Historical Analysis

Again, the top toolbar allows you to configure the dashboard to display the information you are interested in.

Currency

The dashboard features the same 18 currency pairs as the Cash Futures Analysis and the FX Link – Futures Analysis.

 

Date Range

The default setting for the Historical Analysis is the previous six months. You can also choose your own custom date range as well as defining the intra-day time period that is shown in the dashboard. Note that selecting a different date range via the drop down will update the start and end times. By default the tool shows 00∶00 – 20∶00 GMT

 

Order Book Level

In addition to TOB data, you can choose to view spread and order size data for up to ten levels of the orderbook, plus the Futures VWAP spread as previously described.

 

Granularity

This allows you to choose the desired granularity as daily, weekly or monthly.

 

Volume Plot

The traded volume chart for Futures and FX Link can be displayed in terms of the number of contracts traded, the US$ value or the percentage of volume observed in each time period.

 

Contact

This allows you to spread and volume data for either the most active contract month (typically the front quarterly contract in the major currency pairs) or all contract months blended together.

 

Types of Analysis

This panel provides the analysis formats seen on the Cash Futures Analysis and Futures – FX Link panels, presented for the chosen granularity.