Basically, the EURUSD parity is a victim of a higher access cost and more generally of a lack of dollars. The FED has again issued a dollar swap line to the ECB, maturing on Friday.
Stock market indices, particularly in the US, remain bearish, with very high volatility for the SP500.
The predominant buying pressure progresses at a constant speed, the selling pressure increases by accelerating its speed.
For this week, the 10 year US should break its support level 2.719 / 2.706 to find a floor on the level 2.614 / 2.603. Its bullish movements should be limited to its resistance level 2.921 / 2.936.
Resistances | 2.799 | 2.810 | 2.820 | 2.861 | 2.884 | 2.901 | 2.913 | 2.921 | 2.936 | 2.943 | 2.980 | 3.010 | 3.035 | 3.040 | 3.072 | 3.081 | 3.093 | 3.100 | 3.113 | 3.136 | 3.169 | 3.180 | 3.208 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Supports | 2.753 | 2.742 | 2.733 | 2.719 | 2.706 | 2.690 | 2.678 | 2.662 | 2.643 | 2.624 | 2.614 | 2.603 | 2.576 | 2.554 | 2.536 | 2.524 | 2.510 | 2.499 | 2.489 | 2.460 | 2.442 | 2.420 | 2.403 |
Volatility HV * | 21 D. | 252 D. | LTV | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Average range * | Day | 0.107 | Weekly | 0.216 | ||||||||
Max. weekly range * | 2.572 | 3.004 |
* Anticipated
The predominant buying pressure is increasing at a reduced speed, the selling pressure is increasing at a steady pace.
For this week, the 10 year German should break its support level of 0.884 / 0.866 to find a floor at 0.808 / 0.795. Its bullish movements should be limited to its resistance level 1.091 / 1.112.
Resistances | 0.949 | 0.960 | 0.971 | 0.990 | 1.023 | 1.059 | 1.068 | 1.091 | 1.113 | 1.127 | 1.136 | 1.153 | 1.169 | 1.184 | 1.193 | 1.200 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Supports | 0.924 | 0.916 | 0.891 | 0.884 | 0.866 | 0.859 | 0.849 | 0.834 | 0.822 | 0.808 | 0.795 | 0.784 | 0.774 | 0.762 | 0.750 | 0.742 |
Volatility HV * | 21 D. | 252 D. | LTV | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Average range * | Day | 0.092 | Weekly | 0.187 | ||||||||
Max. weekly range * | 0.754 | 1.128 |
* Anticipated
The predominant buying pressure is increasing at a reduced speed, the selling pressure is increasing at a steady pace.
For this week, the 10 year French should break its support level of 1.407 / 1.397 to find a floor at 1.354 / 1.345. Its bullish movements should be limited to its resistance level 1.621 / 1.648.
Resistances | 1.490 | 1.499 | 1.507 | 1.533 | 1.552 | 1.572 | 1.584 | 1.621 | 1.648 | 1.659 | 1.675 | 1.683 | 1.693 | 1.712 | 1.733 | 1.754 | 1.788 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Supports | 1.469 | 1.458 | 1.443 | 1.426 | 1.407 | 1.397 | 1.383 | 1.354 | 1.345 | 1.338 | 1.324 | 1.309 | 1.292 | 1.254 | 1.241 | 1.217 | 1.203 |
Volatility HV * | 21 D. | 252 D. | LTV | |||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Average range * | Day | 0.097 | Weekly | 0.186 | ||||||||
Max. weekly range * | 1.283 | 1.655 |
* Anticipated
The buying pressure decreases at a sustained speed, the predominant selling pressure decreases at a reduced speed.
For this week, the single currency should break its resistance level of 1.0613 / 1.0635 to test the level of 1.0687 / 1.0695. Its bearish movements should be limited to its support resistance level 1.0483 / 1.0465.Resistances | 1.0580 | 1.0596 | 1.0613 | 1.0637 | 1.0650 | 1.0679 | 1.0687 | 1.0695 | 1.0706 | 1.0726 | 1.0759 | 1.0766 | ||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Supports | 1.0560 | 1.0537 | 1.0525 | 1.0518 | 1.0496 | 1.0483 | 1.0465 | 1.0424 | 1.0414 | 1.0404 | 1.0379 |
Volatility HV * | 21 D. | 252 D. | LTV | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Average range * | Day | 0.0092 | Weekly | 0.0195 | |||||||||
Max. weekly range * | 1.0386 | 1.0756 | |||||||||||
* Anticipated |
The buying pressure declines by accelerating its speed, the predominant selling pressure stagnates.
For this week, the index should test its support level at 3783. Its bullish movements should be limited to its resistance level 4015 / 4026.
Variation of volatility centered on 1 week
SPX | 06/17/2022 | 07/15/2022 | SP P/C |
---|---|---|---|
IV | 26.33 (+0.10) | 25.64 (+0.88) | |
CALL | 26.90 (+0.97) | 26.36 (+0.75) | |
PUT | 25.76 (-0.76) | 24.91 (-0.58) | |
SP P/C | - 1.14 (-1.74) | - 1.45 (-1.33) |
SPY | 06/17/2022 | 07/15/2022 | SP P/C |
---|---|---|---|
IV | 27.60 (+0.57) | 25.78 (+0.04) | |
CALL | 27.15 (+1.08) | 25.59 (+0.41) | |
PUT | 28.06 (+0.07) | 25.96 (-0.32) | |
SP P/C | + 0.90 (-1.00) | + 0.37 (-0.74) |