M
樞安量化 MacroTerms
👑 購買會員 個人中心
📰 早報內參 👤 會員總覽 ⚙️ 帳戶設定 📒 策略本 🧾 訂閱與帳單 🎫 線上工單
📅 2025-06-02 · COMEX黃金 · 單品種深度報告

本報告來自 MacroTerms.com

數據截止: 2025-06-02

Gold (GC=F) Deep Dive | 2025-06-02: Breakout Above 3370 on 2.48% Surge

Gold closed at 3370.60 on 2025-06-02, up 2.48% on the day, marking a decisive break above the 20-day pivot of 3349.43 and the prior 20-day high of 3401.97 (R1). The 5-day change is +0.21%, while the 20-day change is +4.29%, indicating accelerating medium-term momentum. The daily ATR stands at 61.00, suggesting elevated volatility. The close is above the 5-day pivot of 3349.43 and above the 20-day pivot of 3349.43, with the next resistance at 3401.97 and support at 3318.07. The COT data (latest 2026-09-15) shows net long 133,116 contracts, down 1,856 week-over-week, with open interest at 409,899. The long/short ratio remains heavily skewed to longs, but the recent reduction in net length suggests some profit-taking. The macro backdrop remains supportive: real rates are range-bound, the USD is firm but off highs, and central bank buying persists. However, ETF flows have been mixed, and geopolitical risk premiums are elevated. Technically, the market is overbought on the daily RSI (estimated ~68) but not extreme. We see near-term consolidation above 3349, with potential to test 3402 and then 3450 if momentum continues. Key risks: a hawkish Fed surprise, a sharp USD rally, or a liquidation event in risk assets. Our bias is cautiously bullish for the next 1-2 weeks, with tight stops below 3318.

往期研報封存

2026-10-09:單品種Gold (GC=F) Deep Dive | Bullish Mean Reversion Setup | 2026-10-09 查看 2026-10-08:單品種Gold (GC=F) Deep Dive | Short Bias on 4140 Rejection | 2026-10-08 查看 2026-10-07:單品種Gold (GC=F) Deep Dive | 2026-10-07 — Fading Crowded Longs Into Support, Tactical LONG | 2026-10-07 查看 2026-10-06:單品種Gold (GC=F) Deep Dive | 2026-10-06 — Oversold Bounce Setup, LONG | 2026-10-06 查看 2026-10-05:單品種Gold (GC=F) Deep Dive | 2026-10-05 — Selloff Exhausted at 20D Floor, Tactical Long | 2026-10-05 查看 2026-10-04:單品種Gold (GC=F) Deep Dive | 2026-10-04 — Bearish, 4143.1 20-day floor in focus | 2026-10-04 查看 2026-10-03:單品種Gold (GC=F) Deep Dive | 2026-10-03: Bearish While Below 4191.7 Pivot | 2026-10-03 查看 2026-10-02:單品種Gold (GC=F) Deep Dive | 2026-10-02 — Bearish Below Pivot 4198, GCZ26 | 2026-10-02 查看 2026-10-01:單品種Gold (GC=F) Deep Dive | 2026-10-01 — Long into 4,143 Support, Invalidation 4,132 | 2026-10-01 查看 2026-09-30:單品種Gold (GC=F) Deep Dive | 2026-09-30 — Long-term bull intact, tactical LONG into 4143 support | 2026-09-30 查看 2026-09-29:單品種Gold (GC=F) Deep Dive | 2026-09-29: High Rates, Strong USD Crush Gold | 2026-09-29 查看 2026-09-28:單品種Gold Deep Dive | Crowded Longs Unwind Into 4300 Break | 2026-09-28 查看 2026-09-27:單品種Gold (GC=F) Deep Dive | Bearish Bias | 2026-09-27 查看 2026-09-26:單品種Gold (GC=F) Deep Dive | 2026-09-26: Corrective Consolidation Amid Crowded Longs | 2026-09-26 查看 2026-09-25:單品種Gold (GC=F) Deep Dive | 2026-09-25 | Correction Tests 4260 Support as Real Yields Bite | 2026-09-25 查看 2026-09-24:單品種Gold (GC=F) Deep Dive | 2026-09-24: Crowded Longs Meet Macro Crosswinds | 2026-09-24 查看 2026-09-23:單品種Gold (GC=F) Deep Dive | 2026-09-23: Rangebound, Crowding Cools | 2026-09-23 查看 2026-09-22:單品種Gold (GC=F) Deep Dive | 2026-09-22 | Consolidation Amid Crowded Longs | 2026-09-22 查看 2026-09-21:單品種Gold (GC=F) Deep Dive | 2026-09-21 | Crowded Longs vs. Macro Crosscurrents | 2026-09-21 查看 2026-09-20:單品種Gold (GC=F) Deep Dive | 2026-09-20: Gold Grinds Higher as 10Y Yield Nears 5% | 2026-09-20 查看

⟠ 本月策略回測表現

每日早報 AI 觀點逐日跟蹤結算 · 止損/目標客觀撮合

* 回測基於日報交易觀點逐日結算:止損/目標先到為準,窗口末按收盤平倉。過往表現不代表未來收益。