CME Daily Bulletin Real Volume MT5
CME Daily Bullettin Real Volume displays the real daily volumes of futures contracts traded on the Chicago Mercantile Exchange (CME). Decentralized markets, such as FOREX, the real volumes are either not available, or local volumes of a broker/liquidity provider are broadcast. Tick volumes available in the terminal only outline the changes taking place on the market, and can not be used as a full-fledged tool for price analysis. In addition, the indicator is able to display the volumes of the Call/Put option markets, which provides additional information valuable for analysis.
The indicator displays the following types of volumes:
- Globex - volume of the Globex Electronic Trading Platform;
- Pit - volume traded in the CME trading pit;
- ExPit - volume of ex-pit trades;
- OTC - volume of over-the-counter trades, cleared through the exchange;
- Total - total volume of all trades;
- MTD ADV - Month To Date Average Daily Volume.
Below are the parameters of the indicator and their values:
- Volume Type - one of the real volume types described above.
- Auto Detect Report Name - automatic detection of the symbol. If this parameter is enabled, the indicator automatically determines the name of the report that must be loaded for the current symbol;
- Report Name - name of the report to load manually, in case the symbol autodetection is disabled (set to 'false');
- Update Frequency Min - frequency of data update. If the value is zero, the data are not updated. The default value of the parameter is zero, which means updating 1 time per minute.
The data on the real volumes are taken from one section of the "daily bulletin" - report of the CME, published weekly. This section is called 'Daily Volume', it is available as Excel files on the official ftp server of the exchange. To update the data, simply copy the corresponding reports to the indicator folder. Detailed instructions on performing the update can be found in the blog How to update CME reports on your PC. The demonstration mode (during testing) does not require the data, the indicator loads them from its internal memory. However, updating the reports is not possible in the demo version, therefore, the volumes in this mode are displayed with some delay. The indicator works on any timeframe, but the data are available only for the daily timeframe; therefore, the suggested working chart period is D1. Nevertheless, the volumes of the current trading day are always available, which are updated several times during the trading session.
The indicator provides access to volumes of more than 800 futures markets, including the FOREX market (EUR, GBP, CHF, JPY, CAD, AUD, NZD, RUB and some others), metals (gold, silver, platinum, etc.), energy (oil (several varieties), gas). Indices (S&P 500, Dow Jones 30, Nasdaq-100, etc.). Financial instruments: 30-year bonds, 10,5,2 year treasury notes of the federal government. Commodities (wheat, feeder and live cattle, lean hog, lumber, etc.). However, some uncommon instruments may not be supported in the demo version. The full list of supported instruments is available in the blog: Full list of supported finance instruments of CME Daily Bulletin.
Definition : A TPO is a Time Price Opportunity. This is marked as a single letter in a Market Profile. Instead of using bars or candles with an Open, High, Low, and Close price, each "bar" in a Market Profile is represented by horizontal bars against the price that the market traded at during that time interval. It is called Market Profile terminology. In other words time-price-opportunity (TPO) profiles are histograms of how much time was spent at each price within the span of the profile. The
The market is unfair if only because 10% of participants manage 90% of funds. An ordinary trader has slim changes to stand against these "vultures". This problem can be solved. You just need to be among these 10%, learn to predict their intentions and move with them. Volume is the only preemptive factor that faultlessly works on any timeframe and symbol. First, the volume appears and is accumulated, and only then the price moves. The price moves from one volume to another. Areas of volume accumu
Totally linked to the result of a movement and the duration he had. Its height records how many ticks the asset walked during a given movement, its width shows us the duration that movement had. Its configuration must be in line with the Weis Wave Indicator configuration to observe the movement force and can indicate a possible accumulation or distribution of the movement;
This is Gekko's Cutomized Cutomized Average Directional Index (ADX), a customized version of the famous ADX indicator. Use the regular ADX and take advantage two entry signals calculations and different ways of being alerted whenever there is potential entry or exit point. Inputs Period: Period for the ADX calculation; PlotSignalType: How will the indicator calculate entry (swing) signals: 1- ShowSwingsOnTrendLevel : Show Signals for Trend Confirmation Swings; 2- ShowSwingsOnTrendLevelDirectio
The utility displays the order book, as well as increases its depth, remembering the location of applications that have gone beyond the current "window" view. With the utility user can perform quick trading actions in one click - placing/cancelling/editing of explicit and hidden orders, and also opening/editing positions. Due to the specifics of the displayed data, the utility can not work as a trial version, and can not be tested in the strategy tester, for this purpose is a free indicator Smar
Market Profile is an amazing tool! It is also known as Volume Profile. With it you can identify regions of strong and weak negotiation, finding regions of accumulation (support and resistance), thus seeing the market with other eyes. Instead of measuring each candle volume as default volume indicator does, the Market Profile measure the volume by price . Paid version: https://www.mql5.com/pt/market/product/38938 Configurations: MAIN OPTIONS From period - period to extractvolume data. To per
Each bar graph is a brick, take buy a bill now as an example, the brick that is in lowest position at the moment, go to the left, when the brick with the 3rd highest is in existence, take the height of this brick as a benchmark, when the price exceeds the height of this brick, can establish buy a bill, when appear opposite circumstance closes a position, establish empty order at the same time. This is a simple rule, need each friend grope by oneself.
Time And Sales Layout indicator shows traded buy and sell volumes right on the chart. It provides a graphical representation of most important events in the time and sales table. The indicator downloads and processes a history of real trade ticks. Depending from selected depth of history, the process may take quite some time. During history processing the indicator displays a comment with progress percentage. When the history is processed, the indicator starts analyzing ticks in real time. The l
Description: The indicator of tick volumes Better Volume MT5 allows you to assess the general mood of the market and quite accurately catch the moments of the formation of large movements. The indicator is a color histogram in an additional window. In the calculation of Better Volume MT5 the Price Action combinations are taken into account, the values of the volumes with the height of columns and color marking are displayed. Input parameters: MAPeriod - period for calculating the moving average
This indicator's formula is quoted from that [NEW MARKET TIMING TECHNIQUES] by Thomas R. DeMark It consists of setup phase & countdown phase. But not Intersection & TDST. Countdown starts from the first of setup bar. It shows setup count number under the price & countdown number above the price on charts. SETUP: For buy first of setup bar; Close(4 bars ago)> Close(current)&Close(4 bars ago)< Close(previous bar). For sell first of setup bar follows opposite process. From the second bar; Close(4 b
This indicator calculates the volume profile and places labels that correspond to the VAH, VAL and POC levels, for each candle individually. Indicator operation features The indicator works on the timeframes from M3 to MN, but it uses the history data of smaller periods: M1 - for periods from M3 to H1, M5 - for periods from H2 to H12, M30 - for the D1 period, H4 - for the W1 period, D1 - for the MN period. The color and location of the VAL, VAH and POC labels on the current candle are consider
How to know what big investors are doing? Just (as if it were easy) keep track of price and volume. Several authors have studied price and volume, including Richard Wyckoff, Paul Levine, Andrew Coles, David Hawkins eBob. Vwap Custom (Midas) shows the average price of large investors as it is volume weighted average. In addition, Vwap Custom can be positioned at specific points, mapping large or small movements. The usage strategies are diverse, GAP Midas, Top or Bottom Midas. Disru
CME Daily Bullettin Open Interest provides the data on the open interest of futures contracts on the CME for your charts. Open interest is a special type of volume, that shows how many contracts are being held by the market participants at each moment of time. This type of information is available only in futures markets. But now, with this indicator, you can also analyze these data when trading the spot markets, such as FOREX. In addition, the indicator provides data on the open interest for th
Aggression Volume Indicator is the kind of indicator that is rarely found in the MQL5 community because it is not based on the standard Volume data provided by the Metatrader 5 platform. It requires the scrutiny of all traffic Ticks requested on the platform... That said, Aggression Volume indicator requests all Tick Data from your Broker and processes it to build a very special version of a Volume Indicator, where Buyers and Sellers aggressions are plotted in a form of Histogram. Additionally,
The indicator displays the conditional price tick volumes (levels) accumulated over a given time interval. By default, the data of the M1 chart is used for more accurate calculation. The step of price volume distribution can be adjusted. By default, the right border of display is set to the bar corresponding to the beginning of the data used for analysis, but it can be set to the required bar, if necessary. The length of the displayed price bands (right border) can also be adjusted by the length
Do you use volume in your reading of the market? Certainly many traders use it, and do not imagine operating without it. The Color Histogram Volume Set indicator allows the user to choose the value that he considers interesting to monitor. When you pass this you will have visual confirmation and if you want you will also have the audible alert that is given by the indicator. Of course, there are other ways to try to find a high volume, such as assessing whether the volume
Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask. MetaTrader 5 provides the means for receiving market book from your broker, but in real time only, without access to its history. The indicator OrderBook Cumulative Indicator accumulates market book data online and visualizes them on the chart. In addition, the indicator can show the market
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The indicator shows and highlights the chart candles, which are formed as a result of large players entering the market in large volumes. Such candles can also be formed after achieving a certainty on the market, when most of the participants hold positions in the same direction. The movement is likely to continue in that direction after such candles. The indicator highlights the significant candles from the existing ones on the chart; The indicator allows identifying the trends based on candles
The Metatrader 5 has a hidden jewel called Chart Object, mostly unknown to the common users and hidden in a sub-menu within the platform. Called Mini Chart, this object is a miniature instance of a big/normal chart that could be added/attached to any normal chart, this way the Mini Chart will be bound to the main Chart in a very minimalist way saving a precious amount of real state on your screen. If you don't know the Mini Chart, give it a try - see the video and screenshots below. This is a gr
Market profile was developed by Peter Steidlmayer in the second half of last century. This is a very effective tool if you understand the nature and usage. It's not like common tools like EMA, RSI, MACD or Bollinger Bands. It operates independently of price, not based on price but its core is volume. The volume is normal, as the instrument is sung everywhere. But the special thing here is that the Market Profile represents the volume at each price level. 1. Price Histogram The Price Histogram
Call/Put Ratio is one of the most well-known indicators of the market sentiment. The indicator has been developed by Martin Zweig. It is based on real volumes of the CBOE option market. As we know, a Call option gives its owner the right to buy the underlying asset at a predetermined price. A Put option gives the right to sell it. Thus, increasing volumes for Call options indicate the increasing demand. The growth of Put option volumes shows that supply starts exceeding demand. If we divide the
⭐⭐⭐⭐⭐ 24 hour event. Discount -34% on the product market profile singles indicator. Next price 75 usd . MT4: https://www.mql5.com/en/market/product/52715 Theory: Market profile - Singles : Singles or single prints ( or gap ) of the profile are placed in the middle of a profile structure, not at the upper or lower edge. Singles draw our attention to places where the price moved very fast ( impulse movements) and therefore the market imbalance and show us the area of imbalance. Singles are us
No Demand No Supply This indicator identifies No Demand –No Supply candles to your chart and plots volume bars colored according to the signal. It can be applied to all timeframes or to a specific one only. It can also be used as regular volume indicator with exceptional future of WEIGHTED VOLUME. Furthermore is has an alert notification, sound and email when a signals occurs. The VSA (Volume Spread Analysis) definition for No Demand and No supply is as follows: No Demand (no buyers-potent
One of the best tools for analyzing volume, Weis Wave was idelized by David Weis, to facilitate the reading of directional flow. For the VSA method disciples it is an evolution of the practices created by Richard Wycoff, facilitating a predictive reading of the market, always seeking an accumulation and distribution of the negotiated contracts. Cumulative wave volume Range of wave ( removed) Average Wave volume Ref "Tim Ord lectures" ( removed)
This is a simple but very powerful indicator His objective is check the market volume in an easier way, just looking at the candle For calculate the volume in each candle, the indicator considers the volume in a period (understand the period as a certain amount of candles) Example: In a period of 20 (20 bars) candles closed with a volume of 1000, if the last bar closes a smaller volume, close to the average, higher or much higher, the indicator will show this variation through a color With th
本指标可以让您享受两个最流行的产品来分析在感兴趣的价位的请求量和市场成交量: 真实市场深度图表 真实报价足迹成交量图表 本产品结合两个指标的效力，并以单个文件提供。 反危机出售。今日低价。赶紧! 真实的 COMBO 市场深度功能和报价成交量图表，完全等同于原始指标。您将享受这两款产品结合为单一超级指标的力量！下面是您将得到的功能： 真实市场深度图表 股民专用工具现已在 MetaTrader 5 上可用。 真实市场深度图表 指标在图表上以直方条的形式显示可视化的市场深度，并在实时模式下刷新。 利用 真实市场深度图表 指标您可以正确评估市场请求并从图表上看到大的市场。这可以 100% 的精确剥头皮和设置持仓止损。 指标以两种相应颜色的水平直方条形式显示买和卖的请求 (买-卖)。价格图表上给定级别的显示条和它们的长度与请求的交易量相应。此外, 它指示买卖请求的最大交易量。 此指标显示买卖请求总数量作为堆积面积图。这可以评估当经过下一价位时将会执行的请求总量。买卖请求总数量也显示在图表上。 省缺, 指标显示在图表背景上, 且它不会干扰任何其它指标。当使用指标交易时, 建议使用实际交易量。
The Price Action finder indicator displays Price action patterns on the price chart. This is a real version of the indicator. You can test the demo version by clicking on the link: https://www.mql5.com/ru/market/product/53400 Currently, the indicator contains such patterns as: - Pin Bar (Pin) - Outside bar (OB) - Inside bar (IB) - PPR - Force bar The number of patterns will be replenished with other patterns of candlestick analysis. External parameters: FB - Display or not the f
Wyckoff fans, enjoy! Ideally to be used with the Weis Waves indicator, but it can be easily used alone, the Waves Sizer puts the range (in resulting Price movement) done by the Price on its market swings. You can control how accurate or loose will be the swings. This tool is very helpful for visually know how much the Price has traveled in your Timeframe. This way you can confront this level of effort with the resulting Volume, etc... Weis Waves indicator: https://www.mql5.com/en/market/pro
The volume weighted average price (VWAP) is a trading benchmark used by traders that gives the average price a security has traded at throughout the day, based on both volume and price. It is important because it provides traders with insight into both the trend and value of a security. This version is simple to use as we simplify the indicator entries and leave only the most used buffers. You can use it to integrate with your EA Product Features Daily VWAP ploted at the chart. MOnthly
- The Auto-Detect algorithm: Fix wrong auto-detect of need report in some cases;
- The Auto-Detect algorithm: Add new support symbols in symbols list (for AVA-Trade terminal);
- The Auto-Detect algorithm: Fix description value of the report;
- The Auto-Detect algorithm: Add information message if need report not find for current symbol;
- Now, for some symbols the description can show: "not support now" label;
- Fix error with empty subwindow indicator;
- Update archive data;
- Add information messages if data doesn't install;
- Faster verification of missing files;
- Write keep algorithm for some dates which really missing on the FTP server of Exchange.