FX Market Profile
User Help System
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FX Market Profile User Help System
FX Market Profile dashboard allows traders to compare and contrast CME FX products on a side-by-side basis to improve context and decision making. You can quickly analyze 18 FX futures markets, 8 FX Link contracts, and the OTC Spot FX equivalents to understand the bid-ask spreads, when the markets are active, and the available liquidity in the order book out to 10 levels.
Note: All times are shown in GMT and all data is exportable, down to the five-minute level. (Only one-hour buckets available for the percentile plots).
FX Market Profile can be used to:
- Compare traded activity across markets to see which platforms are busiest throughout the trading day
- View the volumes of FX futures traded in both contract and notional terms to determine when the market is most active
- Find out what times of the day have the tightest spreads, and compare spreads for FX Futures, FX Link and OTC Spot FX
- View statistical plots available for top of book (“TOB”) spreads
- Review historic data to determine how spreads, order book depth and trading activity performed over your determined time range
Related Resources
Read an introduction to new features and enhancements
Open a PDF version of the Help System
Email quantanalytics@cmegroup.com
Sign up for a free demo for EBS Data and Analytics
Learn about EBS Quant Analytics
