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Friday, March 2, 2018

THE DANGER OF SMALL RANGES

“Small ranges … no matter which way you step, there’s trouble!”

“Well, that escalated quickly yesterday afternoon in New York, didn’t it”? Seems 
we got a new “bogeyman”: tariffs. And when the SP500 index got “monkey 
hammered” and EURUSD didn’t go down according to the latest market  
“meme script”, things got out of hand on the upside with an 80+ PIP melt up 
into the NYSE close. “Oy” is an element best avoided.

With increasing frequency, EURUSD is coming into the European open from 
the Asian session with a very tight range, and then Europe is doing nothing 
with that for hours on end … “until the rubber band snaps and all hell breaks 
loose.” The problem with tight daily ranges [defined as less than 40 PIPS in 
EURUSD] are threefold; 1) the most obvious is the increasing probability, the 
longer it takes into the day, of the infamous “Flying Wedge of Death” [FWD] 
to appear and you end up buying the extremes multiple times looking for the 
range to be expanded, which doesn’t but by a few PIPS at most, and the results 
are a disastrous trading day, 2) the even more dangerous FWD that expands by 
a few PIPS each and every time it goes to the high and low, making all 
“breakouts” nothing but “false flags” that are quickly reversed after you get in 
and take a position, and 3) the more subtle but still disastrous trading plan that 
has you looking for more profit from each trade, thereby needing more PIPS 
from the market, just to get back to breakeven … and what I have seen floor 
traders do “back-in-the-day” is increase trading volumes exponentially, each 
and every time there is a failed position at one of the high/low extremes … and 
then it’s “curtains” with a trip to the “Trader’s Graveyard”. All from a do 
nothing small range day that doesn’t mean Mr. Jack Squat in the scheme of 
things.

And while it’s not a “hard & fast” trading rule, it’s something you definitely 
have to use “situational awareness”, each and every trading day. My criteria 
for EURUSD is generally 40 PIPS … anything under that by more than a 
couple of PIPS, and I don’t want to take a position … and why should I? Most 
likely, you either are going to get an FWD, or some kind of reversal where the 
first move to take the small range out and expand it, is in fact the “false flag” 
… FX does this all the frickin’ time, so I’m willing to miss out on a potential 
move simply cuz the reward/risk profile of the setup is not very good. The 
problem here for traders, is that if you consistently take these kind of trades, 
you better “take all of them”, cuz you’re gonna need the big movers to make up 
for all of the losses on the other ones. My experience is, though, after traders 
lose 3, 4, 5+ in a row of these kinds of moves from a tight range, they will start 
skipping the next ones, and then … BOOM! … here comes the 70+PIP move in 
20 minutes in a straight line up/down that would have made everything OK 
“well, things aren’t OK, cuz you missed it, and now the doubts creep in and you 
start wondering what the hell is wrong … raise your hand if you been there, done 
that … hmmm, that’s a lot of hands I’m seein’ in the air”!

Tight ranges usually manifest themselves in either FWD’s or end up as a daily 
candlestick “doji”, of some shape, manner, or form … often, the FWD is 
wrapped up inside the small “doji’s” that appear from time to time in EURUSD 
… historically, over years and decades, this occurs about 2% - 3% of the time, 
with occurrences coming in clusters, for example 3 out of 5 days, or 2 days in a 
row, near important news events like central bank interest rate decisions or the 
NFP report, and around major Holidays. Small range “doji’s” present the real 
problem; bigger range “doji’s” have enough of a range to capture profits before 
SHTF and the market starts to “chop”.

From my years and decades of trading experience, people get in trouble trading 
when they “chase price”, and ignore the “setup” … this is probably the biggest 
problem for veteran traders who consistently lose money; they form an opinion 
on market direction, and when it goes their way, it won’t come back in price to 
get them in, and finally when they can’t take another second of it going up/down, 
they take a position and it almost immediately goes against them .... and I used to 
hear the stories all the time in my years in the pits: “I was bullish all day, lost big 
money being long, and the market went up just like I thought it would; I was right 
and lost money … what the hell man, what’s wrong with me”?

And they would ask me, and I would tell them … but it was like talking to a 
group of cats … they heard nothing and did whatever the hell they wanted to do, 
and ended up losing themselves more money the next time. “Quite frankly folks, 
to put it into modern day EURUSD trading, I could care less where EURUSD is, 
where it’s going, or whether it’s at 1, 2, or 6 versus the U.S. Dollar … what 
difference does it make? … unless you learn to buy into the “concept” of buying at 
1 and selling at 3, or selling at 7 and buying at 5, you’re a lost puppy in search of a 
home. It’s the “setup” stupid; nothing more, nothing less. And it’s the “setup” that 
puts you in the profit position at the right place and at the right time”, not your 
opinion.

Turning to today’s market … for 3 solid straight days, it was tough to be long; 
many times it appeared EURUSD would never have another uptick the rest of 
the year … and then, POLS speak, President Trump slaps tariffs on China, the 
SP500 gets “whacked”, & Treasury 10 YR. yields collapse, and away the train 
goes leaving the station … now, you end up wondering if you can get a down 
tick to get in from the long side … welcome to FX.

I’m a little surprised we saw EURUSD climb to the 1.23200 area today [so far as 
I write] for a high; political event risk for EURUSD is at “DEFCON 1” over the 
weekend with both the final vote in Germany for Merkel’s coalition and the 
Italian general elections … either or both could cause some wild swings come 
Sunday night into Monday. And while today isn’t over by any stretch, I’d be 
somewhat surprised to see price vault the 1.23400 - 500 area … “with all the risk 
that potentially comes at the start of trading next week, if you’re wrong, do you 
really want to be forced to liquidate in the “dark hours” of Australia & New 
Zealand, with a spread that would choke Godzilla”? For my money, the shorts 
have already panicked late yesterday and early this morning … what’s left? 
Unless you somehow think people love to take “weekend risk” home and have a 
go at the EURUSD roulette wheel, where do current longs go for upward price?

And just when you thought it couldn’t get any worse from the Pie Holes who run 
the world, word comes from “Peter Pan” Kuroda that maybe … just maybe 
… QE ∞ is close to being finished at the BOJ! … well, where does that put 
USDJPY in a month or two? … and more importantly, EURJPY is gonna get 
pressured and could potentially put the “vice squeeze” on EURUSD … this is a 
development to keep your eyes on and ears open. EXIT QUESTION: “Who 
thinks there’s a snowball’s chance in hell that volatility goes down going 
forward”? [“Me neither”.]

Only one trade today … PAMM up between 0.1% - 0.2%.

It would have been nice to capture some of that explosion out of the tight 
range, but I don’t buy rallies or sell breaks, and I don’t [as a general rule] 
buy/sell breakouts on the M1. The “setup” was good, and the rest is history. 
And quite frankly, given the nature of the news today, and the risk coming 
over the weekend, the U.S. session for EURUSD is shaping up to be a 
“chopfest”. EURUSD trading as U.S. stocks open looks to be a “sucker’s 
play”.

And from 3 hours ago, it is a “slopfest” … stocks opening weak, and who 
knows where that animal is heading as the day wears on … one thing I do 
know, is I’m not interested in getting caught in something I can’t work my way 
out of as Europe closes, stocks go insane, and weekend position squaring takes 
over EURUSD … I don’t see anything but major league trouble in the New 
York afternoon session, with plenty of spikes in both directions on very thin 
volume; it can do what it wants … as far as I’m concerned, the day is over.

Next week looks to be highly volatile, capped off with the NFP report on Friday 
… through it all, the thing to remember is to concentrate on “setups”, and then 
liquidate on the spikes. It simply doesn’t matter where it goes in terms of price 
… who cares? … and the dirty little secret? … this is how you make a living 
trading … “learn it, live it, love it”! … I’m outta here early today cuz I’m 
playing golf on a very nice Caribbean 78° day, with light winds, few clouds, and 
plenty of sunshine … until Monday mi amigos … Onward & Upward!!

PAMM spreadsheet directly below. 


Have a great weekend everybody!

-vegas

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