natasha costume jewelry wholesale How did the CCL in Wenhua Finance come from?

silver 925 jewelry wholesale CCL is a position, and data is provided by the exchange.

The positioning refers to the proportion of the market value (amount) of the currency product held by investors now in their hands. In the futures market, the position of holding refers to the total of the position of buying (or selling) before the closure of the liquidation. Generally, it refers to the sum of the unlike contract of the buying and selling direction. It is also called the order. Analysis of changes in the amount of holding can analyze the size, changes and long -short power updates of the market's long and short forces, thereby becoming one of the technical analysis indicators different from stock investment.

In the analysis of futures graphics technology, the coordination of the transaction volume and the amount of positioning is very important. Correctly understanding the relationship between trading volume and the amount of positions can be more accurately grasped to grasp the combination of graphics K -line analysis, which is conducive to in -depth understanding of market language.

The expansion information:

changes meaning:

For investors, the position of its own position is naturally clear. The total number of positions in the entire market can actually be obtained. In the market information published on the exchange, there is a "total position" column, which means that the number of "unbound contracts" on the market's futures contract on the market is. Traders are constantly losing their positions during the transaction, so the total positions are constantly changing. Due to the larger or smaller holding or smaller, it reflects the market's interest in the contract, which has become an indicator of investors very much. rnrn如果总持仓一路增长，表明多空双方都在开仓，市场交易者对该合约的兴趣在增长，越来越多的资金在涌入该合约交易中;相反， When the total positions have decreased all the way, it is indicated that the long and short parties are out of the position, and traders' interest in the contract is ebb. Another situation is that when the transaction volume increases, the total holding of positions has not changed much, which indicates that it is mainly based on changing transactions.

Auxiliary indicators:

The holding volume: Auxiliary indicators to judge trend.

The positioning is the unique concept of the futures market, which refers to the number of a contract with a contract with a certain contract. Similar to the circulating equity in the stock market, it is only a lot of circulation stocks. The one -handed contract corresponds to both and the empty parties. The amount of positioning in my country's commodity futures market is based on bilateral statistics, but the stock index futures market is based on unilateral statistics.

The increase in positioning, indicating that the funds are flowing into the market, and the divergence between the two parties on the price trend is increasing; the decrease in the position of the position indicates that the funds are lost and the trading interest of the multi -short parties decreases. Theoretically, the amount of positioning in the futures market is infinite, especially when the amount of positioning is often created in the case of "littering".

The relationship between the amount of position and price is mainly reflected in: in the upward trend, the increase in positioning is a steady upward trend signal, and the decrease in the amount of positions means that the price may turn to shock or even fall; In the downward trend, as long as the amount of positions does not appear significantly decreased, it is a drop signal.

In fact, the number of positions represents market emotions. After the difference in price exercise to a certain range, the result gradually clear, the losing or profitable party is over; The increase in quantity is obvious, and once the upward or downward price breakthroughs, the subsequent price movement will be very severe.

The Shanghai -Shenzhen 300 Index Futures has been listed for more than two months. However, an example has proved the role of the analysis of the amount of positions. From May 31st to 25th, the Shanghai and Shenzhen 300 spot index was narrowed from the range of 2700 to 2800. 22592 hand increased to 24467 hands.

But the number of positions increased by 10%on June 28, hitting a new high since the listing, and the narrow shock pattern of the next month was broken. June 29th has broken down.

The decline of the stock index is the fundamental factor. The change in the position of the position is only used as auxiliary indicators to judge the price trend. It is better to use it with the analysis of the main position. In addition, the changes in the amount of positions during the monthly exchange period of the main contract cannot be used as a basis for judging the price trend. In order to avoid the monthly change, the price of the IF index can be analyzed with the price and the amount of positions.

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