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30 Nov 2016
EUR/CHF momentarily out of favor
EUR/CHF showing very low price volatility across several time frames.
Intraday and daily EUR/CHF ATR measures, up from 30 min, simultaneously shrunk to levels not seen in the past four weeks of trading. Markets with extreme low volatility do not perform well because they have less direction for trend following and less volatility for mean reversion. It is advised to wait for an expansion of volatility before entering EUR/CHF.
Intraday and daily EUR/CHF ATR measures, up from 30 min, simultaneously shrunk to levels not seen in the past four weeks of trading. Markets with extreme low volatility do not perform well because they have less direction for trend following and less volatility for mean reversion. It is advised to wait for an expansion of volatility before entering EUR/CHF.