Daily Comment

Derivative
Daily Comment
. . 2559
9
• Today Strategy: Gold $ *
mm 6
" 1,250 . ' *-/' .!- +"' trading short Oil $ *
) trading short
) trading long " ก
ก
Market Movement
+ * COMEX $
6.30
*1$
*1 ก - * + ก )" - 1,259.65 s 1,277.81 0'
." (6 1,255 USD*1
• Gold
1,260.71
Key Factors
. '$ *
+ !
" กก &
ก.&
, /2 !'* ",'
ก )$ *
ก &
ก . ก
! !- *
)* & k uก
- mm 6 ก! ก
*12 $%
$ v ก# ก - * 0- ก
ก ก , - +"m!0 & ก $ )0,! ECB +
,)ก $ )0,!& FED + $ "" ' )
ก#/(กก
ก
& SPDR &
ก! #ก '
+"'
*
&
!0
- v
+ ก
240
. '
$ *
" ก.$
*' + ก & &2 +"' MACD ) RSI
$ *
) " , ' ! *.!-" ,
m
6 1,250 " m ) trading long " ก
" 1,250 . ' */' .!- +"' trading short
• Gold
ก
&
ก. ! ก
-2
•
93.9 )
2
• SPDR
#ก
ก-
ก. .
NFIB - ก 92.9
ก 6 94.5
2.38 *
!/
ก-
- ก .* ! ก-
ก 6
ก /
4
790.74 *
%Chg.
Chg.
-6.30 -0.50%
-0.33 -2.14%
-2.38 -0.30%
+0.00 +0.00%
+0.14 +0.14%
-0.0003 -0.03%
-0.05 -0.14%
-1.19 -2.91%
-1.40 -3.69%
-109.85 -0.64%
-17.55 -1.94%
6
8
Gold
1.68
Silver
2.55
USD Index
-1.02
EURO/USD
1.32
USD/BAHT
-0.48
5.31
7.37ICE Brent
Crude Oil
Dow-Jones
0.38
SP500
-0.36
SET
0.68
SET50
0.91
0
5
10
5.87
536 * & GDP .* ! 4/2558 q/q - ก 0.3%
) -ก
Price
1,260.71
15.31
790.74
10,035.00
97.21
1.1009
35.35
39.65
36.50
16,964.10
887.92
0
-5
ก-
ก*
Gold (Comex)
Silver (Comex)
SPDR (Tonnes)
iShare Silver Trust
USD Index
EUR/USD
USD/THB
ICE Brent
Nymex Crude
Dow Jones Index
SET50
Exclusive News
• 1234 0 h, ก &
!" 02-618-0626
6 !
,a
& )
019462
ก6f $g ! , hi
& )
053644
h k , h
3('0)"
0.00
0.66
-1.66
-0.45
5.85
6.79
5.13
7.56
15
20
25
Gold
Silver
USD Index
EURO/USD
USD/BAHT
20.59 ICE Brent
Crude Oil
22.94
Dow-Jones
SP500
SET
SET50
" '1
*- ก
ก ก
ก
! "# $% &' !( $ )ก ก * + + ก
, .!-. '! */,$ ) + ก 0ก0 " 0 +"'1 & *- - + 12
'
! "# - * $ )ก ก " - &' !( 3('
"# - ! ! !) ! - 0 /
! . '
&' !( $ ก4.!-. ' $% ก
&' #
*- - +
5 )3('
.!&'
!+ ก .$+0'.!- - ก 6+ 7
! ก - $%
& 3('
+0' $% &' !( $ )ก ก * +
ก , +0' ,
+ ก * +
,
Derivative
Daily Comment
. . 2559
9
Spot Gold
I JK
1,280/1,300
I 3L 1,250/1,230
Symbol
Gold
Gold 96.5%
GFJ16
Resistance 1,280/1,300 21,530/21,850 21,570/21,890
Support
1,250/1,230 21,010/20,670 21,050/20,710
Technical Commentary
• M ก3 O PQ !
+ ก
240
. '$ *
" ก.$
*' + ก &
&2 +"' MACD ) RSI $ *
) " , '
! *.!-" ,
m 6 1,250
" m
• Strategy : trading long " ก
" 1,250 . ' *-/' .!+"' trading short
Price range
) ) : (-+ ก 1,180s1,280
) )ก : (-+ ก
1,140 s1,340
) ) : (-+ ก 1,100s1,400
Key Point
Positive View( + )
•
ก )*,' k uก & h
•
!*' ก /
+ u )
! * ก$ 3 3
• h.ก
) 1 !ก /
!&2
Negative View( - )
•
&# - &2
ก
$
ก
v
!&2
$% ,
" '2
*- ก
ก ก
ก
! "# $% &' !( $ )ก ก * + + ก
, .!-. '! */,$ ) + ก 0ก0 " 0 +"'1 & *- - + 12
'
! "# - * $ )ก ก " - &' !( 3('
"# - ! ! !) ! - 0 /
! . '
&' !( $ ก4.!-. ' $% ก
&' #
*- - +
5 )3('
.!&'
!+ ก .$+0'.!- - ก 6+ 7
! ก - $%
& 3('
+0' $% &' !( $ )ก ก * +
ก , +0' ,
+ ก * +
,
Derivative
Daily Comment
. . 2559
9
Gold Futures : GFJ16
Remarks
ก 1 UVTT 3W Gold Spot Q6T I6TP
ก 0.10 L
QP! L Q6T I6TP
3
Gold Futures Q6T I6TP ( L
)
16.80
59.64
6X"" JKVPJ!UJ
•
•
•
•
•
ก
ก
ก
ก
!
."
$ &2 *
$ )ก k*
&' 1
$ )ก k*
&
-
ก & h
ก " u5
& k uก & " u
& h
ก
) 1
& k uก
" '3
*- ก
ก ก
ก
! "# $% &' !( $ )ก ก * + + ก
, .!-. '! */,$ ) + ก 0ก0 " 0 +"'1 & *- - + 12
'
! "# - * $ )ก ก " - &' !( 3('
"# - ! ! !) ! - 0 /
! . '
&' !( $ ก4.!-. ' $% ก
&' #
*- - +
5 )3('
.!&'
!+ ก .$+0'.!- - ก 6+ 7
! ก - $%
& 3('
+0' $% &' !( $ )ก ก * +
ก , +0' ,
+ ก * +
,
Derivative
Daily Comment
. . 2559
9
ICE Brent
ICE Brent Futures
Technical Commentary
• M ก3 O PQ !
! + ก
240
$ *
" $ * ) ,ก
*' *-. !! / . ' +"'
- *
ก
&
ก.
mm 6 MACD ) RSI - mm 6 - * +"'
! ก กu ! ก• Strategy trading short
• I JK 40.0 / 41.5
• I 3L 38.0 / 36.0
BRH16
Exclusive News
!
$ *
" 2.9 % (- 39.65
*-
+ 0- 39.31-41.48
"
ก
*
, ( , &
/
$% , ( , & ${ 2016 ( * ) , - ( * )* 2 $ ! 6ก
3 * ! ก#*- ! $ ) k3('3 * !
12 !/2 " "-
- .!- "# ' ก 3 ก
,-
!
ก ก
3('3 * !
$%
+"m- ,ก$ ) k
&' - !+ ! * ก * 2 $ ! 6ก 3 * *$% *'
*
ก
!
1
)
(-+ ) * /2 ) ! /
ก0 " + " u กก $
$ ! 6ก 3 *. ' ".!- 0-
*- ก
1.19
"! ก
ก
,- &2 &
ก &2 +
!
! ก# )
ก- }
" '4
ก ก
ก
! "# $% &' !( $ )ก ก * + + ก
, .!-. '! */,$ ) + ก 0ก0 " 0 +"'1 & *- - + 12
'
! "# - * $ )ก ก " - &' !( 3('
"# - ! ! !) ! - 0 /
! . '
&' !( $ ก4.!-. ' $% ก
&' #
*- - +
5 )3('
.!&'
!+ ก .$+0'.!- - ก 6+ 7
! ก - $%
& 3('
+0' $% &' !( $ )ก ก * +
ก , +0' ,
+ ก * +
,
Derivative
Daily Comment
. . 2559
9
USD/THB
US Dollar Index
USDH16
Technical Commentary
Technical Commentary
• M ก3 O PQ ! 0 ก,
+ ก
240
$ * !&2 mm 6 MACD
RSI $ * !&2 */(กก
' ก-*+ ก
• Strategy trading + ก
• I JK 98.6 / 99.4
• I 3L 96.6 / 95.6
)
• M ก3 O PQ ! USDH16 + ก
$ * !&2 mm 6 MACD
!&2
! ก
ก . ' *ก &# - (• Strategy trading + ก
• I JK 35.75 / 36.20
• I 3L 35.25 / 35.05
240
) RSI $ *
(-+ ก
Exclusive News
",'
&- ก ก , ก '
&
ก )*,' 1 + u ) ก, $
)
ก ! *ก +"!- ก ก ก 0) * & k uก ก
v +
&6) ก
,
&
" '5
*- ก
ก ก
ก
! "# $% &' !( $ )ก ก * + + ก
, .!-. '! */,$ ) + ก 0ก0 " 0 +"'1 & *- - + 12
'
! "# - * $ )ก ก " - &' !( 3('
"# - ! ! !) ! - 0 /
! . '
&' !( $ ก4.!-. ' $% ก
&' #
*- - +
5 )3('
.!&'
!+ ก .$+0'.!- - ก 6+ 7
! ก - $%
& 3('
+0' $% &' !( $ )ก ก * +
ก , +0' ,
+ ก * +
,
Derivative
Daily Comment
. . 2559
9
Economic Calendar
Date
7 . . 2559
8 . . 2559
9 . . 2559
10 . . 2559
11 . . 2559
Country
JP
US
US
JP
CN
GB
EU
US
US
US
JP
CN
CN
EU
EU
US
US
JP
US
Impact
3
1
1
2
3
2
1
1
1
3
1
3
2
3
3
3
1
1
2
Time
10:40
22:00
3:00
6:50
16:15
17:00
18:00
22:00
22:30
6:50
8:30
8:30
19:45
20:30
20:30
2:00
6:50
20:30
Index
/'
$ k $ )h h
0 v )*
ก. . m/m
0 3(' v
!. . m/m
* & GDP .* ! 4/2558 q/q
, ก '
ก. .
/'
$ k $ )h h
* & GDP .* ! 4/2558 q/q
0 h, ก &
#ก
ก. . NFIB
*„ ก ' !. . m/m
!
$ "
0
3(3' *
ก. . y/y
0
3(' v
ก. . y/y
0
3(3' *
ก. . y/y
* ก
ก $ )0,!& h
ก
* &&
ก ก $ "
, $ )! 6ก & u
" u5
0 v ก 3 * .* ! 4/2558
&'
ก. . m/m
Actual
ก m$,‚
-2.4
10.5B
-0.3%
210B
ก
กƒ
0.3%
92.9
Forecast
Previous
16.8B
-0.4%
329B
0.4
21.3B
-0.4%
406B
0.3%
94.5
-0.2%
-3.4%
1.8%
-4.9%
0.05%
0.3%
93.9
-0.1%
10.4M
-3.1%
1.8%
-5.3%
0.05%
272K
-198.3B
4.2
-0.7%
278K
55.2B
3.8
-1.1%
, $
Impact:High Impacts 3 / Medium Impacts 2 / Low Impacts 1 / Non-Impacts 0
CN s China / DE s Germany / FR s France / ES s Spain / EU s European Union / IT s Italy / JP s Japan / TH s Thailand / US s United States
Sources:Reuters, Bloomberg ) Infoquest
" '6
*- ก
ก ก
ก
! "# $% &' !( $ )ก ก * + + ก
, .!-. '! */,$ ) + ก 0ก0 " 0 +"'1 & *- - + 12
'
! "# - * $ )ก ก " - &' !( 3('
"# - ! ! !) ! - 0 /
! . '
&' !( $ ก4.!-. ' $% ก
&' #
*- - +
5 )3('
.!&'
!+ ก .$+0'.!- - ก 6+ 7
! ก - $%
& 3('
+0' $% &' !( $ )ก ก * +
ก , +0' ,
+ ก * +
,
Derivative
Daily Comment
. . 2559
9
Investor Types
Futures Market (1]]
)
Metal Futures (1]]
)
2,466
3,000
80,000
60,750
2,000
60,000
1,000
4,840
40,000
0
20,000
0
311
-1,000
-20,000
-2,000
-40,000
2,155
-3,000
-60,000
-80,000
65,590
Oil Futures (1]]
)
Currency Futures (1]]
34
40
600
30
)
453
400
20
10
200
0
0
0
0
-10
-200
34
-20
-400
-30
-40
453
-600
Market Summary
Symbol
Settlement Price
GF10J16
1
Close
2
Change
1
Change
2
Volume
1
Volume
2
2
Open Interest
Theory Price
3
Days to Expire
(Night)
(Day)
(Night)
(Day)
(Night)
21,360
21,350
+110
-150
9,143
7,044
14,021
21,087
50
GF10M16
21,400
21,400
+100
-130
1,643
1,169
7,409
21,136
112
GF10Q16
21,470
21,480
+120
-150
490
252
1,500
21,186
174
GFJ16
21,350
21,340
+120
-160
471
193
1,298
21,087
50
GFM16
21,410
21,410
+120
-150
74
55
506
21,136
112
GFQ16
21,500
-
+40
-80
9
16
104
21,186
174
BRH16
1,399
1,409
+27
-18
108
110
378
1,401
21
USDH16
35.41
35.45
+0.04
+0.00
506
53
11,853
35.38
21
Sources: TFEX, Settrade
1 s End of Day (Evening Session)
*- ก
2 s Night Session
3 s Pre-Morning Session
" '7
ก ก
ก
! "# $% &' !( $ )ก ก * + + ก
, .!-. '! */,$ ) + ก 0ก0 " 0 +"'1 & *- - + 12
'
! "# - * $ )ก ก " - &' !( 3('
"# - ! ! !) ! - 0 /
! . '
&' !( $ ก4.!-. ' $% ก
&' #
*- - +
5 )3('
.!&'
!+ ก .$+0'.!- - ก 6+ 7
! ก - $%
& 3('
+0' $% &' !( $ )ก ก * +
ก , +0' ,
+ ก * +
,