This Microsoft Excel® spreadsheet presents two views of current market data and two correlation matrices. The market data sections use the symbols entered into the first column. The last quoted… more

This Microsoft Excel® spreadsheet presents market data and forward curves of the Euribor, Eurodollar, and Short Sterling contracts. The data includes the outrights and exchange-traded quarterly… more

This Microsoft Excel® spreadsheet presents market data and forward curves of the Globex heating oil contracts. The data includes the outrights, exchange-traded calendar spreads, and synthetic… more

A couple of months ago we looked into CQG's built-in Divergence Index and how to use it.

Following up on this topic, I want to show a much simpler approach using the Formula Toolbox.

Commodity prices continue to be in a bear market. Industrial raw material prices have plunged over recent months. The price of crude oil halved since June. Iron ore prices have plummeted, and… more

This Microsoft Excel® spreadsheet presents frequency distribution analysis of historical implied volatility (IV) data.

CQG offers its own historical options implied volatility index for… more

In my January 13 article, A Look at the Copper Market, I wrote, "...the support level at $2.72 may become more and more distant in the market's rearview mirror." Since the day I made that… more

One of the theories behind Market Profile®* is the opening trading range. This is the high and the low from the first hour of trading. We want to create a trading system around that and use the… more

This Microsoft Excel® spreadsheet presents market data and forward curves of the Globex natural gas contracts. The data includes the outrights, exchange-traded calendar spreads, and synthetic… more

Over the past four months, crude oil has declined about $50. However, during the past fourteen trading days, March crude oil had been rotating within a 4538-to-5078 balance range. On Friday,… more