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Historical Volatility

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Historical Volatility

Historical Volatility is a measure of how much price deviates from its average in a specific time period that can be set. The more price fluctuates, the higher the indicator value. Please note it does not measure the direction of price changes, just how volatile price has become. There are several reasons to care about volatility but it's mainly a risk measure. As volatility increases, so does risk and uncertainty and vice versa. Traders can use the indicator to flag instruments with high volatility which could point to a trend change. It is often used in combination with other signals.
QuantumLogicTrading QuantumLogicTrading USDJPY, D, Long ,
USDJPY: USDJPY: TECHNICAL ANALYSIS - MA, KEY SUPPORT, STANDEV, IV>HV, RR
184 0 11
USDJPY, D Long
USDJPY: TECHNICAL ANALYSIS - MA, KEY SUPPORT, STANDEV, IV>HV, RR

Yen$ Technical analysis - Bullish but fundamentally driven this week: Key level close: 1. On the daily and weekly we closed above the 2nd strongest pivot point of recent times at 1.055 - this is very supportive as historically this is the strongest level (next to 100/101). MA: 1. We trade above the 4wk ma and the 3m MA is acting as strong support (black line) ...

QuantumLogicTrading QuantumLogicTrading EURUSD, D, Short ,
EURUSD: SELL EURUSD: TECHNICAL ANALYSIS - 1.09 CLOSE, MA, STANDEV, IV>HV
320 3 9
EURUSD, D Short
SELL EURUSD: TECHNICAL ANALYSIS - 1.09 CLOSE, MA, STANDEV, IV>HV

EUR$ Technical analysis - highly bearish: Key level close: 1. On the daily and weekly we closed below the strongest pivot point of recent times below 1.10 - this is very bearish as historically this is the strongest level (lower than post brexit). MA: 1. We trade below the 2wk and 4wk MA - this is a bearish indication + we have been below the 3m MA since ...

QuantumLogicTrading QuantumLogicTrading GBPUSD, D, Short ,
GBPUSD: GBPUSD: TECHNICAL ANALYSIS - BEARISH MA, IV>HV, STANDEV & RR
295 2 9
GBPUSD, D Short
GBPUSD: TECHNICAL ANALYSIS - BEARISH MA, IV>HV, STANDEV & RR

Technical analysis - highly bearish: MA: 1. Just crossed the 2wk and 4wk MA - this is a bearish indication + we have been below the 3m MA for several weeks unsurprisingly since brexit. IV/ HV: 1. Realised Vols have also unsurprisingly come off, this would but bullish but brexit has distorted the longer dated HV and they are lagging - Implied vols are ...

QuantumLogicTrading QuantumLogicTrading GBPJPY, D, Short ,
GBPJPY: GBP DOWNSIDE BREXIT POSITIONING & VOLATILITY UPDATE
180 0 10
GBPJPY, D Short
GBP DOWNSIDE BREXIT POSITIONING & VOLATILITY UPDATE

My FX portfolio currently consists of: - 2Long x USDJPY @ 106.8; 2Short x GBPJPY @ 151.2 (dynamic hedge for long UJ); 2Short x GBPUSD @ 1.4570. I will add to my short GBPUSD holdings if i can get a similar price & I may add to short GBPCHF or EURCHF downside if markets make a turn for the worst as IMO CHF denominations are under-priced relatively (as discussed ...

QuantumLogicTrading QuantumLogicTrading USDJPY, W, Long ,
USDJPY: BUY USDJPY: SUP LEVEL @105.5 & VOLATILITY SELL-OFF @ HIGH LEVELS
249 4 9
USDJPY, W Long
BUY USDJPY: SUP LEVEL @105.5 & VOLATILITY SELL-OFF @ HIGH LEVELS

BUY USDJPY @106.5 or @107.0 - SL @105 - TP @109-11 based on: $YEN's historical most important support level - The 105.5 Key level will more than likely hold as it has many times before - At 105.5 there are 3 significant UNSUCCESSFUL tests of the level over the last 3 years thus it is a great entry point. Also another plus is if you look at the monthly chart you ...

QuantumLogicTrading QuantumLogicTrading AAPL, D, Long ,
AAPL: APPLE: BULLISH VOL CROSS AND SUPPLY SIDE; BUT DEMAND DEFICIENCY
174 0 7
AAPL, D Long
APPLE: BULLISH VOL CROSS AND SUPPLY SIDE; BUT DEMAND DEFICIENCY

Volume Apple Volume traded up for the first time in 4 days on thursday, increasing 25% from 20m to 26m, whilst this may be considered bearish - as increased selling, it is important to not 26m is still 35%-40% below the 4wk and 6month average. Volume cannot fall forever and we have been trading at extremely low volumes all week, so given these facts, a modest ...

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