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11

The Mother of All Gap Trades

The 3 Mother Gap Trades in Coffee Futures

tlllt

7 /

©>7 (I

ltO/20 \\0/2i \iO/2A II

Reprinted with Permission of FutureSource

Figure 3-11: 30-Minute Coffee Chart Showing Gap Trades & 30 Minute Breakout

©1996» MBH Commodity Advisors, Inc.



0» 9314

l-H- ?318.....

L- 9310

L" ?317A........................

A- +12 • 10 SIM(HI)

. . . 8 SIM(LO) . 0 SIM(CL)

0» ?314

H- 9318 •

L" 9310

C" 9317 .

9310.40 9302.88

..Nov

•Jan

. .Feb • -Mar

119 2ˆ 13 110 117 124 31 7 14 21 28 5 12 19 26 2 9 116 23 30 6 13 20 27 6 llTTIO

9350

9300

9250

9200



3075

¹ 5145

L- 5070

L- 5135A

A- -i-eO

/ /95

" 5075

» 5145

L- 5070

= 5135 ••

14 Trades 12+ 2-

•Jun

5 s+

......I

•Jul

•Sep

•Oct

24 ll 8 15 \Z2 bob Il2 l9 26 5 lO 117 124 31 7 14 21 28 5 111 18 25 2 I? 16 23 30

5400

5200

5000

Nov- 4800



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