Volume Profile

<< Click to Display Table of Contents >>

Navigation:  Depth & Sales >

Volume Profile

There volume profile shows the number of trades executed at each level. There are two types of profile available.

 

Consolidated Profile

JIGSAW~1_img59

 

This profile shows total number of contracts traded at each level. It will also highlight the Value Area, Session VWAP and POC. Depth & Sales will populate the Consolidated Volume Profile at startup. This will be done based on the Session Template on the chart that Depth & Sales is attached to.

 

JIGSAW~1_img60

 

In this case, the session template is “CME US Index Futures ETH” which is the extended session including the overnight Globex session. With this session template in use the volume profile will be populated based on the trades since 16:15 the previous evening.

 

 

The Volume Profile can be set to highlight the Value Area, POC and VWAP of the profile:

 

JIGSAW~1_img61

 

Simply check the box to enable the highlighting of each item.