AVAILABLE NOW
Use Pulse on the web at cme-pulse.com or on Google Play as Pulse — Market Clarity.
Probability framework for serious traders
See structure before price confirms it.
Pulse educates traders through visual probability: IV skew, gamma pressure, macro regime shifts, and journaled market context across futures that actually matter.
PULSE / MACRO GLIDE
APP VIEW
Macro regime confirmation across DX, ZN, VXM, CL, and NQ
VISUAL > THEORETICAL
IV SKEW
+0.38
GAMMA
PIN RISK
MACRO
RELIEF
FRAMEWORK
Not signals. Structure.
Pulse is built for traders who want to visually understand what options positioning and macro conditions are implying — before reducing the market to a binary call.
Derivative structure
IV skew and gamma are translated into visual context so traders can see where positioning may influence price movement.
Macro regime
DX, VXM, ZN, CL, and NQ are monitored to frame risk-on, deflation risk-off, inflation shock, liquidity relief, or mixed-signal environments.
Context journal
CL, GC, NG, ES, and NQ are journaled for market context and liquidity, turning observations into repeatable study.
DERIVATIVE STRUCTURE
Skew under the microscope.
Pulse turns options structure into a visual study layer: raw skew, Z-score, impulse, and sign-flip markers can be read together instead of interpreted in isolation.
GC · raw skew · Z-score · impulse · sign flips
Z-SCORE
IMPULSE
0–100 NORMALIZED
Structure lines reveal correlation pressure.
The six-day normalized derivative structure view emphasizes how IV skew, price, and gamma move in relationship to one another — helping traders see when structure confirms or diverges from price.
Past 6 days · normalized 0–100 · structure correlation
IV SKEW
PRICE
GAMMA
SIGNAL STACK
Each layer changes the read.
Pulse is not trying to make one indicator do all the work. It stacks derivative pressure, macro regime, and liquidity context so traders can study where probability is building — and where the tape is still unresolved.
LAYER 01
Derivative pressure
IV skew and gamma define where positioning may start pulling price away from clean chart theory.
LAYER 02
Macro regime
DX, VXM, ZN, CL, and NQ describe the weather system: risk appetite, inflation impulse, liquidity, and tech leadership.
LAYER 03
Liquidity context
Futures journaling keeps the read grounded in market behavior instead of a clean but isolated model.
The output is probability, not prediction.
When the layers agree, the read gets cleaner. When they conflict, Pulse makes the conflict visible so traders know where patience matters.
READ QUALITY
72/100
Sample confidence state when structure and regime align, but liquidity remains mixed.
MARKET MAP
Macro first. Futures in context.
Pulse separates macro regime monitoring from futures journaling, then brings both back together so liquidity, volatility, inflation pressure, and tech-led equity flows can be read visually.
Regime inputs
DX
Dollar pressure
VXM
Volatility pulse
ZN
Rates / duration
CL
Inflation impulse
NQ
Tech-led equities
Journal coverage
CL
Crude / inflation
GC
Gold / safety
NG
Energy volatility
ES
Broad equities
NQ
Tech leadership
MACRO REGIME
The market does not trade in one weather pattern.
Pulse frames the backdrop visually so traders can compare volatility, dollar, rates, energy, and equity leadership instead of forcing a single narrative onto every session.
Risk on
Equity leadership, contained vol, liquidity support.
Deflation risk off
Rates bid, growth fear, risk compression.
Inflation shock
Energy impulse, dollar pressure, rate stress.
Liquidity relief
Pressure eases as volatility and rates cool.
Mixed signals
Noisy inputs require context, not conviction theater.
BUILT FOR STUDY
Pulse is not a click-button-and-win app.
It is a market intelligence probability framework for dedicated traders seeking edge through visual understanding: derivative structure, macro regime, market context, and liquidity.
Bears Territory / Product Pulse
Derivative structure · Macro regime · Futures context