Uladzimir Izerski page - page 89

 
Renat Akhtyamov:

the only thing that doesn't work is the crap on the internet, including all the post-factum that's done here in the form of turkeys and so on.

I was stupidly advising not to read it and certainly not to use it

this one's working:

in short, the CME has a tip on how to properly understand the volumes of Forex and not only, and their levels online (I give you a link as an example to FX AUD/USD and the instruction, get it right - your lucky):

https://www.cmegroup.com/trading/fx/g10/australian-dollar_quotes_globex_options.html?optionExpiration=V0#optionExpiration=V0&optionProductId=8093&strikeRange=ATM

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, the CME Group real time feed via Market Data Platform (MDP).

Quotes (Futures)

  • Prices are delayed at least 10 minutes. Auto-refresh of quotes stops after 10 minutes of user inactivity. To restart auto-refresh, refresh the browser window or click on the word "OFF" to turn to "ON".
  • The Month column designates the month and year of the contract.
  • The Options icon will open a quote page for the selected month's option series. An icon will be displayed when options on the future are listed.
  • The Price Chart icon will open a customizable bar chart for the selected future contract. Price Charts powered by .
  • The Last column displays the most recent trade.
  • The Change column displays the change in price between the most recent "last" and the previous day's settlement price. Green text with a (+) in the Change column indicates that the change is positive. Red text along with a (-) sign in the Change column indicates that the change is negative. If the current day's settlement price is the same as the previous day's price, a black zero is displayed. A dash indicates that the contract has not traded during the current (or most recent) session.

  • The Prior Settle column displays the final settlement price calculated at the end of the previous trading day. The Prior Settle column is updated at the start of a new trading day (market open) to accurately reflect the settlement from the previous day.
  • The Open column displays the first trade price of the session for the contract. A dash in this column indicates that the contract has not traded on the trade date. For the Open Outcry venue, select products will display Open1 and Open2 values representing the opening price range. Time durations of opening price ranges vary by product.
  • The High column displays the highest trade.
  • The Low column displays the lowest trade.
  • The Close column displays the final trade price at the close of most recent trading day session. A dash in this column indicates that the contract has not traded on the trade date. For the Open Outcry venue, select products will display Close1 and Close2 values representing the closing price range. Time durations of closing price ranges vary by product. The CME Globex close is not presented as CME Globex markets do not have official close prices. Frequently, however, the last "last" is used as a CME Globex close price.
  • The Volume column displays the total number of contracts traded during the trading day. Both outright and spread volume is included. A dash in this column indicates that the contract did not trade on the trade date.
  • The Hi/Lo Limit column displays the upper and lower price limits in effect by CME Group. Hi/Lo limits apply to only selected products. Front month contract Hi/Lo limits may vary from other months, especially near expiration.
  • The Updated column displays the time and date at which the "Last" field was last revised. A dash in this column indicates that the contract has not traded on the trade date.




Quotes (Options)

  • Prices are delayed at least 10 minutes. Auto-refresh of quotes stops after 10 minutes of user inactivity. To restart auto-refresh, refresh the browser window or click on the word "OFF" to turn to "ON".
  • The Option Quotes page is split into two areas. The top area of the options quote page shows statistics for the futures contract that the chosen options contracts will expire into. The bottom area of the options quote page shows statistics for the selected options month.

  • The View checkboxes can be selected to customize the options view to show only Calls, Puts, or both.

  • The Filter drop down can be used to select the different expiration months available for the selected product.

  • The Strike Range drop down can be used to display all strikes available for the selected month, or only at the money strikes, which will display the 10 closest strikes around the previous day's future settlement price.

  • The Strike Price column displays the strike price of the option.

  • The Type column displays whether the option is a call or a put.

  • The Last column displays the most recent trade, better bid or ask price during the current trading day session. An "i" appended to the price indicates an indicative price.

  • The Change column displays the change in price between the most recent "last" and the previous day's settlement price
  • .
  • Green text with a (+) in the Change column indicates that the change is positive. Red text along with a (-) sign in the Change column indicates that the change is negative. If the current day's settlement price is the same as the previous day's price, a black zero is displayed. A dash indicates that the contract has not traded during the current (or most recent) session.

  • The Prior Settle column displays the final settlement price calculated at the end of the previous trading day. The Prior Settle column is updated at the start of a new trading day (market open) to accurately reflect the settlement from the previous day.

  • The Open column displays the first trade price of the session for the contract. A dash in this column indicates that the contract has not traded on the trade date. For the Open Outcry venue, select products will display Open1 and Open2 values representing the opening price range. Time durations of opening price ranges vary by product.

  • The High column displays the highest trade.
  • The Low column displays the lowest trade.

  • The Close column displays the final trade price at the close of most recent trading day session. A dash in this column indicates that the contract has not traded on the trade date. For the Open Outcry venue, select products will display Close1 and Close2 values representing the closing price range. Time durations of closing price ranges vary by product. The CME Globex close is not presented as CME Globex markets do not have official close prices. Frequently, however, the last "last" is used as a CME Globex close price.

  • The Volume column displays the total number of contracts traded during the trading day. Both outright and spread volume is included. A dash in this column indicates that the contract has not traded on the trade date.

  • The Hi/Lo Limit column displays the upper and lower price limits in effect by CME. Hi/Lo limits apply to only selected products. Front month contract Hi/Lo limits may vary from other months, particularly near expiration.

  • The Updated column displays the time and date at which the "Last" field was last revised. A dash in this column indicates that the contract has not traded on the trade date.

thanks