CME· CME Group
Dark pool · off-exchange short volume
Short ratio (latest)
56.6%
20-day average
47.6%
Off-exchange share (20d)
34%
Darkpool density
big day, short ratio above trendbelow trendbubble size = how unusual ($vol z-score)
Last ~6 months. Bubbles mark days of unusually large off-exchange dollar volume (≥1.5σ vs the trailing 60 days). Daily resolution — not print-level data.
Darkpool levels ±15% of spot, since 2018-10-01
314.12
0.98B
308.60
3.19B
303.09
2.85B
297.58
4.05B
292.07
3.12B
286.56
3.79B
281.05
4.42B
275.54
5.00B
270.03
8.74B
264.52
14.6B
259.01
12.7B
253.50
12.1B
247.99
6.18B
242.48
5.01B
236.96
2.86B
Historical off-exchange $ volume at price: each day's volume spread across that day's range, summed over the full FINRA history. Heavy shelves often act as support/resistance magnets. Amber row = spot's bin.
Off-exchange short-volume ratio
short ratio (20d, right) daily off-exchange share (left)
FINRA daily TRF data, last 2 years. A persistently HIGH short ratio is mostly passive market-maker liquidity provision (commonly read as accumulation pressure) — not naively bearish.