Getting Started

Powered by Quant Analytics, the FX Market Profiles dashboards - EBS Spot FX vs Futures, FX Link vs Futures, and Historical Market Analysis, allow traders to compare and contrast CME FX products on a side-by-side basis to improve context and decision making.

 

Note: Data is updated on a T+1 day basis: the tool does not provide real time / trade date data, it is providing backward looking data for analysis. Transactions made on a Sunday before 10 p.m. UTC are filtered out..

Login and Logout

 

Prior to logging in to the dashboards users should ensure they have a CME Group Login and have completed the

 

Quant Analytics Client Registration Form for entitlements and have been approved for access.

To login to FX Market Profile dashboards:

1. Go to https://login.cmegroup.com/

2. If you are not already logged in, enter your Email / User ID and password, then select LOG IN.

3. Complete 2-factor authentication either via Duo or enter the code that was sent to your mobile device or primary phone.

4. Go to Apps & Analytics > Smart Insights Platform > Market Profiles

Note: For login or access issues, go to the CME Group Login page or contact Enterprise Application & System Entitlements (EASE).

To logout of FX Market Profile dashboards:

The session will expire automatically after a period of inactivity.

Navigation

Use the top toolbar to configure the display of information on the dashboard.

Note: After making any changes click the update icon to see the changes reflected in the dashboard.

 

The following navigation is common to all three dashboards except where noted:

Currency

The dashboards cover liquidity for a subset of Globex traded products for Spot FX (EBS), FX Futures and FX Link. Additionally, Metals support is provided specifically for EBS cash versus futures comparisons. The three dashboards feature the same 18 currency pairs. Additionally, EBS Spot FX vs FX Futures and Historical Market Analysis display data for two metal pairs, XAUUSD and XAGUSD.

Date

Use Presets to review data over days, weeks, months, year to date, or choose Custom to enter a specific date range. The default setting for Historical Market Analysis is the previous 90 days.

Start and End Hour

Specifying a start and end hour displays an intra-day time period on the dashboard. By default, the tool displays 00∶00 – 20∶00 UTC.

 

Order Book Level

In addition to TOB data, choose to view spread and order size data for up to ten levels of the order book. This allows traders to see how the spreads and order book depth change.

Granularity

Select the time granularity to display:

  • from 5 minute intervals up to 1 hour for EBS Spot FX vs FX Futures and FX Link vs Futures

  • daily, weekly, or monthly for Historical Market Analysis

Volume Plot (FX Link vs Futures and Historical Market Analysis)

The traded volume chart for Futures and FX Link can be displayed in terms of the number of contracts traded, or the percentage of volume observed in each time period.

Contract (FX Link vs Futures and Historical Market Analysis)

This allows you to spread and volume data for either the most active / lead month (typically the front quarterly contract in the major currency pairs) or top 2 contract contract months blended together.

Hover

To view details for a point in time, hover over a data point.

Zoom

To see granular details, click and drag over a specific interval. Click Reset zoom to return to the main chart.