| Current Members Log-In |  View Your Shopping Cart

Home
Data Products
Publications
Fundamentals
CRB Indexes
B2B Products

CRB DataCenter
Final Markets
Trends in Futures
Fundamental Data
CRB InfoTech CD - Futures
CRB InfoTech CD - U.S. Equities & Mutual Funds
CRB Commodity Yearbook
Electronic Futures Perspective
CRB Custom Data


 
- CRB TrendTrader



Explanation of CRB TrendTrader
Date

Date of publication. TrendTrader is emailed approximately 5:30 PM CST Monday through Friday.

Position Manager
Symbol Identifies the market, contract month and year. See note below

 

Position Positions are identified in 3 ways, Long, Short and None. Positions are initiated based on the Closing price of the day.

Position initiations & liquidations can always be determined by viewing the next CRB TrendTrader report. A *Buy Long, *Sell Short or *None will be posted.

The Trend Trader positions always change in a two step pattern, never will a position go directly from long to short or short to long. The position changes are always long to none or short to none and none to long or none to short.

* Asterisk indicates new position
An asterisk* after the position, buy price, or sell price closing levels indicates a change in this field from the previous day. This allows quick scanning of the daily report for changes in position or stop levels.

Start Date The date that the current position was initiated or liquidated.
Entry Price The closing price on the date the current position was initiated or liquidated. This is considered the initiation or liquidation price for all positions.
Trade Trigger Points
BUY

The Buy Price or resistance level. A Close Above this price will initiate a position change.

1-If the existing position is Short a Close Above the Buy level will initiate a new position of None—system followers should exit all Short positions based on the Closing Price.

2-If the existing position is None a Close Above the Buy level will initiate a new position of Long - system followers should initiate Long positions based on the Closing Price.

SELL

The Sell Price or support level. A Close Below this price will initiate a position change.

1-If the existing position is Long a Close Below the Sell level will initiate a new position of None - system followers should exit all Long positions based on the Closing price.

2-If the existing position is None a Close Below the Sell level will initiate a new position of Short—system followers should initiate Short positions based on the Closing Price.
Risk/Reward
Profit/Loss The dollar Profit or Loss on one full sized contract of the underlying market based on today's closing price versus the position entry level. FOREX profit & loss is calculated in PIPS or Ticks/Points.
Market Data
High Price Today's market high price.
Low Price

Today's market low price.

Settle Price Today's market settlement price.
Markets quoted in Fractions

30-yr Bonds and 10-yr Notes are quoted in 64ths. IE 121-57 (divide 57 by 2 = 28.5 or 121’285)

5-yr Notes and 2-yr Notes are quoted in 128ths. IE 112-075 (divide 75 by 4 = 18.7 or 112’187)

Technical Data
RS CRB's proprietary relative strength indicator is an oscillator showing prices moving in relation to a weighted moving average and expressed as a ratio. This ratio is a percentage measure of price strength or weakness with zero being neutral. Ratios below zero will appear with a negative sign before the number.
HRS Represents the life-of-contract high or low of the relative strength ratio for that specific contract month. It serves as a reference point for the current relative strength versus historic activity.
Avg 10 This is a simple ten-day moving average of closing prices for the specific contract month. The ten most recent day's closing prices are added together and then divided by ten. The plus or minus sign following the number indicates whether the average is up or down from the previous day.
Comp Avg The composite average in the column at the extreme right is the weighted composite of three moving averages (10-day, 20-day, and 40-day) as computed after the close each day. The plus or minus sign following the average indicates whether the average is up or down from the previous trading day.If unchanged, it will retain the previous day's plus or minus signs.

Guidelines for Utilizing Relative Strength and Moving Average Data
MOST BULLISH: Rising 10-day and 40-day moving averages and rising RS.
BULLISH: Rising 40-day composite moving average and positive RS.
BEARISH: Declining 40-day composite moving average and negative RS.
MOST BEARISH: Declining 10-day and 40-day moving averages and declining RS.
RELATIVE STRENGTH: RS identifies the strongest or weakest acting commodity.
OVERBOUGHT/OVERSOLD: RS at high or low levels can precede trend reversals.

TREND CHANGES:

  1. RS crosses zero base line.
  2. Closing price crosses 40-day composite average after a prolonged move.
  3. 10-day moving average crosses the 40-day composite moving average.

How to read symbols

  1. The first 1 or 2 characters designate the market (usually 2)
  2. The last 2 characters designate the year (08 for 2008, 09 for 2000, 10 for 2010)
  3. The single character that precedes the year designates the contract month
Months
F = January
G = February
H = March
J = April
K = May
M = June
N = July
Q = August
U = September
V = October
X = November
Z = December
Y = Cash

Example: SPH09
SP = S&P 500 Index
H = March
09 = 2009

CRB TrendTrader is currently reporting on the following markets:
CRB Indexes
CI - Reuters-CRB Index (CCI)
CR - RJ/CRB Index (cash)
Stock Indexes
ZM - Dow Jones Industrials, mini
DJ - Dow Jones Industrials Index
NN - NASDAQ 100 Index, E-mini
NQ - NASDAQ 100 Index
SX - S&P 100 Index (cash)
MD - S&P Midcap 400 Index
ES - S&P 500 Index, E-mini
SP - S&P 500 Index
Currencies
AD - Australian Dollar
BP - British Pound
CD - Canadian Dollar
DX - U.S. Dollar Index
EC - Euro FX
JY - Japanese Yen
NP - Mexican Peso
SF - Swiss Franc
FOREX
AU - Australian Dollar / U.S. Dollar
YL - British Pound / U.S. Dollar
NE - New Zealand Dollar / U.S. Dollar
IC - U.S. Dollar / Canadian Dollar
IY - U.S. Dollar / Japanese Yen
IF - U.S. Dollar / Swiss Franc
EU - Euro / U.S. Dollar
EA - Euro / Australian Dollar
RP - Euro / British Pound
UV - Euro / Canadian Dollar
RY - Euro / Japanese Yen
RF - Euro / Swiss Franc
AN - Australian Dollar / Canadian Dollar
AJ - Australian Dollar / Japanese Yen
AK - Australian Dollar / New Zealand Dollar
PJ - British Pound / Japanese Yen
YO - British Pound / Swiss Franc
CJ - Canadian Dollar / Japanese Yen
KZ - New Zealand Dollar / Japanese Yen
ZY - Swiss Franc / Japanese Yen

Interest Rates
ED - Eurodollars
EM - LIBOR, 1-month
FF - Fed Funds, 30-day
TU - Treasury Note, 2-Year
FV - Treasury Note, 5-Year
TY - Treasury Note, 10-Year
US - Treasury Bond, 30-Year
Metals
HG - High Grade Copper
GC - Gold
SI - Silver
AL - Aluminum
PA - Palladium
PL - Platinum
Industrials
CL - Crude Oil
HO - Heating Oil #2
RB - Gasoline, RBOB
NG - Natural Gas
LB - Lumber
CT - Cotton #2
Grains
C - Corn
O - Oats
RR - Rough Rice #2
W - Wheat - CBOT
KW - Wheat - KCBT
MW - Wheat - MGEX
S - Soybeans
SM - Soybean Meal
BO - Soybean Oil
Meats
LC - Cattle, Live
FC - Cattle, Feeder
PB - Pork Bellies
LH - Hogs, Lean
Softs
CC - Cocoa
KC - Coffee C
JO - Orange Juice
SB - Sugar #11


Quotes & Charts | About CRB | Contact CRB | Support Pages | Sitemap
Copyright © 1934 - 2017 by Commodity Research Bureau - CRB. All Rights Reserved.
Market data provided by ddf and subject to user agreement and privacy policy.
209 W. Jackson Blvd. • Suite 200 • Chicago, Illinois 60606-6940 • USA
Phone: 800.621.5271 or 312.554.8456 • Fax: 312.939.4135 • Email: info@crbtrader.com
Press Ctrl+D to bookmark this page - Set http://www.crbtrader.com as your Home Page