Market Dynamics (21 Jul 2023)
Published in
7 min readJul 21, 2023
Current position:
- USDKRW Long
1Day Return (Right)
# Product As of Value Percentile Chg
1 USD_HKD 2023-07-20 0.06% 3.3% ▲58
2 USD_KRW 2023-07-20 0.93% 4.8% ▲18
3 USD_THB 2023-07-20 0.59% 4.8% ▲43
4 NATURAL GAS Futures 2023-07-20 5.65% 4.9% ▲28
5 USD_CHF 2023-07-20 0.94% 5.5% ▲16
6 USD_MXN 2023-07-20 1.05% 6.8% ▲33
7 US 10Y BOND Yield 2023-07-20 2.77% 9.5% ▲42
8 USD_IDR 2023-07-20 0.38% 11.4% ▲11
9 US DOLLAR Index 2023-07-20 0.53% 11.7% ▲5
10 TR BIST100 Index 2023-07-20 1.69% 13.7% ᐁ6
1Day Return (Left)
# Product As of Value Percentile Chg
1 USD_CNY 2023-07-20 -0.67% 0.6% ▲58
2 USD_CNH 2023-07-20 -0.80% 1.4% ▲53
3 US 10Y NOTE Futures 2023-07-20 -0.73% 2.9% ▲40
4 US 2Y NOTE Futures 2023-07-20 -0.16% 4.1% ▲10
5 NASDAQ 100 Future 2023-07-20 -2.32% 4.5% ▲5
6 COAL Futures 2023-07-19 -1.75% 4.9% ᐁ5
7 USD_RUB 2023-07-20 -1.28% 5.1% ▲45
8 NASDAQ Comp 2023-07-20 -2.05% 6.5% ▲20
9 NIKKEI 225 Index 2023-07-20 -1.31% 13.0% ▲44
10 TH SET Index 2023-07-20 -1.01% 13.3% ▲24
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3Day Return (Right)
# Product As of Value Percentile Chg
1 WHEAT Futures 2023-07-20 11.28% 0.5% -
2 CORN Futures 2023-07-20 9.36% 0.7% ▲57
3 UK FTSE100 Future 2023-07-20 3.14% 3.4% ▲3
4 KR KASDAQ Index 2023-07-20 3.71% 5.3% ▲1
5 NATURAL GAS Futures 2023-07-20 9.47% 5.4% ▲8
6 USD_KRW 2023-07-20 1.23% 8.5% ▲31
7 USD_TRY 2023-07-20 1.86% 10.9% ᐁ3
8 US DOLLAR Index 2023-07-20 0.95% 10.9% ▲14
9 SUGAR Futures 2023-07-20 3.61% 14.2% ▲25
10 USD_JPY 2023-07-20 0.90% 16.3% ▲4
3Day Return (Left)
# Product As of Value Percentile Chg
1 USD_THB 2023-07-20 -1.13% 4.2% -
2 GBP_USD 2023-07-20 -1.52% 5.3% ▲5
3 US 2Y NOTE Futures 2023-07-20 -0.20% 6.9% ▲17
4 ALUMINUM Futures 2023-07-20 -2.62% 11.8% ᐁ1
5 EUR_USD 2023-07-20 -0.88% 15.7% ▲17
6 NASDAQ 100 Future 2023-07-20 -1.59% 17.8% ▲38
7 US 10Y NOTE Futures 2023-07-20 -0.49% 18.0% ▲33
8 USD_RUB 2023-07-20 -0.85% 19.5% ▲46
9 GB 10Y BOND Yield 2023-07-20 -2.86% 19.6% ᐁ1
10 KR 10Y BOND Yield 2023-07-20 -1.69% 19.8% ᐁ5
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5Day Return (Right)
# Product As of Value Percentile Chg
1 WHEAT Futures 2023-07-20 15.94% 0.4% -
2 USD_TRY 2023-07-20 3.04% 7.3% ▲4
3 KR KASDAQ Index 2023-07-20 4.31% 7.5% -
4 IN SENSEX30 Index 2023-07-20 3.07% 7.6% ▲5
5 USD_CNY 2023-07-20 0.39% 8.8% ᐁ3
6 UK FTSE100 Future 2023-07-20 2.69% 8.9% ▲4
7 TR BIST100 Index 2023-07-20 4.93% 10.2% ▲8
8 NATURAL GAS Futures 2023-07-20 8.05% 12.3% ▲25
9 USD_JPY 2023-07-20 1.40% 12.4% ▲10
10 US DOLLAR Index 2023-07-20 1.02% 15.0% ▲28
5Day Return (Left)
# Product As of Value Percentile Chg
1 US 2Y NOTE Futures 2023-07-20 -0.43% 2.2% ▲14
2 CORN Futures 2023-07-20 -8.00% 2.7% ▲29
3 GBP_USD 2023-07-20 -1.99% 5.5% ▲13
4 USD_HKD 2023-07-20 -0.10% 5.8% ᐁ3
5 ALUMINUM Futures 2023-07-20 -3.60% 10.7% ▲6
6 USD_THB 2023-07-20 -0.90% 11.6% ᐁ4
7 US 10Y NOTE Futures 2023-07-20 -0.78% 13.3% ▲38
8 AUD_USD 2023-07-20 -1.57% 13.5% ▲13
9 COPPER Futures 2023-07-20 -2.78% 16.2% ▲5
10 BITCOIN 2023-07-20 -5.27% 21.3% ▲7
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20MA Disparity (Right)
# Product As of Value Percentile Chg
1 TR BIST100 Index 2023-07-20 10.09% 1.7% -
2 WHEAT Futures 2023-07-20 8.91% 4.4% -
3 KR KASDAQ Index 2023-07-20 5.21% 6.1% ▲2
4 IN SENSEX30 Index 2023-07-20 3.60% 8.4% ▲8
5 UK FTSE100 Future 2023-07-20 2.64% 10.8% ▲11
6 SILVER Futures 2023-07-20 5.47% 12.5% ᐁ3
7 USD_TRY 2023-07-20 2.63% 13.6% ▲3
8 AU ASX Index 2023-07-20 1.98% 18.7% ▲6
9 SUGAR Futures 2023-07-20 4.32% 19.8% ▲16
10 WTI Futures 2023-07-20 4.49% 21.2% ▲10
20MA Disparity (Left)
# Product As of Value Percentile Chg
1 USD_THB 2023-07-20 -1.96% 2.9% -
2 USD_HKD 2023-07-20 -0.15% 4.1% -
3 USD_SGD 2023-07-20 -1.04% 8.4% ▲1
4 CORN Futures 2023-07-20 -5.17% 9.7% ▲4
5 USD_CHF 2023-07-20 -1.80% 10.9% ᐁ2
6 USD_CNY 2023-07-20 -0.45% 11.3% ▲42
7 USD_JPY 2023-07-20 -1.39% 14.8% ▲2
8 USD_CNH 2023-07-20 -0.63% 15.8% ▲26
9 USD_KRW 2023-07-20 -1.04% 18.8% ᐁ4
10 US DOLLAR Index 2023-07-20 -1.02% 18.9% ᐁ4
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60MA Disparity (Right)
# Product As of Value Percentile Chg
1 TR BIST100 Index 2023-07-20 26.45% 0.7% ▲1
2 USD_TRY 2023-07-20 17.88% 1.1% ᐁ1
3 S&P500 Index 2023-07-20 5.82% 6.2% ▲3
4 S&P500 Future 2023-07-20 5.58% 6.4% ▲1
5 USD_RUB 2023-07-20 7.78% 7.0% ▲3
6 WHEAT Futures 2023-07-20 12.82% 7.2% ▲3
7 NASDAQ Comp 2023-07-20 7.33% 7.6% ᐁ3
8 IN SENSEX30 Index 2023-07-20 6.88% 8.0% ▲2
9 NASDAQ 100 Future 2023-07-20 7.13% 8.9% ᐁ6
10 USD_CNY 2023-07-20 1.08% 9.2% ᐁ3
60MA Disparity (Left)
# Product As of Value Percentile Chg
1 US 2Y NOTE Futures 2023-07-20 -0.65% 4.5% ▲2
2 USD_HKD 2023-07-20 -0.23% 5.4% ᐁ1
3 COAL Futures 2023-07-19 -9.68% 7.6% ▲1
4 USD_MXN 2023-07-20 -2.75% 9.5% ᐁ2
5 CORN Futures 2023-07-20 -9.26% 10.1% ▲2
6 USD_CHF 2023-07-20 -3.01% 13.1% ᐁ1
7 USD_KRW 2023-07-20 -2.09% 17.2% ᐁ1
8 US 10Y NOTE Futures 2023-07-20 -1.16% 18.8% ▲7
9 US DOLLAR Index 2023-07-20 -1.71% 21.4% ᐁ1
10 USD_SGD 2023-07-20 -1.05% 25.7% -
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120MA Disparity (Right)
# Product As of Value Percentile Chg
1 USD_TRY 2023-07-20 28.34% 1.1% -
2 NASDAQ 100 Future 2023-07-20 14.54% 2.4% -
3 TR BIST100 Index 2023-07-20 28.90% 3.8% ▲4
4 NASDAQ Comp 2023-07-20 12.98% 4.4% ᐁ1
5 USD_CNY 2023-07-20 2.70% 6.0% ᐁ1
6 S&P500 Future 2023-07-20 8.81% 6.3% ᐁ1
7 USD_RUB 2023-07-20 12.75% 7.1% ▲1
8 S&P500 Index 2023-07-20 8.85% 7.4% ᐁ2
9 IN SENSEX30 Index 2023-07-20 10.07% 9.7% ▲3
10 GBP_USD 2023-07-20 3.62% 10.6% ᐁ1
120MA Disparity (Left)
# Product As of Value Percentile Chg
1 COAL Futures 2023-07-19 -23.11% 2.3% ▲1
2 USD_MXN 2023-07-20 -5.43% 3.3% ᐁ1
3 USD_HKD 2023-07-20 -0.34% 5.1% -
4 US 2Y NOTE Futures 2023-07-20 -0.81% 6.5% -
5 CORN Futures 2023-07-20 -13.08% 9.3% ▲2
6 VIX Index 2023-07-20 -21.22% 11.6% -
7 USD_CHF 2023-07-20 -4.30% 12.4% ᐁ2
8 ALUMINUM Futures 2023-07-20 -5.33% 20.1% ▲1
9 TH SET Index 2023-07-20 -3.43% 20.1% ▲3
10 USD_BRL 2023-07-20 -4.41% 20.6% -
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20D Standard Deviation (Right)
# Product As of Value Percentile Chg
1 CORN Futures 2023-07-20 0.0507 0.5% -
2 COAL Futures 2023-07-19 0.0402 3.6% ▲1
3 USD_CNY 2023-07-20 0.0039 3.9% ▲1
4 WHEAT Futures 2023-07-20 0.0329 4.5% ᐁ2
5 USD_THB 2023-07-20 0.0059 6.9% -
6 US 2Y NOTE Futures 2023-07-20 0.0016 10.2% ▲1
7 US 10Y NOTE Futures 2023-07-20 0.0049 14.6% ▲2
8 USD_HKD 2023-07-20 0.0005 15.2% -
9 USD_KRW 2023-07-20 0.0069 15.5% ▲2
10 USD_RUB 2023-07-20 0.0106 17.1% ▲2
20D Standard Deviation (Left)
# Product As of Value Percentile Chg
1 ETHEREUM 2023-07-20 0.0250 1.2% -
2 GOLD Futures 2023-07-20 0.0053 1.6% -
3 IN SENSEX30 Index 2023-07-20 0.0052 5.7% ▲1
4 BITCOIN 2023-07-20 0.0174 6.4% ▲1
5 BR BOVESPA Index 2023-07-20 0.0091 7.0% ▲2
6 RU MOEX Index 2023-07-20 0.0069 7.3% ᐁ3
7 VIX Index 2023-07-20 0.0383 7.5% ᐁ1
8 VN Index 2023-07-20 0.0054 12.3% -
9 US 2Y BOND Yield 2023-07-20 0.0154 19.8% ▲1
10 CH SSEC Index 2023-07-20 0.0081 20.6% ᐁ1
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Record High Ranks (max 500 days)
# Product As of Num of days Chg
1 IN SENSEX30 Index 2023-07-20 500 -
2 TR BIST100 Index 2023-07-20 500 ▲29
3 KR KASDAQ Index 2023-07-20 318 ▲2
4 DAX Index 2023-07-20 24 ▲33
5 UK FTSE100 Future 2023-07-20 24 ▲2
6 AU ASX Index 2023-07-20 22 ▲2
7 SUGAR Futures 2023-07-20 19 ▲19
8 FR CAC40 Index 2023-07-20 13 ▲17
9 NATURAL GAS Futures 2023-07-20 12 ▲47
10 US DOLLAR Index 2023-07-20 7 ▲9
Record Low Rank (max 500 days)
# Product As of Num of days Chg
1 BITCOIN 2023-07-20 22 ▲58
2 CH SSEC Index 2023-07-20 18 ▲54
3 MX IPC Index 2023-07-20 10 ▲17
4 GBP_USD 2023-07-20 8 ▲8
5 US 2Y NOTE Futures 2023-07-20 7 ▲4
6 US 10Y NOTE Futures 2023-07-20 7 ▲44
7 NASDAQ 100 Future 2023-07-20 6 ▲20
8 EUR_USD 2023-07-20 6 ▲7
9 NASDAQ Comp 2023-07-20 6 ▲27
10 KR KOSPI Index 2023-07-20 5 ▲45
