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Could it be that currency futures are way easier to trade?
About micro futures contracts with good liquidity (e.g m6e) I think they could be way easier to trade rather than indexes/commodities/treasuries/etc not only cause of low margins, but overall cause they tend to lateralize most of time, then giving opportunities to scalp some ticks when there is no reports/events/etc ...
What do you think about this? I think that most chances of winning are in trading ranges, rather than trying to guess where an index is going at a certain point, for example.
Can you help answer these questions from other members on NexusFi?
My first thought is the opposite, but that's just my gut feel. Isn't there a high correlation amongst the micro currency contracts?
M6A - 21 period ATR is showing 0.0054, 0.0001 tick size, $1 tick value = $54 daily range
M6B - 21 period ATR is showing 0.0077, 0.0001 tick size, $0.63 tick value = $48.51 daily range
M6E - 21 period ATR is showing 0.0060, 0.0001 tick size, $1.25 tick value = $75 daily range
MES - 21 period ATR showing 61, 0.25 tick size, 1.25 tick value = $305 daily range
MNQ - 21 period ATR showing 285, 0.25 tick size, 0.5 tick value = $570
With AMP futures, the initial margin requirement is as follows:
