Tanalys

Price & Time: What Happens When Everybody Thinks the Same Thing?

Talking Points

Looking for a way to pinpoint sentiment extremes in real time? Try the Speculative Sentiment Index.

Foreign Exchange Price Time at a Glance:

Price Time Analysis: EUR/USD

Charts Created using Marketscope – Prepared by Kristian Kerr

EUR/USD Strategy: Like the short side while below 1.3595.

Price Time Analysis: AUD/USD

Charts Created using Marketscope – Prepared by Kristian Kerr

AUD/USD Strategy: Like buying on weakness over the next day or two against .9360.

Price Time Analysis: GBP/USD

Charts Created using Marketscope – Prepared by Kristian Kerr

GBP/USD Strategy: Looking to buy on weakness.

Focus Chart of the Day: SP 500

The frothy sentiment in the US equity market is beginning to make us a little nervous. On Friday the Daily Sentiment Index (a daily survey of short-term futures traders) in the SP 500 touched 93% bulls. This is higher than what was seen at the peak in October 2007(before the Financial Crisis) and the peak in April 2010 (before the Flash Crash). Now we are not saying that a flash crash event is imminent, but when sentiment becomes so lopsided an extra bit of caution is always needed. We say this because to get to 93% bulls the equity market has to pretty much price out all outside risk. Historically, such thinking is a powder keg as any challenge to the view can spark a very messy and aggressive unwind with the whole market so clearly leaning all in the same direction. In the SPX, both 1813 and 1833 look important from a Gann perspective. Under 1742 at anytime would warn that top of some significance is in place.

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Written by Kristian Kerr, Senior Currency Strategist for DailyFX.com

This publication attempts to further explore the concept that mass movements of human psychology, as represented by the financial markets, are subject to the mathematical laws of nature and through the use of various geometric, arithmetic, statistical and cyclical techniques a better understanding of markets and their corresponding movements can be achieved

To contact Kristian, e-mail kkerr@fxcm.com. Follow me on Twitter @KKerrFX

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