CME Daily Bulletin Open Interest MT5
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 the Call/Put options on the most common futures contracts. This makes the calculation of the non-trivial sentiment indicators possible, such as Call/Put Ratio, Sentiment Accumulator, B&S Power Indicator and other indicators based on the real volume or open interest.
Below are the parameters of the indicator and their values:
- 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 amount of open contracts 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 on open interest, 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 open interest in this mode is 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 open interest for the current trading day is always available, which is updated several times during the trading session.
The indicator provides access to open interest 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.
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
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。
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
股票交易者的专业工具现已登陆 MetaTrader 5 。 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。 根据用户需要提供更新! 现在真实市场深度指标显示买卖交易请求的交易量比率 (B/S 率)。它显示每种请求类型占全部请求流的份额，以及绝对交易量。 怎么使用它?一般高频交易者的观点, 当某种请求占显著支配地位, 价格趋势将往请求方向倾斜, 即交易量大的。观察并使用我们的真实市场深度指标! 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。 反危机出售。今日低价。赶紧! 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。 本指标仅与提供市场深度的品种
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
99% of indicators are based on price analysis. This indicator is based on volume. Volume is underestimated piece of information in most trading system. And this is a big mistake since volume gives important information about market participants. Normalized Volume is an indicator to confirm reversal points. You could enhance dramatically your trading system using Volume analysis. This is what most professional traders do. Inputs of the indicator are followings: MaxBars: number of bars in the char
The indicator calculates volume profiles dynamically and displays the result as VAL, VAH and POC curves. Indicator features The indicator uses the historical data of the lower (relative to the current) timeframes for calculations: M1 - for timeframes up to H1, M5 - for timeframes from H1 to H4, M15 - for timeframes from H4 to D1, H1 - for timeframe D1, H4 - for timeframe W1, D1 - for timeframe MN. The color of the DPOC curve sections is determined by comparing the volume of the POC level
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
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.
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
COSMOS4U Volume indicator facilitates your trade decisions. It gives confirmation of the running movement and market trends. It highlights current and past accumulation and distribution volumes, comparing them to moving average volume and the highest volume. In addition, it identifies and marks nuances as well as convergence and divergence patterns of bears and bulls in order to provide the market trend and price ranges. The supported features are as follows: Fast Volume Moving Average Slow Volu
Volume Weighted MACD Volume Weighted MACD (VW-MACD) was created by Buff Dormeier and described in his book Investing With Volume Analysis . It represents the convergence and divergence of volume-weighted price trends. The inclusion of volume allows the VW-MACD to be generally more responsive and reliable than the traditional MACD. What is MACD (Moving Average Convergence Divergence)? Moving Average Convergence Divergence was created by Gerald Appel in 1979. Standard MACD plots the difference b
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
The indicator displays the total or average volume in the price movement. Due to this, it is easy to determine the demand and supply in the market, turning points. It works in any Forex markets, futures, stocks. It does not redraw, the construction algorithm allows you to work with any instrument on any timeframe, regardless of the volatility "without adjustment to the instrument." The ideas from the books of David Weiss "A Modern Adaptation of the Wyckoff Method" and Timothy Orda "The_Secret
This indicator shows the ratio of the number of buyers'/sellers' orders for the Russian FORTS futures market. Now, you can receive this information in real time in your МetaТrader 5 terminal. This allows you to develop brand new trading strategies or improve the existing ones. The data on the ratio of the orders number is received from the database (text CSV or binary one at user's discretion). Thus, upon completion of a trading session and disabling the terminal (or PC), the data is saved and u
This new unique indicator Actual tick footprint (volume chart) is developed for using on Futures markets, and it allows seeing the volume of real deals right when they are performed. The indicator Actual tick footprint (volume chart) represents a greatly enhanced tick chart that includes additional information about the volume of deal performed at a specific price. In addition, this unique indicator for MetaTrader 5 allows to clearly detecting a deal type – buy or sell. Alike the standard tick c
This indicator of futures volumes (Buy vs Sell Volume, BSV) shows volume of buy and sell orders and difference between them. You can set signal levels for each type of volume which allows to determine the best moments for trades. Advantages The indicator can be displayed as a histogram of linear charts for all trading instruments for which volume of buy and sell orders is transmitted (for example, futures). MetaTrader 5 displays the volume of buy and sell orders in the Details tab of the Marke
PipTick Effort Index indicator is based on the work of Karthik Marar, volume spread analysis trader. It compares the change in price (Result) to the size of volume (Effort) for a certain period of time. By comparing the effort and result we can get more information about the future price movement. Both values are normalized and converted to scale of 0-100% based on a selectable look back period. The law of effort and result The law of effort vs. result states that the change in price of a tra
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
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
當您最喜歡的市場上漲或下跌30個點時，該強大的指示器將通知您的智能手機！太棒了!!! 工作時間範圍： 為了獲得更高的準確性，建議在1分鐘或5分鐘的圖表上使用。 -圖形1分鐘....（每分鐘1條通知） -5分鐘圖表....（每5分鐘1次通知） -15分鐘圖表...（每15分鐘1個通知1） -30分鐘圖表...（每30分鐘1次通知） -圖1小時.......（每小時1次通知） -圖4小時.......（每4小時1次通知） -1天圖表....（每天1次通知） 該程序開始工作，通知到達，並且僅持續到市場比每日開盤價高或低30個點！！！ 要在智能手機上接收通知，安裝了Metatrader 5和Notify 30Pips的PC必須始終保持打開並連接到Internet並將其附加到首選市場圖表上。 100％保證！ （注意!!!在試用版中，不會發送到智能手機的通知） 安裝簡單，只需將其附加到M1或M5時期的市場圖表中，然後通過輸入id元引號在Metatrader 5上啟用智能手機上的通知，請參閱下面發布的屏幕快照中的配置指南。
Descption: The Volume Profile displays detailed informations of historical trading activities at certain price levels. So you can locate the areas with the best prices in the market and get an advantage about other market participants. Features: Customizable Volume Profile Shows the "fair" Value Area with 70% of all Volume Shows critical low volume zones Shows VPOC, VAL and VAH Points Works on all timeframes Also available for MT4 Settings: Variable Standard Value Description Bar Hist
Market Profile helps the trader to identify the behavior if major market players and define zones of their interest. The key feature is the clear graphical display of the range of price action, in which 70% of the trades were performed. Understanding of the location of volume accumulation areas can help traders increase the probability of success. The tool can be used as an independent system as well as in combination with other indicators and trading systems. this indicator is designed to suit
initiated in 1995 by the physicist and technical analyst Paul Levine, PhD, and subsequently developed by Andrew Coles, PhD, and David Hawkins in a series of articles ] and the book MIDAS Technical Analysis: A VWAP Approach to Trading and Investing in Today's Markets. Latterly, several important contributions to the project, including new MIDAS curves and indicators, have been made by Bob English, many of them published in the book.
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
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
Magic Candles MT5 is a new product that allows identifying the current market phase (uptrend, downtrend or flat). This indicator paints bars in different colors depending on the current state of the market and signals the user about trend changes with alerts. Magic Candles MT5 is perfect for trading currencies (including cryptocurrencies) and binary options. Magic Candles for MetaTrader 4 can be downloaded here: https://www.mql5.com/en/market/product/25921 . Advantages Suitable for scalping an
The Tik Tok indicator was created on the basis of the original extreme search indicators, the indicator is well suited for determining a reversal or a big sharp jerk in one direction, thanks to it you will know when this happens it will notify you when a blue dot for buying red for sale appears. It basically uses the process of detecting the rate of change in price growth and allows you to find entry and exit points from the market. fundamental technical indicator that allows you to assess th
You can download the demo version of the indicator , which does not display data on last 25 bars but is perfect for testing. The oscillator uses data of standard indicators and some patterns of price movement. Using this data, it forms its own (more accurate) signals of a change in the direction of the price movement. Prise Reversal helps to identify reversal points during the flat, and the price extremums during the trend. At these points, you can enter counter trend with a short take profit.
Heiken Ashi Smoothed Strategy is a very simple but powerful system to get forex market trend direction. This indicator is actually 2 indicators in 1 pack, Heiken Ashi and Heiken Ashi Smoothed Moving Average both included. Because HA (Heiken Ashi) and HAS (Heiken Ashi Smoothed) are calculated in the same one system event with necessary buffers and loop only, so it is the FAST, OPTIMIZED and EFFICIENT HA having the combined indicator of MetaTrader 5. You can choose to display HA and HAS in the sam
- 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.