USD: Questionable Market Behavior
Nov.03, 2009 in
Dark Pools, Data Vendor, Electronic Markets, Flash Trading, Nymex, Stop Running, US Dollar Index
I’m looking at a very curious daily trading range of 5.12 for the Dollar Futures Index on NYMEX. That’s about 5 times larger than the largest daily range in the past five months. Within the next couple weeks, most quote vendors will have cleansed today’s bar out of their quote systems because it makes their [...]
