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MARCH 21ST / NY HYPO

We have some interesting levels developing particularly on EURO as we come into the afternoon session


EURO Futures (6E, June)

As you can see, we are very close to the PM naked POC which aligns with the strong supply just below the 1.0800 level. Fig.1 shows the profile included with the DOM where we have a few large resting orders sitting here, giving a potential sell off back, potentially as far back as the London lows.


As there is nothing interesting to note from the Daily profile, the weekly shows us approaching a naked value area which could act as a ceiling for price this afternoon.


VWAP ANGLE: +52 (Bullish)


Euro PM profile / DOM (fig.1)

Weekly Profile (fig.2)

Euro Footprint (fig.3) - showing sell side delta and high vol entering the market from +2SD (although VWAP heavily bullish)

Candlestick chart 15min EURUSD



GBP Futures (6B, June)


Similarly to EURO, the PM profile favours bearish movement this afternoon as per AMT (auction market theory). The concern with GBP is that on the daily profile we have held above yesterdays value area and found buyers, as per AMT we can expect price discovery higher. Although the PM shows potential bearish movement, we should await a break down back into Value on the daily profile for additional confirmation.


PM session (fig.1)

Daily profile (fig.2)

GBPUSD candlestick chart (fig.3)


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