1/3
Adding orderflow & liquidity side to this story:
In the month of December, Asia has remained rather flat in terms of CVD during their session.
Euro & US sessions show larger swings in CVD.
Adding orderflow & liquidity side to this story:
In the month of December, Asia has remained rather flat in terms of CVD during their session.
Euro & US sessions show larger swings in CVD.
2/3
OB liquidity* per window across sessions (1st pic) shows some interesting things:
- Asia actively removes liquidity
- Euro actively adds liquidity
- US is rather flat
The 2nd pic shows the cumulative liquidity from all trading windows for each session
*within 20% of price
OB liquidity* per window across sessions (1st pic) shows some interesting things:
- Asia actively removes liquidity
- Euro actively adds liquidity
- US is rather flat
The 2nd pic shows the cumulative liquidity from all trading windows for each session
*within 20% of price
3/3
So, even though Asia is notorious for low session returns & volatility, it's not due to taker orders (at least for December), but seemingly rather due to active liquidity removal.
Euro session is very interesting in terms of periodic addition of liquidity...
So, even though Asia is notorious for low session returns & volatility, it's not due to taker orders (at least for December), but seemingly rather due to active liquidity removal.
Euro session is very interesting in terms of periodic addition of liquidity...
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