German index traders tell me this........

Discussion in 'Index Futures' started by CTrider, Apr 19, 2011.

  1. CTrider


    Greetings all
    I'ld like some input on which times to use when calculating pivot points on the DAX. I have sourced these times from wikipedia and the Eurex website. All are local German time.

    Eurex 8:00am-22:00pm
    X-DAX 17:45pm-22:00pm
    Floor - Frankfort Stock Exchange 9:00am-20:00pm
    Xetra 9:00am-17:30pm

    I know there are online sources which do this for you but I calculate mine slightly differently.

    I thought The obvious answer is to use the floor hours even though I still find it hard to believe they close @ 8pm. But why not a combination like earliest time to latest?

    Also what is exactly is the difference between the Eurex and Xetra?
  2. AK100


    One way is to use the cash stock exchange times, I would think that would be at least 80% of the trading volume in Dax.

    8am - probably 4pm (Euro time).

    Whatever you use won't make that much difference overtime, as long as you remain constant.