Nanex ~ 17-Jul-2013 ~ British Pound Futures Soar in Early Trading

1. September British Pound Futures (symbol: 6B).

2. Zooming into about 2.5 minutes of time. Quote spread is gray, trades are red squares connected by red lines.

3. Zooming into about 1 minute of time. Quote spread is gray, trades are red squares connected by red lines.

4. Nanex Depth of Book Chart. Note how liquidity evaporates before the sudden move. This is consistent with anticipation of scheduled news.

5. Zoom of Chart 4.

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