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EURGBP - Hedging Strategy of the Week (Profit Target: 196 pips)

Wednesday, 22 August 2007 17:27:29 GMT

Written by Antonio Sousa, Currency Analyst

Currency Pair: EURGBP

Entry Zone: Go both long and short at the market if the price is at any level within the 0.6671-0.6867 range

Protective Stop: Long stop below 0.6537 and short stop above 0.7020

Profit Target: Long Target at 0.6867 and Short Target at 0.6671

Profit Potential: 196 pips (excluding transaction costs and slippage)

The most effective way to capitalize on currencies pairs that are trapped in tight ranges is through the use of hedging. The hedging feature is currently available on all accounts using FXCM’s No Dealing Desk service.  For more information on FXCM hedging strategies please visit http://www.fxcm.com/hedging.jsp 

hedging 0822

 

The EURGBP is our primary target for hedging in the week ahead, with clear range-bound trade and concrete support and resistance levels. To hedge, go both long and short at the market if price stays within the above Hedging Zone. Take profits at R1 for longs and at S1 for shorts, covering losses above R2 or below S2. 

Hedging Radar - Find More Hedging Opportunities

 

Entry Zone -> Go both long and short at the market if the currency is at any level within the Hedging Zone. 

Profit Taking ->Target for the long order is the top of the entry zone, for the short order is the bottom of the entry zone.

Stop Levels are Key Support and Resistance Points -> Place the actual stops a few pips above the higher level and a few pips below the lower level. The break of these levels signals that the ranges have been broken and the hedging strategy should no longer be implemented.

The lower the Average True Range, the Less Risky the Currency is for Hedging.

 

 

More Low Risk Hedging Opportunities

Currency

% ATR Rank

Stop for Long

Hedging Zone

Stop for Short

Profit Range

EURCHF

|||||| 0.40%

1.5900

1.6200

1.6500

1.6800

300 pips

EURGBP

||||||||| 0.42%

0.6537

0.6671

0.6867

0.7020

196 pips

GBPCHF

|||||||||||| 0.61%

2.3300

2.4055

2.4758

2.5400

703 pips

 

 

 

 

 

 

 

 

Medium Risk Hedging Opportunities

Currency

% ATR Rank

Stop for Long

Hedging Zone

Stop for Short

Profit Range

EURUSD

|||||||||||| 0.61%

1.3000

1.3300

1.3600

1.3900

300 pips

CHFJPY

|||||||||||| 0.78%

92.00

95.00

98.00

101.00

300 pips

USDCAD

||||||||||||| 0.83%

1.0200

1.0400

1.0800

1.1000

400 pips

 

 

**How is the % ATR Rank Calculated?

 

The average true range is the 90 days moving average of the currency’s true range. The true range is the greatest of: the difference between the current high and the current low; the difference between the current high and the previous close or the difference between the current low and the previous close.

 

The %ATR is the relative value of the ATR when weighted against the price. For example, if the ATR for the EURGBP is 26 pips then the %ATR is 0.4 percent since 0.0026/0.6602 = 0.4% where 0.6602 is the quoted price of the EURGBP.

 

 

 

For more information on FXCM hedging strategies please visit http://www.fxcm.com/hedging.jsp 

 

 

 

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