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Currency Futures Market Profile


Could someone help me with the market profile data for Currency futures? I would like to have the VAL, POC, and VAH for the EURO FX futures, British Pound FX futures.

Also, it would be nice to have the monthly, quarterly and yearly floor trader pivots published on the "My pivots" forum.

THanks
Hi actuary,

Welcome to the forum and site.

We generally don't trade currencies here so we don't calculate the Market Profile figures for them.

With respect to monthly quarterly and yearly floor pivots these would generally only apply to the cash instruments as the futures have too short a lifespan to have data that covers more than 3 months of trading. You can easily calculate these with the Pivot Point Cacluator by plugging in the relevant values.