orderflowanalysis.pdf

3
7/23/2019 OrderFlowAnalysis.pdf http://slidepdf.com/reader/full/orderflowanalysispdf 1/3 Sheet1 Page 1 RED  Asian Session 42000000000 BLUE Distribution  GREEN  US Session Cum. o!ume "our!# P$t % "our!# 12&00&00 A'  1.() *+NE , 10.-1 (22(-20 01&00&00 A'  1.0/ *+NE , 10.-1 4-02-40 02&00&00 A'  4.)( *+NE 1 2-.0- /1/-,040 0,&00&00 A'  /.,- *+NE 1 2-.0- -02(-420 04&00&00 A'  4.-/ *+NE 1 2-.0- )0/224))0 0&00&00 A'  4.4 *+NE 1 2-.0- ,/(,200 0)&00&00 A'  ,.,) *+NE 1 2-.0- 4101(0(0 0/&00&00 A'  ,.1 *+NE 1 2-.0- ,(4()0/00 0(&00&00 A'  ).)- *+NE 1 2-.0- (1/,/0(20 0-&00&00 A'  /.-4 *+NE 1 2-.0- -/00-,,20 10&00&00 A'  1/.( *+NE 2 4).21 ,411-)1)0 11&00&00 A'  /.22 *+NE 2 4).21 14012/2040 12&00&00 P'  4.4- *+NE 2 4).21 (/142(1(0 01&00&00 P'  /.,) *+NE 2 4).21 142(44,20 02&00&00 P'  4.) *+NE 2 4).21 (-2///200 0,&00&00 P'  2 *+NE 2 4).21 ,((1)4000 04&00&00 P'  1.2 *+NE 2 4).21 2,2(-(400 0&00&00 P'  0.)2 *+NE , 10.-1 2(40-)40 0)&00&00 P'  1.( *+NE , 10.-1 (4//0/00 0/&00&00 P'  1.0 *+NE , 10.-1 4(11,100 0(&00&00 P'  1.-- *+NE , 10.-1 -11(/(0 0-&00&00 P'  1.,2 *+NE , 10.-1 )04(040 10&00&00 P'  1.2) *+NE , 10.-1 //,/20 11&00&00 P'  1.- *+NE , 10.-1 (-,2-00 Euroean Sess.

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Page 1: OrderFlowAnalysis.pdf

7/23/2019 OrderFlowAnalysis.pdf

http://slidepdf.com/reader/full/orderflowanalysispdf 1/3

Sheet1

Page 1

RED   Asian Session 42000000000

BLUE

Distribution   GREEN   US Session Cum. o!ume

"our!# P$t % "our!#

12&00&00 A'   1.() *+NE , 10.-1 (22(-20

01&00&00 A'   1.0/ *+NE , 10.-1 4-02-40

02&00&00 A'   4.)( *+NE 1 2-.0- /1/-,040

0,&00&00 A'   /.,- *+NE 1 2-.0- -02(-420

04&00&00 A'   4.-/ *+NE 1 2-.0- )0/224))00&00&00 A'   4.4 *+NE 1 2-.0- ,/(,200

0)&00&00 A'   ,.,) *+NE 1 2-.0- 4101(0(0

0/&00&00 A'   ,.1 *+NE 1 2-.0- ,(4()0/00

0(&00&00 A'   ).)- *+NE 1 2-.0- (1/,/0(20

0-&00&00 A'   /.-4 *+NE 1 2-.0- -/00-,,20

10&00&00 A'   1/.( *+NE 2 4).21 ,411-)1)0

11&00&00 A'   /.22 *+NE 2 4).21 14012/2040

12&00&00 P'   4.4- *+NE 2 4).21 (/142(1(0

01&00&00 P'   /.,) *+NE 2 4).21 142(44,20

02&00&00 P'   4.) *+NE 2 4).21 (-2///200

0,&00&00 P'   2 *+NE 2 4).21 ,((1)4000

04&00&00 P'   1.2 *+NE 2 4).21 2,2(-(4000&00&00 P'   0.)2 *+NE , 10.-1 2(40-)40

0)&00&00 P'   1.( *+NE , 10.-1 (4//0/00

0/&00&00 P'   1.0 *+NE , 10.-1 4(11,100

0(&00&00 P'   1.-- *+NE , 10.-1 -11(/(0

0-&00&00 P'   1.,2 *+NE , 10.-1 )04(040

10&00&00 P'   1.2) *+NE , 10.-1 //,/20

11&00&00 P'   1.- *+NE , 10.-1 (-,2-00

Euroean Sess.

Page 2: OrderFlowAnalysis.pdf

7/23/2019 OrderFlowAnalysis.pdf

http://slidepdf.com/reader/full/orderflowanalysispdf 2/3

Sheet1

Page 2

o!ume

EURUSD USDP AUDUSD GBPUSD

EURUSD USDP AUDUSD GBPUSD

EURUSD GBPUSD USDP EURGBP

EURUSD GBPUSD USDP EURGBP

EURUSD GBPUSD USDP EURGBPEURUSD GBPUSD USDP EURGBP

EURUSD GBPUSD USDP EURGBP

EURUSD GBPUSD USDP EURGBP

EURUSD GBPUSD USDP EURGBP

EURUSD GBPUSD USDP EURGBP

EURUSD GBPUSD USDP USDCAD

EURUSD GBPUSD USDP USDCAD

EURUSD GBPUSD USDP USDCAD

EURUSD GBPUSD USDP USDCAD

EURUSD GBPUSD USDP USDCAD

EURUSD GBPUSD USDP USDCAD

EURUSD GBPUSD USDP USDCADEURUSD USDP AUDUSD GBPUSD

EURUSD USDP AUDUSD GBPUSD

EURUSD USDP AUDUSD GBPUSD

EURUSD USDP AUDUSD GBPUSD

EURUSD USDP AUDUSD GBPUSD

EURUSD USDP AUDUSD GBPUSD

EURUSD USDP AUDUSD GBPUSD

Page 3: OrderFlowAnalysis.pdf

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Sheet1

Page ,

o!ume

Per 'inute

EURP USDCAD 14204(2

EURP USDCAD (1/1-

EURP AUDUSD -2-((4

EURP AUDUSD 104(2/

EURP AUDUSD 10120411EURP AUDUSD (--/20

EURP AUDUSD )(41-)(

EURP AUDUSD )414,4

EURP AUDUSD 1,)22(4/

EURP AUDUSD 1)1)(222

 AUDUSD USDC"3 )())02)

 AUDUSD USDC"3 2,,4,4

 AUDUSD USDC"3 142,(0,

 AUDUSD USDC"3 2,(0/,-2

 AUDUSD USDC"3 14(/-)20

 AUDUSD USDC"3 )4)-400

 AUDUSD USDC"3 ,((1)40EURP USDCAD 4/,4-4

EURP USDCAD 1412(4

EURP USDCAD (01((

EURP USDCAD 11-/),

EURP USDCAD 100(0(4

EURP USDCAD -)22)2

EURP USDCAD 14(-21