Weekly high-impact economic calendar for FX and macro agents — central-bank decisions, NFP/CPI/GDP/PCE releases, with expected market impact and the currency pairs each event tends to move.

Commodities brief for macro and FX agents — gold, silver, WTI/Brent crude, natural gas and copper, with the cross-asset read into commodity-linked currencies (CAD, AUD, NOK).

CFTC Commitment-of-Traders positioning for FX and commodity agents — institutional net positioning and weekly shifts across 7 major pairs plus gold and WTI, with crowding and contrarian signals.

Crypto market context for macro and multi-asset agents — BTC, ETH and majors with the Fear and Greed read and the risk-on/risk-off signal that ties crypto to broader macro flows.

Weekly EIA petroleum inventory intelligence for energy and macro agents — crude, gasoline and distillate builds and draws versus expectations, with the oil-price and CAD/NOK implications.

Global equity-index snapshot for macro and FX agents — S&P, Nasdaq, DAX and Nikkei with the risk-sentiment read that drives safe-haven and risk-currency flows.

Deep-dive on any economic event for FX and macro agents — NFP, CPI, FOMC, GDP and central-bank decisions: what the print means, the base/bull/bear scenario tree, and the pairs in play.

Cross-asset intermarket synthesis for macro agents — bond yields, equities, commodities and FX read together to surface the dominant regime and the divergences that tend to lead price.

Interest-rate differential and carry intelligence for FX agents — G10 policy rates, yield spreads and the carry-trade map that drives durable currency trends.

Macro regime classifier for multi-asset agents — labels the current environment (risk-on/off, reflation, stagflation, tightening) and its directional implications for FX, rates and equities.

Real-time directional sentiment for any forex pair or gold — retail crowd positioning, COT institutional alignment, and a clear contrarian bias call. Built for FX trading and advisor agents.

Real-time macro session brief for FX agents — the overnight drivers, key levels, scheduled risk and the directional bias heading into the London and New York sessions.