apps2 · fx

every currency on ONE normalized chart — USD-strength framed (up = USD stronger) · majors · asia · EM, vs SPX/NAS/gold/real-yield hubdecoupmoverslandscapegammabiasratioretailcohortsfx loading…
Currencies — click a thumbnail to add / remove it from the chart belowOne mini line-chart per currency (green = USD strengthened vs it over the window, red = USD weakened), drawn from the SAME data as the big chart and respecting your Range / Interval / USD-strength toggle. Click a tile to toggle that currency into the multi-currency detail chart below — selected tiles are highlighted (✓) in their line color, deselected are dimmed; the tiles ARE the selection UI. Macro overlays get tiles too — SPX · NAS100 default ON as reference baselines (solid, dark, never muted); gold · 10Y real default OFF; all visually secondary in the grid. Left border color = that line's color in the detail chart.
Every currency, normalized on one chart — USD-strength framedEach line is one currency (its own max-distinct color = the legend). Click a chip to toggle it; click a group label to toggle the whole group; Select all / Deselect all clears or restores every line at once. In USD strength mode every line reads the same way: up = USD stronger / foreign weaker (the USD-quote pairs like EURUSD are inverted to 1/rate). z-score / %-from-start / fit-to-axis make wildly different price levels (¥150 vs €1.08 vs ₩1350) comparable on one axis. SPX · NAS100 are always-on reference baselines (solid, dark, never muted — bold-baselines toggle in the legend); gold · 10Y real-yield are extra macro overlays for context (default off).
Stretch tape — every currency vs its OWN history (companion to the chart above)Rows = the chart's FULL selectable universe (every currency incl. crosses + customs, plus the macro overlays); x = the SAME visible window as the chart (shared Window zoom, drag-to-pan, x-synced dateline). Each cell = that bar's stretch PERCENTILE vs the row's OWN ~3-year history (rolling z of the USD-strength-framed quote, percent-ranked): deep red = top decile (USD stretched RICH vs that currency), deep blue = bottom decile (USD washed-out CHEAP), pale = normal, grey hatch = no data, amber r = ramping (not enough history yet — extend Range). Reading a COLUMN vertically shows who stretched together and who decoupled — relative correlations overlapping lines can't show. Click a cell = synced dateline + that column becomes the sort key; click a row label = hide/show that row; reddest/bluest first re-ranks rows by the sort column (latest visible bar when no dateline is set).
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Multi-scale divergence — RSI price↔momentum across 1h · 4h · 1d A divergence is when price and its momentum (RSI) disagree — the USD-strength-framed rate grinds to a new high while momentum quietly rolls over (a top warning for USD vs that currency), or a new low while momentum turns up (a bottom warning). It is a computed read you cannot see by eyeballing the line, so it is the one class of marker we label (R-UI-23). Each currency gets 9 cells = 3 timeframes (1h / 4h / 1d) × 3 swing lookbacks (short 5 / normal 13 / wide 34). Cell color = type (bear ▼, bull ▲, hidden-bear ▿, hidden-bull ▵); size = strength; it fades as it ages; blank = none; grey hatch = no intraday history. The Confluence column nets bull vs bear across all 9 — a divergence confirmed across many scales is far higher-conviction than one lone cell. SPX · NAS100 are pinned on top as the always-present benchmarks. Every read is on the USD-strength-framed series (up = USD stronger), independent of the quote toggle above. Pick a view mode for a different lens (each explained on-screen); click any row to load it in the price+RSI chart, which draws the exact swing pair the read is computed from — it joins the page-wide dateline.
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Excluded from this grid on purpose (divergence is a price-action tool): 10Y real yield (DFII10) is a FRED macro level — not price action, no intraday cadence; gold (GC=F) is a commodity macro overlay, not a currency, so it stays out of this currency-focused grid. Showing either here would fabricate a signal. They remain available as overlays on the chart and tape above.
By currency — current readingRaw last = the actual quote (native, as Yahoo reports it); the faint dot marks where it sits between its window low (left) and high (right). Now (norm) = its value in the chart's current normalization/quote mode — cell shade: deepest blue = stretched USD-rich vs its own window average (+2σ), deepest red = stretched USD-cheap (−2σ); in % / fit modes cells shade by value on ONE shared scale across rows. USD-strength Δ = % move over the visible window in USD-strength terms, shaded on ONE shared scale across ALL rows — deepest blue = biggest USD gain on the board, deepest red = biggest USD loss. Window shape = mini USD-strength line over the visible window (green = USD strengthened, red = weakened). σ tape = the last ~120 visible bars colored by stretch (blue = +2σ USD-rich · red = −2σ USD-cheap); all rows share the same date columns, so the stacked tapes read as a who-stretched-when heatmap. Hatched tape cells = no data that bar.
apps2/fx · v2 of /fx-macro — the multi-currency overlay is the headline. USD INDEX = DXY · MAJORS = EUR·JPY·GBP·CHF·AUD·CAD·NZD · ASIA = CNY(onshore)·CNH(offshore)·KRW·TWD·INR · EM / commodity-FX = MXN·BRL·ZAR · MACRO OVERLAYS (dim) = SPX·NAS100·gold·10Y real-yield. USD-strength mechanic: Yahoo quotes some pairs USD-base (USDJPY, USDCNY, USDKRW… up = USD stronger) and some USD-quote (EURUSD, GBPUSD, AUDUSD, NZDUSD… up = USD weaker). In USD-strength mode we plot 1/rate for the USD-quote pairs so every line means up = USD stronger — one honest read across the whole board. DXY already reads that way. Source: Yahoo v8 daily FX (freshest free FX, ~real-time-ish, exchange-rate mid — not a tradeable bid/ask), 10Y real yield (DFII10) from FRED, all via one decoup/data.php fetch. Exchange-rate quotes only; no OHLCV/volume on FX.