorrow is 81.039844 (8104 ticks)

BuyStop for tomorrow is 4570.5900  SellStop is 4408.5100

V is equal to or greater than high filter value of 8350
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 297612.00
            current drawdown is -9516.00
            maximum drawdown was -27150.00
................................................................
.................................................................

AUG26 MINI GOLD 50       1867 Trading days from 190102 to 260603

Running .DAT file GC2014.DAT

Last trading day was 260603   Closing price was 4466.8999

Current V value is 108.315430 (10832 ticks)  K1 value is 0.86
V*K1 for tomorrow is 93.151270 (9315 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 8550
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 156606.50
            current drawdown is 0.00
            maximum drawdown was -14128.00
................................................................
.................................................................

AUG26 MICRO GOLD 10       1867 Trading days from 190102 to 260603

Running .DAT file GC3010.DAT

Last trading day was 260603   Closing price was 4466.8999

Current V value is 178.700195 (17870 ticks)  K1 value is 0.63
V*K1 for tomorrow is 112.581123 (11258 ticks)

BuyStop for tomorrow is 4594.5800  SellStop is 4369.4200

V is equal to or greater than high filter value of 8925
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 21058.60
            current drawdown is -789.70
            maximum drawdown was -2478.50
................................................................
.................................................................

SEP26 5000 COMEX SILVER       1867 Trading days from 190102 to 260603

Running .DAT file SI1005.DAT

Last trading day was 260603   Closing price was 74.2430

Current V value is 3.090004 (3090 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.575902 (1576 ticks)

BuyStop for tomorrow is 75.8190  SellStop is 72.6670

Protective stop price is 92.2430
Profit objective price is 61.3680

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 2825.02

From 190102 total profit is 893130.04
            current drawdown is -42440.00
            maximum drawdown was -43100.00
................................................................
.................................................................

SEP26 2500 COMEX SILVER       1867 Trading days from 190102 to 260603

Running .DAT file SI2005.DAT

Last trading day was 260603   Closing price was 74.2430

Current V value is 3.090004 (3090 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.575902 (1576 ticks)

BuyStop for tomorrow is 75.8190  SellStop is 72.6670

Protective stop price is 94.2430
Profit objective price is 61.3680

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 1412.51

From 190102 total profit is 425365.02
            current drawdown is -21320.00
            maximum drawdown was -21625.00
................................................................
.................................................................

SEP26 1000 COMEX SILVER       1867 Trading days from 190102 to 260603

Running .DAT file SI3005.DAT

Last trading day was 260603   Closing price was 74.2430

Current V value is 3.090004 (3090 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.575902 (1576 ticks)

BuyStop for tomorrow is 75.8190  SellStop is 72.6670

Protective stop price is 124.2430
Profit objective price is 61.6080

V is less than high filter value of 6775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 74.8080
Open trade equity is 565.00

From 190102 total profit is 142858.01
            current drawdown is -8816.00
            maximum drawdown was -8816.00
................................................................
.................................................................

SEP26 COPPER 25000       1867 Trading days from 190102 to 260603

Running .DAT file HG1005.DAT

Last trading day was 260603   Closing price was 6.5675

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.6980  SellStop is 6.4370

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 142802.50
            current drawdown is -3722.50
            maximum drawdown was -14852.50
................................................................
.................................................................

SEP26 MINI COPPER 12500       1867 Trading days from 190102 to 260603

Running .DAT file HG2001.DAT

Last trading day was 260603   Closing price was 6.5675

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.6980  SellStop is 6.4370

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 61614.37
            current drawdown is -3448.75
            maximum drawdown was -7941.25
................................................................
.................................................................

OCT26 PLATINUM 50       1867 Trading days from 190102 to 260603

Running .DAT file PLA008.DAT

Last trading day was 260603   Closing price was 1895.2000

Current V value is 84.199951 (8420 ticks)  K1 value is 0.46
V*K1 for tomorrow is 38.731978 (3873 ticks)

BuyStop for tomorrow is 1951.8700  SellStop is 1874.4000

V is equal to or greater than high filter value of 3850
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 110769.50
            current drawdown is -3167.00
            maximum drawdown was -10832.00
................................................................
.................................................................

JUL26 1000 CRUDE OIL       1867 Trading days from 190102 to 260603

Running .DAT file CL1012.DAT

Last trading day was 260603   Closing price was 96.0200

Current V value is 12.250000 (1225 ticks)  K1 value is 0.50
V*K1 for tomorrow is 6.125000 (612 ticks)

BuyStop for tomorrow is 102.1400  SellStop is 89.8900

Protective stop price is 46.0200
Profit objective price is 108.5900

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 93.4900
Open trade equity is 2530.00

From 190102 total profit is 226680.00
            current drawdown is -9850.00
            maximum drawdown was -21750.00
................................................................
.................................................................

JUL26 500 CRUDE OIL       1867 Trading days from 190102 to 260603

Running .DAT file CL2010.DAT

Last trading day was 260603   Closing price was 96.0200

Current V value is 12.250000 (1225 ticks)  K1 value is 0.50
V*K1 for tomorrow is 6.125000 (612 ticks)

BuyStop for tomorrow is 102.1400  SellStop is 89.8900

Protective stop price is 0.0000
Profit objective price is 108.5900

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 93.4900
Open trade equity is 1265.00

From 190102 total profit is 107390.00
            current drawdown is -4975.00
            maximum drawdown was -10900.00
................................................................
.................................................................

OCT26 42000 GASLOINE       1867 Trading days from 190102 to 260603

Running .DAT file RBN005.DAT

Last trading day was 260603   Closing price was 2.7604

Current V value is 0.153900 (1539 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.076950 (770 ticks)

BuyStop for tomorrow is 2.8374  SellStop is 2.6834

V is less than high filter value of 1700
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 222859.21
            current drawdown is 0.00
            maximum drawdown was -14938.40
................................................................
.................................................................

MAY26 MICRO BITCOIN       1868 Trading days from 190102 to 260603

Running .DAT file BTC022.DAT

Last trading day was 260603   Closing price was 65585.0000

Current V value is 5285.000000 (5285 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2959.600000 (2960 ticks)

BuyStop for tomorrow is 68976.0000  SellStop is 63057.0000

Protective stop price is 77335.0000
Profit objective price is 49269.0000

V is less than high filter value of 7210
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 79269.0000
Open trade equity is 1368.40

From 190102 total profit is 25140.00
            current drawdown is -2541.80
            maximum drawdown was -3038.00
................................................................
.................................................................

JUN26 1250000 YEN       1868 Trading days from 190102 to 260603

Running .DAT file J6N012.DAT

Last trading day was 260603   Closing price was 0.6255

Current V value is 0.002900 (29 ticks)  K1 value is 0.69
V*K1 for tomorrow is 0.002001 (20 ticks)

BuyStop for tomorrow is 0.6275  SellStop is 0.6235

Protective stop price is 0.6044
Profit objective price is 0.6494

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 0.6278
Open trade equity is -287.50

From 190102 total profit is 62618.75
            current drawdown is -3393.75
            maximum drawdown was -9943.74
................................................................
.................................................................

JUN26 100000 DOLLAR INDEX       1903 Trading days from 190102 to 260603

Running .DAT file DXX016.DAT

Last trading day was 260603   Closing price was 99.5050

Current V value is 0.809998 (8100 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.340199 (3402 ticks)

BuyStop for tomorrow is 99.8452  SellStop is 99.1648

Protective stop price is 97.9800
Profit objective price is 103.0242

V is less than high filter value of 8750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 99.1242
Open trade equity is 380.80

From 190102 total profit is 29520.29
            current drawdown is -1546.90
            maximum drawdown was -5535.50
................................................................
.................................................................

JUN26 125000 EURO FX       1868 Trading days from 190102 to 260603

Running .DAT file E6N015.DAT

Last trading day was 260603   Closing price was 1.1604

Current V value is 0.008950 (89 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.003759 (38 ticks)

BuyStop for tomorrow is 1.1642  SellStop is 1.1567

Protective stop price is 1.1882
Profit objective price is 1.1366

V is less than high filter value of 225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.1742
Open trade equity is 1718.75

From 190102 total profit is 74168.75
            current drawdown is -1206.25
            maximum drawdown was -7062.50
................................................................
.................................................................

JUN26 62500 EUR0 FX MINI       1868 Trading days from 190102 to 260603

Running .DAT file E7M008.DAT

Last trading day was 260603   Closing price was 1.1604

Current V value is 0.008950 (89 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.003759 (38 ticks)

BuyStop for tomorrow is 1.1642  SellStop is 1.1567

Protective stop price is 1.1884
Profit objective price is 1.1366

V is less than high filter value of 225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.1742
Open trade equity is 859.38

From 190102 total profit is 34384.38
            current drawdown is -628.12
            maximum drawdown was -3881.25
................................................................
.................................................................

JUN26 125000 SWISS FRANC       1868 Trading days from 190102 to 260603

Running .DAT file S6N003.DAT

Last trading day was 260603   Closing price was 1.2656

Current V value is 0.008333 (83 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.010417 (104 ticks)

260604 Open 1.2639		
V*K1 = 0.0104		
BuyStop for tomorrow is 1.2743 SellStop is 1.2534

Protective stop price is 1.6636
Profit objective price is 1.2178

V is less than high filter value of 125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 1.2714
Open trade equity is 731.25

From 190102 total profit is 90831.25
            current drawdown is -2712.51
            maximum drawdown was -9587.51
................................................................

If you have questions contact me.

Peter Knight
Direct +1-340-244-4310
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---

Disclosure

EMA Analysis Page – Charts, Quotes & Opinions

Commentary Log

• • (The Musk Public Offering Liquidity Drain): The index experienced an intense 52.00 point liquidation cascade to settle at 7571.75 as institutional desks scrambled for cash to participate in Elon Musk’s record-breaking public offering, which officially marked the largest equity capital raise in corporate history and completely drained secondary-market cash reserves.
  • (Hot ISM Services and Election Uncertainty): Widespread distribution accelerated after the Institute for Supply Management reported a hot non-manufacturing Purchasing Managers’ Index of 53.8 percent, combining with intensifying US election policy uncertainty to force multi-asset managers to aggressively trim near-term growth multipliers.
  • (Washington Gridlock and Treasury Curve Stress): Large-scale equity portfolios faced relentless afternoon selling pressure as building budget gridlock in Washington triggered an immediate sell-off across sovereign bond grids, sending intermediate interest rates higher to squeeze stock valuations.

• • (Hyper-Scale Capital Reallocation Squeeze): The high-multiple technology benchmark dropped 79.50 points to close at 30633.25, absorbing heavy institutional selling as global tech allocators liquidated liquid tech clusters to fund massive block allocations into the historic Musk equity offering.
  • (Discount Rate Friction and Political Anxiety): High-beta software and digital counters faced multi-point compression as the hot 53.8 percent ISM services print paired with mounting Washington legislative friction, signaling a prolonged delay in Federal Reserve policy easing.
  • (Intraday De-risking Order Clearing): Programmatic trading pipelines executed systematic sell-programs through the cash session, containing the downside within a 195.75 point high-to-low boundary ahead of late-week employment markers.

• • (Blue-Chip Cyclical Capitulation): Legacy industrial and value counters absorbed the heaviest liquidation footprint on the board, plummeting 597 points to close at 50803.00 as institutional desks aggressively re-priced cyclical economic inputs under the weight of escalating political uncertainty.
  • (Washington Policy and Borrowing Cost Headwinds): Industrial manufacturing and heavy transport components faced direct margin contraction anxieties, triggered by a sharp multi-point sell-off in sovereign bond contracts as legislative budget delays premium-loaded domestic credit.
  • (Block Order Liquidation Clearing): Massive regular-session floor volume cleared back-office books with total directional momentum, accelerating the downside slide into the final settlement tick.

• • (Small-Cap Financing Sensitivity): Highly debt-sensitive small-cap risk benchmarks shed 40.60 points to close at 2895.40, hit hard by the sudden hardening of short-term commercial lending metrics following the hot services data.
  • (Domestic Policy and Borrowing Cost Realities): Lower-tier domestic corporate counters faced immediate capital distribution as election-year regulatory anxieties and restrictive borrowing costs combined to freeze forward small-business capital deployment plans.
  • (Algorithmic Blanket Hedging): Programmatic systems accelerated standard short-hedging overlays, pushing the contract down past recent support baselines into the daily close.

• • (Transatlantic Political Risk Contagion): European blue-chips drifted 46 points lower to close at 6066.00, tracking the broad cross-asset de-risking wave that swept through international financial centers as US political and election anxieties spilled into international bourses.
  • (Defensive Capital Re-routing): Global multi-asset portfolio managers paused long allocations in Eurozone matrices, rotating liquid funds toward defensive, short-duration dollar-denominated cash reserves to buffer against currency cross-currents.
  • (Channel Support Flooding): High-velocity automated execution models breached short-term moving average baselines, forcing the index to verify deeper underlying technical support floors.

• • (Defensive Wealth Allocator Retreat): Switzerland’s premium wealth matrix gave up 87 points to settle at 13234.00, feeling the direct impact of global portfolio managers trimming international asset weights to bolster cash reserves.
  • (Cross-Rate Currency Inversion): Intensive global capital flight into liquid safe-haven dollar cash hoards altered domestic export margins, checking near-term long momentum triggers.
  • (Orderly Book Clearing Settlement): Institutional clearing blocks managed day-end asset rebalancing with high mathematical balance, preventing localized liquidity squeezes or unorderly chart spikes.

• • (Luxury Export Margin Re-pricing): The French benchmark shed 59 points to settle at 8151.50, as export-heavy luxury and industrial counters absorbed the global currency realignment stemming from the hot US data.
  • (Speculative Position unwinding): Speculative trading desks aggressively re-established near-term short overlays, matching the broad multi-asset distribution hitting equity spaces.
  • (Floor Desk Volatility Ingestion): High regular-session cash volume cleared back-office books cleanly, keeping the final downside settle within yesterday’s macro channel boundaries.

• • (Semi-Conductor Squeeze Halt): The Amsterdam index dropped 5.20 points to close at 1044.86, pausing its recent advance as mega-cap semiconductor components mirrored the broader international technology sector correction.
  • (Cross-Border Rate Re-pricing): Climbing short-term global funding parameters altered forward trade balance projections, slowing down recent institutional accumulation runs.
  • (Orderly Distribution Control): Programmatic systems managed clean daily sell layers, supporting a steady, non-directional sideways technical rebalancing into the close.

• • (Overnight Risk Normalization): Japanese export components tracked broad cross-asset regular-session liquidations, stabilizing overnight metrics against the broader equity drop.
  • (Yen Carry Differential Shift): Stabilizing international yield carry differentials protected the index from forced liquidations, keeping core parameters intact.
  • (Launchpad Base Verification): Programmatic asset allocators turned immediate hourly moving average levels into an ironclad baseline ahead of the upcoming Asian frame.

• • (Maritime Supply China Re-mapping): Far East maritime and transport layers balanced out holiday relief metrics against the severe, cascading distribution sweeping bond networks.
  • (Emerging Capital Attrition): International investment pools expanded defensive hedging profiles, stabilizing liquid capital allocations across primary regional listings.
  • (Support Channel Defense): Price action focused entirely on defending proven technical support channels, filtering out near-term algorithmic noise.

• • (Dollar Surge and Election Flight Collision): Gold futures suffered an intense 53.00 point liquidation drop to settle at 4466.90, as a powerful 1.61 standard deviation surge in the US Dollar Index dismantled near-term bullion duration demand despite underlying election flight buying.
  • (Washington Fiscal Deficit Baseline): The safe-haven metal absorbed heavy paper fund liquidation but found a minor structural buffer near its daily lows as global central banks accumulated physical gold to hedge against long-term Washington fiscal expansion.
  • (Treasury Asset Allocation Flush): Speculative asset managers liquidated long paper positions, reallocating capital blocks to cover margin requirements inside crashing equity sectors.

• • (White Metals Capital Capitulation): Silver futures surrendered 1.8620 to close the session at 73.6940, tracing a heavy structural flush in absolute lockstep with gold’s broader liquidation.
  • (Industrial Component Bid Easing): Commercial processing houses deferred spot procurement schedules, pulling their buy limits lower as raw manufacturing input costs hardened globally.
  • (Programmatic Order Acceleration): Systematic trading models triggered massive sell-stops beneath multi-week consolidation baselines, forcing the metal into a deep technical correction.

• • (Industrial Growth Demand Deflation): High-grade industrial copper contracts dropped 0.1690 to settle at 6.5075, absorbing a severe 1.31 standard deviation hit as the hot economic data amplified fears of restrictive global interest rates.
  • (Grid Inflow Deflection): Long-term global grid infrastructure and commercial fabrication projects temporarily halted aggressive spot procurement chasing, allowing prices to verify lower support tiers.
  • (Input Cost Recalibration): Manufacturing desks sharply lowered their forward import valuation models, forcing commercial spot-clearing blocks to find a lower structural floor.

• • (Automotive Surcharge Premium Drop): Platinum futures plummeted 68.70 points to close at 1874.60, hit by a deep structural correction as luxury industrial fabricators aggressively unwound spot long weights.
  • (Wholesale Spot Clearing Liquidations): Industrial commercial accounts deferred their nearby delivery matrices, forcing the prompt contract to re-anchor smoothly to standard seasonal processing volumes.
  • (White Metals Churn Sympathy): Speculative fund managers directed cash flows out of the sector with high velocity, tracking silver’s broader premium collapse to prune overextended positions.

• • (Washington Policy Freeze and Iran Supply Risk): WTI crude oil defied the broad equity crash, gaining 2.26 to settle higher at 96.0200 as gridlock in Washington delayed a critical Middle East military funding package, immediately elevating supply disruption risks across Iranian shipping corridors.
  • (EIA Inventory Draw Surprise): Upward price velocity was heavily reinforced by the Energy Information Administration officially reporting a massive, surprise draw in domestic crude stockpiles, intensifying tight OPEC plus supply models.
  • (Refinery Spot Accumulation Bid): Cash-market volume was heavily supported by domestic refining networks securing prompt physical barrels to protect downstream fuel processing grids against tightening global wholesale reserves.

• • (Utility Pipeline Inflow Surge): Natural gas futures captured a reliable 0.0470 gain to settle at 3.2140, drawing a solid structural advance as regional utility operators confirmed tightening prompt storage injections.
  • (Weather Map Consumption Shift): Updated near-term domestic weather models indicated localized spikes in early summer cooling demand, prompting speculative desks to stage aggressive upside collection runs.
  • (Commercial Distribution Breakthrough): High-velocity programmatic systems successfully turned old overhead chart resistance levels into major structural launchpad support floors into the close.

• • (Refinery Yield Churn Consolidation): Downstream refined product futures edged 0.0127 lower to close at 3.1316, turning in a quiet session as refiners comfortably balanced prompt feedstock costs against current retail inventory pools.
  • (Seasonal Transport Buffer Security): Wholesale blending pools verified adequate prompt warehouse buffers, preventing the explosive 2.26 barrel rise in raw crude oil from triggering an immediate sympathetic retail squeeze.
  • (Commercial Volume Settlement): Algorithmic order pipelines matched standard industrial procurement schedules tick-for-trick, ensuring an orderly, non-directional settlement close.

• • (Maritime Disruption Risk Premium Squeeze): Prompt distillate futures erupted for a massive 0.1494 gain to finish at 3.8481, capturing a powerful 1.22 standard deviation advance as maritime fuel networks premium-priced inventory ahead of escalating military frictions in Iran.
  • (Industrial Procurement Re-entry Size): Commercial distribution networks and heavy transport operators stepped onto the bid to lock in near-term fuel requirements, supporting the contract off its intraday lows.
  • (Ledger Inflation Adjustment): Option-hedged macro asset desks adjusted short-term energy inflation parameters, bringing robust structural upward continuity back to the prompt market.

• • (Commodity Squeeze Distribution): The aussie dollar absorbed a severe 1.53 standard deviation hit, plunging 0.0048 to close at 0.7129, dragged down by the parallel collapse across underlying industrial metal benchmarks like copper and gold.
  • (Global Carry Cash Realignment): High-beta commodity currencies saw capital inflows evaporate as global asset managers discarded defensive holdings to seek out standard safe-haven dollar cash reserves.
  • (Trend Support Breach Cascade): Systematic momentum engines checked long trends, pulling the currency back to verify key moving average support baselines.

• • (Cross-Border Flight to Greenback): The loonie currency suffered a massive 2.67 standard deviation liquidation drop, shedding 0.0034 to close at 0.7200 as macro desks dumped cross-border assets to hide in safe-haven dollar cash reserves.
  • (Sovereign Rate Differential Pressures): Institutional desks sharply reduced manufacturing file weights, moving capital out of Canadian debt layers to capture expanding short-duration yields inside the US curve.
  • (Commercial Flow Cleansings): High regular-session floor volume cleared back-office books with immense mathematical velocity, triggering automated sell-programs into the settlement.

• • (Safe-Haven Capital Deflection): Continental safe-haven franc holdings plummeted 0.0081 to close at 1.2637, hit by a deep structural outflow as international asset managers rotated short-term liquidity into higher-yielding US sovereign cash spaces.
  • (Yield Curve Disruption Pressures): Intense curve alignments across central Europe kept capital levels moving in favor of dollar-denominated premium cash tiers.
  • (Order Flow Breakdown Prevention): Automated fx tracking models maintained clean price continuity, preventing any forced structural location breakdowns into the close.

• • (Sovereign Spread Friction Liquidation): The euro dropped 0.0031 to close at 1.1605, absorbing a significant hit as multi-asset desks recalibrated cross-border bond spreads against the creeping US short-term cash strip.
  • (Trade Balance Normalization): Eurozone trade balance expectations remained structurally supported as the lower cost of raw petroleum imports expanded manufacturing profit templates.
  • (Orderly Corridor Settlement): Large-scale institutional clearing blocks completed their day-end swap adjustments with high balance, keeping the euro locked inside a narrow daily channel.

• • (Sterling Premium Compression): The pound shed 0.0052 to close at 1.3417, tracking a steep structural pullback as global currency allocators rebalanced short-term sovereign cash holdings into the evening open to buffer against US election risks.
  • (Dollar-Funding Dominance Surge): Global dollar-funding dominance re-asserted itself aggressively, checking capital extensions across primary international currency trade corridors.
  • (Technical Floor Verification): Automated tracking models checked near-term buy orders, allowing the sterling contract to verify its recent technical breakout floor.

• • (Carry Trade Re-engagement Floor): The yen finished completely flat at 0.0063, completely anchored by the massive interest rate carry differentials dictating the Asian currency corridor.
  • (Sovereign Yield Stabilization): Stabilizing international yield carry differentials protected the index from forced liquidity liquidations, keeping core parameters intact.
  • (Operational Settlement Balance): Day-end institutional flows settled with total mathematical balance, avoiding any localized liquidity squeezes.

• • (The Ultimate Political Risk Haven): The dollar cash ledger captured a powerful 0.3210 gain to finish at 99.5050, drawing a massive 1.61 standard deviation surge as global capital aggressively used the greenback as the primary shield against election uncertainty and Washington legislative gridlock.
  • (Treasury Curve Inversion Support): Short-duration interest rate differentials widened sharply in favor of the dollar, as the front-end CME rate strip priced out near-term interest rate cuts following the hot ISM data.
  • (Cross-Current Capital Anchoring): Strong capital cross-currents between falling metals and expanding raw materials anchored the cash index securely above long-term weekly support bands.

• • (Speculative Liquidity De-leveraging Flush): Bitcoin futures shed 115 points to settle lower at 65470.00, tracking a minor contraction as systematic trading programs aggressively consolidated leverage away from speculative assets into liquid dollar havens.
  • (Risk Counter-Asset Consolidation): Institutional crypto desks checked broad distribution as mounting election uncertainty and legislative friction prompted automated multi-asset risk reduction protocols.
  • (Margin Corridor Liquidation Bounds): High-velocity systematic platforms contained the entire day’s sequence within yesterday’s consolidation channels, forcing the contract down to test its daily support floors.

• • (Smart-Contract Leverage Churn): Micro ether futures suffered a minor 2.50 point contraction to settle at 1804.00, running downhill in absolute lockstep with the wider de-leveraging cascade sweeping the blockchain complex.
  • (Network Capital Preservation): Speculative multi-asset allocators paused liquid cash block deployments into primary tier-one decentralized ledgers, shifting capital into short-duration cash positions.
  • (Institutional Stop Election): Automated liquidation engines executed a wave of automated sell commands as the contract cracked through its intermediate floors.

• • (SOFR Curve Pricing Realities): Front-end SOFR futures dropped 0.0250 to settle at 96.1100, as the forward CME short-term interest rate strip priced a restrictive upward trajectory by December.
  • (Funding Path Calibration): Institutional lending models calibrated risk parameters downward, matching the universal casing of sovereign debt yield caps.
  • (Liquidity Pool Re-anchoring): Large institutional money pools re-anchored expectations around clear, highly predictable short-term commercial paper baselines.

• • (Short-End Yield Hardening Squeeze): Short-duration notes logged a sharp 0.0703 contraction to settle at 103.1328, confirming that short-end yields are firmly tracking the upward shift priced into the forward CME interest rate strip.
  • (Macro Rate Recalibration): Fixed-income models recalibrated near-term central bank paths, factoring in a significantly hotter terminal service inflation profile.
  • (Short-End Liquidity Injection): Heavy institutional size cleared out short-duration hedges, parking massive cash blocks into stable short-end government notes.

• • (Belly Curve Rate Compaction): Five-year notes logged a 0.1641 contraction to settle at 106.9141, reflecting deep selling pressure as commercial portfolio managers balanced labor data against deficit issuance.
  • (Yield Curve Normalization): Short-to-intermediate pricing structures re-anchored rapidly as energy-related supply-chain fears abruptly evaporated.
  • (Systemic Risk Abatement): Algorithmic execution systems aggressively shorted the five-year layer as systemic liquidity returned to traditional debt baselines.

• • (Washington Fiscal Premium Pricing): Benchmark ten-year notes notched a 0.2500 drop to settle at 109.4531, pushing yields higher near the 4.50% to 4.75% threshold as domestic private capital premium-prices the risk of Washington legislative and budget gridlock.
  • (Foreign Treasury Dumping Baseline): Floor desks seamlessly ingested structural secondary-market volume after official TIC files verified foreign central banks aggressively flushed a record $138.4 billion in Treasuries.
  • (Pre-Payrolls Ledger Balancing): High-volume institutional execution desks balanced corporate hedging swap profiles, reinforcing strong structural intermediate rate ceilings before Friday’s labor releases.

• • (Long-End Duration Flight Liquidation): Long-end duration bonds logged a 0.4375 drop to settle at 112.0938, moving sideways as macro accounts balanced cost-push commodity inflation against long-term macroeconomic metrics.
  • (Tehran Relief Premium): Fixed-income desks aggressively shorted bonds, capitalizing on the diplomatic breakthroughs that significantly cooled forward commodity price trajectories.
  • (Institutional Duration Hunt): Global sovereign wealth funds and institutional managers executed heavy duration subtractions, building a rock-solid price ceiling for yields.

• • (USDA Field Traction Distribution): Corn futures plummeted 9.00 points to close at 431.5000 after the latest U.S. Department of Agriculture Crop Progress report verified that domestic corn planting has accelerated past historical 5-year averages, with spring crops rapidly blanketing the Midwest belt.
  • (Elevator Warehouse Buffers): Commercial processing houses adjusted forward spot tracking lower, comfortably matching robust terminal elevator physical inventories against static downstream spot demand.
  • (Fund Length Liquidations): Long-term systematic grain funds trimmed seasonal limits, driving nearby contracts downward to retest primary macro support corridors.

• • (Precipitation Risk Dissipation Squeeze): Wheat contracts slid by 15.75 points to settle at 587.2500 as updated private meteorological models confirmed extensive rainfall and crucial moisture relief across major domestic and international spring wheat producing belts.
  • (Milling Procurement Deferral): Commercial milling desks completely halted aggressive spot procurement size, deferring routine inventory accumulation to cheaper forward delivery cycles.
  • (Algorithmic Cascade Orders): Trend-following agricultural algorithms triggered automated sell commands as the prompt contract broke through multi-week chart floors.

• • (Oilseed Crushing Stability): Soybean contracts dropped 11.25 points to settle at 1154.0000 as stable domestic field metrics and a parallel drop in the underlying soybean oil space kept core processing margins beautifully insulated.
  • (Weather Premium Stability): Balanced regional weather maps and stable domestic planting progress prevented any significant technical chart extensions or volatility breakouts.
  • (Range-Bound Commercial Clearing): Regular commercial crush margins and routine spot export requirements held pricing trends locked inside an orderly sideways box.

• • (Textile Infrastructure Calibration): Consumer fiber lines experienced a minor 0.0300 decline, pausing as international macro funds re-mapped broad seasonal demand assumptions.
  • (Spot Market Volume Balancing): Light regular-session trade volume left contract pricing drifting safely within established regional processing bands into the weekly settlement.
  • (Logistical Balance Hold): Routine warehousing adjustments and balanced delivery contracts kept chart positions safe from intense directional sweeps.

• • (Supply Chain Logistics Relief): High-premium soft parameters experienced a 6.1000 point drop, drifting gently away from recent multi-week highs as global harbor congestion showed steady improvement.
  • (Commercial Warehouse Squeeze Pause): Commercial roasting desks normalized their spot procurement pace, checking the rapid multi-day momentum chase to let prices settle into a quiet consolidation zone.
  • (Orderly Book Pruning): Algorithmic fund desks pruned minor overextended length, stabilizing price action inside comfortable consolidation zones.

• • (West African Harvest Deficit Surge): Cocoa futures dropped 36.00 points to close at 4072.0000 as updated crop audit data from Ivory Coast ports verified that weekly arrivals dropped below historical seasonal tracking marks.
  • (Milling Procurement Panic): Global confectionery manufacturers and wholesale processing houses aggressively re-entered the risk corridors, driving the contract off its daily lows to secure nearby grinding physical supplies.
  • (Commercial Buffer Depletion): Clean wholesale commercial exchange settlements kept forward contract matrices beautifully balanced, pricing a permanent, multi-year supply deficit into late-2026 delivery lanes.

• • (Florida Crop Estimate Shock): Orange juice futures erupted for a massive breakout, skyrocketing 8.4000 points higher to close at 168.4000 as the official USDA citrus crop production report verified a sharp drop in domestic harvest yields.
  • (Wholesale Processing Squeeze): Commercial juice processors and beverage manufacturing houses scrambled to secure physical inventory, driving prices straight up to their daily limit.
  • (Thin Liquidity Momentum Chase): Algorithmic soft commodity tracking programs triggered massive buy-stops into the close, fully absorbing early defensive hedge volume.

• (Housing Inventory Anchor Squeeze): Lumber futures erupted for a massive 2.2700 standard deviation advance, gaining 9.00 points to settle at 597.5000, as macro accounts balanced structural home-building permits against stable domestic processing outlays.
• (Yield Curve Relief Bid): Easing intermediate sovereign yields provided long-term optimism for home-building financing matrices, supporting spot cash values.
• (Sideways Volume Drift): Routine warehouse clearing and balanced regional order flow left contract positions tracing a relaxed sideways path.

EMA Analysis Page = Charts, Quotes & Technical Opinions

These 50 allocations utilize up to 24 automated programs executing long/short momentum strategies across four asset classes. Each of the 24 models employs a disciplined exit protocol: if volatility spikes or momentum stalls, the system shifts to cash until market noise clears and a trend re-emerges.

Track trades as they occur onsite, or on X,  order history, closing commentary

1) Top 50 allocations, minimums $25,000 to $500,000 USD or major equivalent.