hard · Order Flow Analysis

The Euro FX (6E) makes a new session high at $1.0950. The Footprint for the high-making bar shows 850 contracts traded at the Ask at $1.0950 and only $20 on the Bid at $1.0949. The bar closes at $1.0942 with a bar Δ of -1,400. Cumulative Δ has been making lower highs while price makes higher highs.

What is the highest probability trade action?

  1. Enter short on the next bar, targeting the Value Area Low, using $1.0951 as a stop.
  2. Wait for $1.0950 to be exceeded to confirm the strength of the buying imbalance.
  3. Sit out as the market is showing conflicting signals between Δ and price action.
  4. Enter long on a retest of $1.0950, expecting the aggressive buyers to defend their position.

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