В следующей таблице представлены ежедневные изменения валюты измеряется в Пип, в $ и% с размером контракта на $ 100'000. Вы должны определить период для расчета средней волатильности.
Формула: Изменение = средний (высокий - низкий)
Pair | Trend | pips | $ | % |
AU200 | - | 83.168 | - | 1.08 |
DE30 | - | 184.308 | - | 0.99 |
EU50 | - | 56.024 | - | 1.11 |
FR40 | - | 85.630 | - | 1.05 |
HK33 | - | 344.746 | - | 1.86 |
JP225 | - | 707.704 | - | 1.87 |
NAS100 | - | 291.990 | - | 1.62 |
NL25 | - | 908.480 | - | 1.01 |
SG30 | - | 35.688 | - | 1.18 |
SPX500 | - | 60.348 | - | 1.17 |
UK100 | - | 74.064 | - | 0.89 |
US2000 | - | 3 851.760 | - | 1.88 |
US30 | - | 415.872 | - | 1.07 |
DE10YB | - | 78.970 | - | 0.60 |
UK10YB | - | 72.532 | - | 0.74 |
USB02Y | - | 16.102 | - | 0.16 |
USB05Y | - | 39.134 | - | 0.37 |
USB10Y | - | 60.246 | - | 0.56 |
USB30Y | - | 119.364 | - | 1.03 |
AUDCAD | - | 45.462 | 331.07 | 0.50 |
AUDCHF | - | 41.018 | 451.04 | 0.69 |
AUDHKD | - | 415.748 | 531.80 | 0.81 |
AUDJPY | - | 88.318 | 566.69 | 0.86 |
AUDNZD | - | 35.288 | 211.48 | 0.32 |
AUDSGD | - | 49.914 | 367.83 | 0.56 |
AUDUSD | - | 52.796 | 527.96 | 0.80 |
CADCHF | - | 36.158 | 397.60 | 0.55 |
CADHKD | - | 286.156 | 366.04 | 0.50 |
CADJPY | - | 87.018 | 558.34 | 0.77 |
CADSGD | - | 33.558 | 247.30 | 0.34 |
CHFHKD | - | 527.998 | 675.39 | 0.61 |
CHFJPY | - | 123.588 | 792.99 | 0.72 |
CHFZAR | - | 2 149.820 | 1 159.36 | 1.05 |
EURAUD | - | 86.672 | 569.70 | 0.53 |
EURCAD | - | 55.008 | 400.58 | 0.37 |
EURCHF | - | 48.238 | 530.44 | 0.49 |
EURCZK | - | 938.480 | 402.84 | 0.38 |
EURDKK | - | 18.260 | 26.26 | 0.02 |
EURGBP | - | 26.494 | 330.46 | 0.31 |
EURHKD | - | 442.848 | 566.47 | 0.53 |
EURHUF | - | 243.956 | 673.93 | 0.63 |
EURJPY | - | 129.180 | 828.87 | 0.77 |
EURNOK | - | 771.360 | 706.13 | 0.66 |
EURNZD | - | 88.182 | 528.47 | 0.49 |
EURPLN | - | 218.310 | 544.56 | 0.51 |
EURSEK | - | 699.220 | 639.51 | 0.60 |
EURSGD | - | 46.414 | 342.03 | 0.32 |
EURTRY | - | 3 140.160 | 974.16 | 0.91 |
EURUSD | - | 56.372 | 563.72 | 0.53 |
EURZAR | - | 1 810.460 | 976.35 | 0.91 |
GBPAUD | - | 103.452 | 679.99 | 0.55 |
GBPCAD | - | 72.620 | 528.84 | 0.42 |
GBPCHF | - | 61.908 | 680.76 | 0.55 |
GBPHKD | - | 578.524 | 740.02 | 0.59 |
GBPJPY | - | 155.932 | 1 000.53 | 0.80 |
GBPNZD | - | 104.526 | 626.42 | 0.50 |
GBPPLN | - | 302.932 | 755.65 | 0.61 |
GBPSGD | - | 67.800 | 499.63 | 0.40 |
GBPUSD | - | 73.720 | 737.20 | 0.59 |
GBPZAR | - | 2 117.340 | 1 141.85 | 0.92 |
HKDJPY | - | 1 466.080 | 94.07 | 0.74 |
NZDCAD | - | 42.118 | 306.71 | 0.51 |
NZDCHF | - | 35.684 | 392.39 | 0.65 |
NZDHKD | - | 366.150 | 468.36 | 0.78 |
NZDJPY | - | 75.888 | 486.93 | 0.81 |
NZDSGD | - | 43.398 | 319.81 | 0.53 |
NZDUSD | - | 46.672 | 466.72 | 0.78 |
SGDCHF | - | 32.340 | 355.62 | 0.48 |
SGDHKD | - | 0.000 | - | 0.00 |
SGDJPY | - | 75.148 | 482.18 | 0.65 |
TRYJPY | - | 6.330 | 40.62 | 1.31 |
USDCAD | - | 67.572 | 492.08 | 0.49 |
USDCHF | - | 54.514 | 599.45 | 0.60 |
USDCNH | - | 184.408 | 254.99 | 0.25 |
USDCZK | - | 1 657.900 | 711.65 | 0.71 |
USDDKK | - | 361.208 | 519.51 | 0.52 |
USDHKD | - | 44.136 | 56.46 | 0.06 |
USDHUF | - | 339.314 | 937.36 | 0.94 |
USDINR | - | 38.924 | 467.33 | 0.47 |
USDJPY | - | 114.724 | 736.12 | 0.74 |
USDMXN | - | 1 677.320 | 990.18 | 0.99 |
USDNOK | - | 1 057.560 | 968.12 | 0.97 |
USDPLN | - | 338.098 | 843.37 | 0.84 |
USDSAR | - | 0.000 | - | 0.00 |
USDSEK | - | 1 019.080 | 932.06 | 0.93 |
USDSGD | - | 47.614 | 350.88 | 0.35 |
USDTHB | - | 22.884 | 619.49 | 0.62 |
USDTRY | - | 2 444.080 | 758.22 | 0.76 |
USDZAR | - | 2 111.340 | 1 138.61 | 1.14 |
XAGAUD | - | 10 449.140 | - | 2.48 |
XAGCAD | - | 9 563.860 | - | 2.52 |
XAGCHF | - | 6 391.960 | - | 2.54 |
XAGEUR | - | 6 589.820 | - | 2.55 |
XAGGBP | - | 5 570.960 | - | 2.51 |
XAGHKD | - | 57 741.274 | - | 2.70 |
XAGJPY | - | 114.992 | - | 2.67 |
XAGNZD | - | 11 471.180 | - | 2.48 |
XAGSGD | - | 9 690.460 | - | 2.58 |
XAGUSD | - | 7 452.480 | - | 2.69 |
XAUAUD | - | 5 129.540 | - | 1.46 |
XAUCAD | - | 4 669.900 | - | 1.47 |
XAUCHF | - | 3 119.420 | - | 1.48 |
XAUEUR | - | 3 177.720 | - | 1.47 |
XAUGBP | - | 2 653.020 | - | 1.43 |
XAUHKD | - | 28 904.000 | - | 1.60 |
XAUJPY | - | 583.096 | - | 1.62 |
XAUNZD | - | 5 604.160 | - | 1.45 |
XAUSGD | - | 4 653.960 | - | 1.48 |
XAUUSD | - | 3 684.660 | - | 1.59 |
XAUXAG | - | 159.320 | - | 1.91 |
XCUUSD | - | 818.424 | - | 1.82 |
XPDUSD | - | 4 067.780 | - | 4.27 |
XPTUSD | - | 2 230.092 | - | 2.27 |
ZARJPY | - | 9.918 | 63.64 | 1.18 |
BCO | - | 171.730 | - | 2.03 |
CORN | - | 7.204 | - | 1.61 |
NATGAS | - | 9.074 | - | 4.45 |
SOYBN | - | 18.228 | - | 1.49 |
SUGAR | - | 54.400 | - | 2.72 |
WHEAT | - | 16.716 | - | 2.65 |
WTICO | - | 183.518 | - | 2.30 |
EUR | - | 3 713.200 | - | 0.34 |
USD | - | 5 646.180 | - | 0.55 |
GBP | - | 2 976.780 | - | 0.39 |
CHF | - | 8 969.400 | - | 0.47 |
JPY | - | 4 532.440 | - | 0.73 |
CAD | - | 3 964.000 | - | 0.37 |
AUD | - | 5 240.320 | - | 0.51 |
NZD | - | 5 421.000 | - | 0.46 |
CNH | - | 5 236.200 | - | 0.45 |
DKK | - | 4 946.600 | - | 0.46 |
MXN | - | 5 511.000 | - | 0.97 |
NOK | - | 5 943.180 | - | 0.79 |
PLN | - | 7 674.000 | - | 0.73 |
SEK | - | 6 422.240 | - | 0.81 |
SGD | - | 4 584.600 | - | 0.37 |
ZAR | - | 3 301.800 | - | 0.98 |
TRY | - | 158.232 | - | 0.92 |
XAU | - | 124 506.400 | - | 1.49 |
XAG | - | 135 718.200 | - | 2.55 |
XPT | - | 51 515.200 | - | 2.13 |