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๐Ÿ“Š CME OI Data โ€” โ€”
Data is stored per pair ยท switch pairs in the main tab bar to configure each one separately
Locked to the active pair tab. Switch pair first, then open OI config.
Leave blank to use current live price for this pair.
Showing previously saved data for this pair โ€” paste new data to overwrite, or click Analyse to re-run with the existing data. Max 200 rows.
Saved change data shown above if available. If row count matches main table it overrides embedded change columns.
Exclude strikes with total OI below this
โš™ Confluence Proximity Caps
Stored in Cloudflare KV โ€” persists forever. Changes take effect immediately on next render.
FX Pairs EUR/USD ยท GBP/USD ยท USD/JPY ยท AUD/USD
Confluence pipspips
Max pip distance between today's and yesterday's Fib for a confluence to exist. Wider = more levels.
Cluster merge factor0โ€“1
Fraction of confluence pips used to merge nearby levels into one. Higher = fewer, broader clusters.
Asia min pips (daily Fib)pips
Min Asia session range (pips) before daily Fib retracements are matched against confluences. Below this Asia is too compressed.
Structural Fib lookback (days)days
How many days of 30m bars to search for the structural range high/low and swing pivots. Default 30.
Structural Fib pivot Nbars
A bar is a swing high/low if its extreme dominates N bars on each side. Higher N = only major pivots. Default 5.
OI Wall ATR fractionfraction
Fraction of ATR as proximity zone. Higher = wider OI wall catch radius.
OI Wall pip cappips
Hard maximum pips regardless of ATR. Whichever of fraction/cap is smaller wins.
Pivot ATR fractionfraction
Pivot pip cappips
Range boundary ATR fractionfraction
Range boundary pip cappips
Gamma flip ATR fractionfraction
Gamma flip pip cappips
Fib pivot zone ATR fractionfraction
Used in Fib confluence star rating (enhanceConfluences).
Fib pivot zone pip cappips
Gold XAU/USD โ€” wider pip values
Confluence pipspips
Gold pips ($0.10 each). Default 200 = $20 max distance. Lower = fewer but tighter confluences.
Cluster merge factor0โ€“1
Default 0.30 = $6 merge radius at 200 pip threshold. Increase to collapse more nearby levels.
Asia min pips (daily Fib)pips
Gold pips ($0.10 each). Default 150 = $15 min Asia range before daily Fib matching is enabled.
Structural Fib lookback (days)days
Days of 30m bars for structural range/swing sweep. Default 30.
Structural Fib pivot Nbars
N-bar dominance required to qualify as a swing pivot. Higher N = fewer, larger pivots. Default 5.
OI Wall ATR fractionfraction
OI Wall pip cappips
Pivot ATR fractionfraction
Pivot pip cappips
Range boundary ATR fractionfraction
Range boundary pip cappips
Gamma flip ATR fractionfraction
Gamma flip pip cappips
Fib pivot zone ATR fractionfraction
Fib pivot zone pip cappips
NAS100 NAS100_USD โ€” points, not pips
Confluence pointspts
Points distance for two Fibs to cluster. Default 100 = ~0.5% at 20000.
Cluster merge factor0โ€“1
Default 0.30 = 30-point merge radius at 100-point threshold.
Overnight min pointspts
Min overnight range in points before Fib matching is enabled. Default 50.
Structural Fib lookback (days)days
Days of 30m bars for structural sweep. Default 30.
Structural Fib pivot Nbars
N-bar dominance for swing pivot. Default 5.
OI Wall ATR fractionfraction
OI Wall pt cappts
Pivot ATR fractionfraction
Pivot pt cappts
Range boundary ATR fractionfraction
Range boundary pt cappts
Gamma flip ATR fractionfraction
Gamma flip pt cappts
Fib pivot zone ATR fractionfraction
Fib pivot zone pt cappts
๐Ÿ“‹ COT โ€” CFTC Report URLs
Configure weekly CFTC report URLs by asset class. Updated each Friday.
Covers EUR, GBP, JPY, AUD, CAD, CHF, NZD & NAS100 (NQ E-mini) · Pattern: financial_lof[MMDDYY].htm
Covers XAU/USD (COMEX Gold, GC futures) · Pattern: disaggregated_lof[MMDDYY].htm
How to find this week's URLs:
Go to cftc.gov โ†’ Market Reports โ†’ Commitments of Traders, then:
Financial Traders (Combined) โ†’ Long Format → FX + Equities URL
Disaggregated Traders (Combined) โ†’ Long Format → Gold URL
Right-click the link โ†’ Copy link address, paste above.