9/16/2015 Core CPI (0830 EDT)
Core Forecast: 0.1%
Core Actual: 0.1%
Previous revision: n/a
Regular Forecast: 0.0%
Regular Actual: -0.1%
Previous Revision: n/a
DULL FILL
Started @ 0.008301
1st Peak @ 0.008333 – 0830:01 (1 min)
32 ticks
Reversal to 0.008301 – 0830:20 (1 min)
32 ticks
Pullback to 0.008319 – 0837 (7 min)
18 ticks
Reversal to 0.008306 – 0855 (25 min)
13 ticks
Expected Fill: 0.008310 (long)
Slippage: 5 ticks
Best Initial Exit: 0.008313 – 3 ticks (likely exit 3-5 tick loss)
Recommended Profit Target placement: 0.008319 (just above the OOD)
Notes: Another whipsaw after last month. This time it allowed an exit around breakeven, the quicker the better as it trickled short between 2 and 20 sec after the report.
