Технический анализ

Волатильность

Макс./Мин. значения цен закрытия определены за последние 20 торговых дней; Ст.Откл. - приведенное к годовому выражению стандартное отклонение дневных приростов

	Максимум	Минимум	Неделя %	Мес. %	YTD %	Станд. откл.
EUR/USD	1.3177	1.2838	0.18%	-0.83%	-0.53%	6.79%
GBP/USD	1.5571	1.5047	-1.32%	-2.37%	-3.03%	6.99%
USD/JPY	103.18	97.38	-0.84%	2.15%	31.70%	13.14%
USD/CHF	0.9780	0.9271	0.25%	2.37%	3.16%	11.16%
AUD/USD	1.0369	0.9696	-1.01%	-5.64%	-5.30%	9.42%
USD/CAD	1.0367	1.0028	1.52%	1.48%	1.76%	6.78%

Корреляция

Коэффициенты корреляции определены для дневных приростов последних 20 торговых дней

	EUR/USD	GBP/USD	USD/JPY	USD/CHF	AUD/USD	USD/CAD
EUR/USD	1	0.56	-0.64	-0.83	0.64	-0.71
GBP/USD	0.56	1	-0.65	-0.78	0.66	-0.80
USD/JPY	-0.64	-0.65	1	0.85	-0.46	0.62
USD/CHF	-0.83	-0.78	0.85	1	-0.64	0.80
AUD/USD	0.64	0.66	-0.46	-0.64	1	-0.72
USD/CAD	-0.71	-0.80	0.62	0.80	-0.72	1

Анализ инструментов

USD/CAD

The USDCAD rose as high as 1.0394 to eventually stop its bullish wave, jumping even above the upper Bollinger band indicating that upside momentum was significantly strong. However investors confirmed profits at that top pushing prices back to 1.0290. Before that a “bears trap” was formed since the pair created a reversal pattern by falling below 1.0076 but then sharply advanced penetrating previous top at 1.0336.

Chances for upside are reduced amid extreme up levels of the oscillators, as a virtue of that we expect in the intraday prices to either consolidate between 1.0336/1.0290 or drop below 1.0290 toward 1.0256. Furthermore medium-trend is not clear, even though previous peak at 1.0336 was breached we would be more confident about the uptrend when prices sustainably remain above 1.0336.

Уровни	RES 3	RES 2	RES 1	SUP 1	SUP 2	SUP 3
Значение	1.0437	1.0394	1.0336	1.0290	1.0256	1.0218

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24 мая 2013 г. @ 11:47

USD/JPY

The currency pair in the last week advanced to resistance at 103.76 continuing the uptrend but early today dropped sharply below previous support at 102.64 in a correction attempt. Prices are likely to be entering in a retracement phase since the upside momentum drove all oscillators to extreme up levels.

Retracement could lead to next support at 99.96 in the short-term, while penetrating that level would indicate deeper corrective move and could shift focus to floor at 96.79. In the medium to longer-term bulls would most likely regain control, thus we expect resistance area between 103.76/102.64 to be retested.

Уровни	RES 3	RES 2	RES 1	SUP 1	SUP 2	SUP 3
Значение	106.56	103.76	102.64	99.96	96.79	95.82

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23 мая 2013 г. @ 12:28

GBP/USD

The currency pair continued the downside development that initiated from resistance at 1.5590, with prices moving below previous support and now resistance at 1.5178, increasing chances for bearish structure. However the lower Bollinger band as well as that the Momentum (7) is in previous troughs area, limiting negative potential for the time being.

Therefore, in the immediate term we expect the prices to consolidate between 1.5178/1.5031, nonetheless penetrating initial support at 1.5031 will open the way towards almost 3-year low at 1.4827. Contrariwise, in the less likely scenario the GBPUSD could rise back above the 1.5178 shifting focus to cap at 1.5407 and placing in doubt the downward pattern.

Уровни	RES 3	RES 2	RES 1	SUP 1	SUP 2	SUP 3
Значение	1.5590	1.5407	1.5178	1.5031	1.4827	1.4630

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22 мая 2013 г. @ 12:18

USD/CHF

Upside bias prevails in the currency pair chart with prices finding resistance at the upper Bollinger band and the 161.8% Fibonacci extension of 0.9562 to 0.9213, at 0.9776. Positive development is more likely to continue than other wise due to recently established uptrend, however before further highs we might see a correction as the Stochastic and Momentum (7) are still close to extreme up levels.

We expect investors profit taking to continue in the intraday and prices may move as low as support at 0.9562, corrective wave eventually could be limited at or above 0.9562, turning short-term bias back to bullish. Following that, resistance at 0.9776 is likely to be retested and should it be breached, focus will shift to next resistance at 0.9891.

Уровни	RES 3	RES 2	RES 1	SUP 1	SUP 2	SUP 3
Значение	0.9972	0.9891	0.9776	0.9562	0.9500	0.9373

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21 мая 2013 г. @ 12:25

AUD/USD

Strong downside wave in the currency pair drove the prices to 11-month low at 0.9707, from resistance at 1.0382 two weeks ago. Negative structure is likely to drive prices even lower in the medium-term, however Momentum (7) and the Stochastic are deep into oversold zone. For that reason in the short-term chances for a correction are high. In addition, prices have been consistently either touching or trading below lower Bollinger and that cannot go on for much longer.

We expect the currency pair to correct up to resistance at 0.9871 or even higher towards 38.2% Fibonacci level coupled by 10 SMA at 0.9956 before bears regain control. Following that, negative momentum would most likely renew and drive prices lower than downside barrier at 0.9707 toward a more than a year low at 0.9587, ahead of 261.8% of 1.0125 to 1.0585, at 0.9381.

Уровни	RES 3	RES 2	RES 1	SUP 1	SUP 2	SUP 3
Значение	1.0046	0.9956	0.9871	0.9707	0.9587	0.9381

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20 мая 2013 г. @ 12:26

EUR/USD

Downside bias prevailed in the recent trading with the currency pair breaching bottom of the 1.3228/1.2972 sideways zone and moving towards 1.2839. In addition, prices seem to have formed a double top trading pattern increasing chances for further lows strengthened by SMAs being above prices. Nonetheless lower Bollinger band may hold negative development in the short-term backed by oversold Stochastic and Momentum (7).

Therefore in the immediate-term we expect EURUSD to continue consolidation around 1.2839 or even retrace back to support at 1.2972 before any new attempt towards lower ground than 1.2839. In the longer-term more than 6-month low could be tested at 1.2750, followed by 161.8% Fibonacci extension of 1.2750 to 1.3228, at 1.2453.