Data Insight – Euro (USD Based) Futures

[Settle Price] Settlement is an official CME Group price established for the instrument at a given point in the trading day. CME Group staff determines the daily settlements for all contracts with volume or open interest.

[Volume] Volume indicates the total number of contracts that are traded during a trading day. In technical analysis, it shall be used for trend confirmation, exhaustion moves and volume, identify false breakouts together with depth of market, for example.

[Open Interest] The open contracts at the beginning of a trading day. It indicates the total number of contracts that are currently out there. These are contracts that have been traded but not yet liquidated by an offsetting trade or an exercise or assignment. The total open interest does not count, and total every buy and sell contract. The open interest is not changed during a trading day. Many technical analysts believe that knowledge of open interest can provide useful information about the market. For example, if there is a deceleration in open interest following a sustained move—either up or down—in price, then it might be foreshadowing an end to that trend.

[Reported Positions] The CFTC requires reports from makers and brokers regarding large orders weekly. The reported data will be divided into Money Manager, Swap Dealer, Producer/Merchant/Processor/User, and Others segments. Usually the money manager will be deemed as non-commercial segments. In technical analytic, if both non-commercial and commercial position moves in same direction, it seems potential trend will be out there.

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