Dax futures average daily volume
DAX® Mini-DAX® SMI® SLI Swiss Leader Index® volume, time as well as total volume for all options series or futures contracts Daily statistics. How was the day? The daily trading statistics provide a reliable source of all volumes in EUR, traded contracts and open interests of all Eurex Exchange products. It records daily and also DAX Futures Overview This page contains data on the Xetra DAX Index Futures CFDs. The DAX is a blue chip stock market index consisting of the 30 major German companies trading on the Frankfurt Since total volume may not immediately be available on the futures market—even as an intraday estimate—tick volume is used as a substitute. Tick volume is the number of changes in price Most stock quote data provided by BATS. Market indices are shown in real time, except for the DJIA, which is delayed by two minutes. All times are ET. DAX Futures Overview This page contains data on the Xetra DAX Index Futures CFDs. The DAX is a blue chip stock market index consisting of the 30 major German companies trading on the Frankfurt The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET, provided that more than five trades transacted within this period.
Now for the moving average of the last 3 weeks we are going to do some interesting DAX. First of all we want to use the current “Week No” as a base value, we need to check if our formula has one week in the current row context, otherwise we cannot get a moving average over a specific week.
7 Feb 2014 The top 10 products by trading volume, according to the CME Group's We calculated the average hourly range of the 10 futures contracts and 2000 Index Mini Futures (TF) from ICE, and Dax Futures (FDAX) from Eurex. 1 Feb 2018 Identifying the drivers of trading volume is crucial in order to anticipate and minimize calendar effects (e.g. the effect of stock index futures expiries and cross‐market holidays). The average return for Monday is negative (French, 1980; Gibbons & Hess, 1981; Jaffe GDAXI, Deutsche Boerse DAX Index . Mini Dax Futures Contract, E-mini Japanese Yen, J7, CME, 5:00 PM, 5:00 PM, 4: 00 PM! SYSTEM mini dax futures contract Chapter 13 - Trading DAX Futures in terms of exchange turnover and mini dax futures contract market capitalization at the Frankfurt Most popular Mini contracts have an average notional DAX®. Futures and Forex: 10 or 15 minute delay, CT. The Most Active Futures page lists the commodity contracts with the greatest volume for the day. You can view the "Full List" - the contracts from all groupings with the greatest volume - or you may select from specific Commodity Grouping to see all contracts. The DAX futures market has good liquidity, and is estimated to have a daily volume of about 200,000 contracts. The Dax futures trading hours are from 8:00AM to 10:00PM in Europe, which is 2:00AM to 4:00PM Eastern in the United States. This page contains data on the Xetra DAX Index Futures CFDs. The DAX is a blue chip stock market index consisting of the 30 major German companies trading on the Frankfurt Stock Exchange.
DAX® Mini-DAX® SMI® SLI Swiss Leader Index® volume, time as well as total volume for all options series or futures contracts Daily statistics. How was the day? The daily trading statistics provide a reliable source of all volumes in EUR, traded contracts and open interests of all Eurex Exchange products. It records daily and also
The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET, provided that more than five trades transacted within this period. DAX® Futures, Mini-DAX® Futures,MDAX® Futures and TecDAX® Futures are available for trading in DAX® Mini-DAX® SMI® SLI Swiss Leader Index® volume, time as well as total volume for all options series or futures contracts Daily statistics. How was the day? The daily trading statistics provide a reliable source of all volumes in EUR, traded contracts and open interests of all Eurex Exchange products. It records daily and also DAX Futures Overview This page contains data on the Xetra DAX Index Futures CFDs. The DAX is a blue chip stock market index consisting of the 30 major German companies trading on the Frankfurt Since total volume may not immediately be available on the futures market—even as an intraday estimate—tick volume is used as a substitute. Tick volume is the number of changes in price Most stock quote data provided by BATS. Market indices are shown in real time, except for the DJIA, which is delayed by two minutes. All times are ET. DAX Futures Overview This page contains data on the Xetra DAX Index Futures CFDs. The DAX is a blue chip stock market index consisting of the 30 major German companies trading on the Frankfurt
1 Feb 2018 Identifying the drivers of trading volume is crucial in order to anticipate and minimize calendar effects (e.g. the effect of stock index futures expiries and cross‐market holidays). The average return for Monday is negative (French, 1980; Gibbons & Hess, 1981; Jaffe GDAXI, Deutsche Boerse DAX Index .
They calculate the index weightings, plus the average trading volume using a Unlike other indexes, the DAX is updated with the next day's future prices, even 10 Mar 2020 futures markets from volume and open interest data. 25, for the DAX); finally, all contracts have deliveries in the usual March-June-September- mean, median and variation coefficient of the daily ratios are reported To manage portfolio exposure needs on a daily basis. For the vast majority “ With S&P 500 futures, investors receive the total return of the S&P 500 index DAX 30. 34.3. 59.3. 57.84%. Eurex. Nasdaq E-mini. 18. 29. 62.07%. CME. KOSPI (KFE). 17.7 turnover, on average, 18.9% of indexed Daily volume**. 1.7 million. André Stagge uses the strategy to trade the DAX but states it can also be used to For volume-based trading and for scalping strategies, the Volume Viewer is an With the best average score of over 7 years, WH SelfInvest maintains its 1st The average daily trading volume of DAX options (ODAX) and futures (FDAX) in December (&&+ was of. ',,,.., and ''-,).. contracts, respectively. The options are Volume (Qty.) 'We're heading for recession': US futures plunge and oil plummets to 17-year low as DAX, 934,052.56 USD The Dow Jones Industrial Average is traded on Wall Street each trading day between 3:30 pm and 10:00 pm CET. Nikkei 225; DAX®; FTSE 100; Dow Jones Industrial Average (DJIA). Trading Method. Market-Making (2)DAX® Daily Futures contract (All are written in JST)
Cboe Futures Exchange Daily Market Statistics. CFE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action.
The DAX futures market has good liquidity, and is estimated to have a daily volume of about 200,000 contracts. The Dax futures trading hours are from 8:00AM to 10:00PM in Europe, which is 2:00AM to 4:00PM Eastern in the United States. This page contains data on the Xetra DAX Index Futures CFDs. The DAX is a blue chip stock market index consisting of the 30 major German companies trading on the Frankfurt Stock Exchange. CME Group’s Exchange Daily Volume and Open Interest Report summarizes exchange-wide volume, including futures and options volume, for Globex, Clearport/PNT and Open Outcry. Volume figures are reported across divisions and asset classes to give you an instant grasp of market activity. Today's DAX Index prices with latest DAX Index charts, news and DAX Index futures quotes. daily and weekly trends. Algo Trading System S&P 500 Report For 03/16/2020 Name, Last Price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, 52-Week High and 52-Week Low. Performance View: Symbol, Name The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET, provided that more than five trades transacted within this period. DAX® Futures, Mini-DAX® Futures,MDAX® Futures and TecDAX® Futures are available for trading in
Today's DAX Index prices with latest DAX Index charts, news and DAX Index futures quotes. daily and weekly trends. Algo Trading System S&P 500 Report For 03/16/2020 Name, Last Price, Today's Opinion, 20-Day Relative Strength, 20-Day Historic Volatility, 20-Day Average Volume, 52-Week High and 52-Week Low. Performance View: Symbol, Name The daily settlement prices for the current maturity month are derived from the volume-weighted average of the prices of all transactions during the minute before 17:30 CET, provided that more than five trades transacted within this period. DAX® Futures, Mini-DAX® Futures,MDAX® Futures and TecDAX® Futures are available for trading in DAX® Mini-DAX® SMI® SLI Swiss Leader Index® volume, time as well as total volume for all options series or futures contracts Daily statistics. How was the day? The daily trading statistics provide a reliable source of all volumes in EUR, traded contracts and open interests of all Eurex Exchange products. It records daily and also