Quant Report for 2010-03-24

Updated 6am EST - The currency market has seen some major moves so far on the session. European equity markets are relatively mixed. US equity futures are slightly lower ahead of the US open. Commodities are weaker on a strengthening US dollar. Metals continue to weaken on the week. Crude is lower, trading below the $81/barrel level. In the currency markets the US dollar is stronger, hitting fresh 2010 highs while the Japanese yen is showing significant weakness. Durable Goods Orders will be released out of the US at 8:30am EST.