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 | - | 80.384 | - | 1.02 |
DE30 | - | 189.546 | - | 1.01 |
EU50 | - | 56.306 | - | 1.11 |
FR40 | - | 87.322 | - | 1.06 |
HK33 | - | 352.010 | - | 1.80 |
JP225 | - | 667.894 | - | 1.71 |
NAS100 | - | 271.418 | - | 1.46 |
NL25 | - | 893.640 | - | 0.98 |
SG30 | - | 35.356 | - | 1.14 |
SPX500 | - | 57.792 | - | 1.09 |
UK100 | - | 72.998 | - | 0.87 |
US2000 | - | 3 752.860 | - | 1.79 |
US30 | - | 410.428 | - | 1.03 |
DE10YB | - | 79.016 | - | 0.60 |
UK10YB | - | 68.672 | - | 0.70 |
USB02Y | - | 15.274 | - | 0.15 |
USB05Y | - | 37.798 | - | 0.36 |
USB10Y | - | 58.492 | - | 0.54 |
USB30Y | - | 115.994 | - | 0.99 |
AUDCAD | - | 46.834 | 343.58 | 0.52 |
AUDCHF | - | 41.578 | 456.70 | 0.69 |
AUDHKD | - | 420.836 | 539.55 | 0.81 |
AUDJPY | - | 90.608 | 580.23 | 0.87 |
AUDNZD | - | 35.998 | 219.66 | 0.33 |
AUDSGD | - | 49.910 | 370.36 | 0.56 |
AUDUSD | - | 53.600 | 536.00 | 0.80 |
CADCHF | - | 36.354 | 399.32 | 0.54 |
CADHKD | - | 280.126 | 359.15 | 0.49 |
CADJPY | - | 88.132 | 564.37 | 0.77 |
CADSGD | - | 32.616 | 242.03 | 0.33 |
CHFHKD | - | 521.460 | 668.56 | 0.61 |
CHFJPY | - | 122.182 | 782.42 | 0.71 |
CHFZAR | - | 2 140.660 | 1 172.10 | 1.07 |
EURAUD | - | 83.040 | 553.63 | 0.51 |
EURCAD | - | 53.264 | 390.76 | 0.36 |
EURCHF | - | 47.136 | 517.75 | 0.48 |
EURCZK | - | 987.680 | 433.20 | 0.40 |
EURDKK | - | 17.106 | 24.89 | 0.02 |
EURGBP | - | 25.980 | 329.87 | 0.30 |
EURHKD | - | 441.112 | 565.54 | 0.52 |
EURHUF | - | 231.184 | 651.09 | 0.60 |
EURJPY | - | 127.822 | 818.53 | 0.75 |
EURNOK | - | 736.100 | 688.00 | 0.63 |
EURNZD | - | 87.274 | 532.55 | 0.49 |
EURPLN | - | 220.036 | 561.76 | 0.52 |
EURSEK | - | 706.300 | 659.82 | 0.61 |
EURSGD | - | 45.148 | 335.03 | 0.31 |
EURTRY | - | 3 009.700 | 934.65 | 0.86 |
EURUSD | - | 56.260 | 562.60 | 0.52 |
EURZAR | - | 1 768.420 | 968.28 | 0.89 |
GBPAUD | - | 100.202 | 668.05 | 0.53 |
GBPCAD | - | 71.308 | 523.13 | 0.41 |
GBPCHF | - | 62.984 | 691.83 | 0.54 |
GBPHKD | - | 576.062 | 738.56 | 0.58 |
GBPJPY | - | 158.510 | 1 015.05 | 0.80 |
GBPNZD | - | 104.368 | 636.85 | 0.50 |
GBPPLN | - | 300.618 | 767.49 | 0.60 |
GBPSGD | - | 67.770 | 502.89 | 0.40 |
GBPUSD | - | 73.386 | 733.86 | 0.58 |
GBPZAR | - | 2 075.940 | 1 136.66 | 0.89 |
HKDJPY | - | 1 481.300 | 94.86 | 0.74 |
NZDCAD | - | 43.748 | 320.94 | 0.53 |
NZDCHF | - | 36.822 | 404.46 | 0.66 |
NZDHKD | - | 372.920 | 478.11 | 0.78 |
NZDJPY | - | 78.080 | 500.00 | 0.82 |
NZDSGD | - | 43.996 | 326.48 | 0.53 |
NZDUSD | - | 47.712 | 477.12 | 0.78 |
SGDCHF | - | 32.302 | 354.81 | 0.48 |
SGDHKD | - | 0.000 | - | 0.00 |
SGDJPY | - | 75.452 | 483.17 | 0.65 |
TRYJPY | - | 6.096 | 39.04 | 1.26 |
USDCAD | - | 66.724 | 489.50 | 0.49 |
USDCHF | - | 54.390 | 597.43 | 0.60 |
USDCNH | - | 193.124 | 266.62 | 0.27 |
USDCZK | - | 1 708.980 | 749.57 | 0.75 |
USDDKK | - | 360.222 | 524.20 | 0.52 |
USDHKD | - | 45.842 | 58.77 | 0.06 |
USDHUF | - | 335.470 | 944.80 | 0.95 |
USDINR | - | 38.924 | 467.33 | 0.47 |
USDJPY | - | 115.782 | 741.43 | 0.74 |
USDMXN | - | 1 752.920 | 1 054.81 | 1.05 |
USDNOK | - | 1 035.780 | 968.09 | 0.97 |
USDPLN | - | 342.460 | 874.31 | 0.87 |
USDSAR | - | 0.000 | - | 0.00 |
USDSEK | - | 1 030.780 | 962.95 | 0.96 |
USDSGD | - | 48.540 | 360.20 | 0.36 |
USDTHB | - | 23.890 | 661.22 | 0.66 |
USDTRY | - | 2 369.680 | 735.90 | 0.74 |
USDZAR | - | 2 076.320 | 1 136.87 | 1.14 |
XAGAUD | - | 11 297.560 | - | 2.42 |
XAGCAD | - | 10 511.500 | - | 2.47 |
XAGCHF | - | 7 017.580 | - | 2.47 |
XAGEUR | - | 7 189.000 | - | 2.50 |
XAGGBP | - | 6 068.200 | - | 2.47 |
XAGHKD | - | 63 988.800 | - | 2.63 |
XAGJPY | - | 125.628 | - | 2.58 |
XAGNZD | - | 12 432.400 | - | 2.43 |
XAGSGD | - | 10 586.140 | - | 2.52 |
XAGUSD | - | 8 177.320 | - | 2.62 |
XAUAUD | - | 5 135.120 | - | 1.42 |
XAUCAD | - | 4 751.820 | - | 1.44 |
XAUCHF | - | 3 160.180 | - | 1.44 |
XAUEUR | - | 3 207.660 | - | 1.44 |
XAUGBP | - | 2 687.120 | - | 1.41 |
XAUHKD | - | 29 603.800 | - | 1.57 |
XAUJPY | - | 594.914 | - | 1.58 |
XAUNZD | - | 5 688.900 | - | 1.44 |
XAUSGD | - | 4 746.600 | - | 1.46 |
XAUUSD | - | 3 771.560 | - | 1.56 |
XAUXAG | - | 169.016 | - | 2.18 |
XCUUSD | - | 1 049.298 | - | 2.10 |
XPDUSD | - | 3 922.478 | - | 3.90 |
XPTUSD | - | 2 393.872 | - | 2.26 |
ZARJPY | - | 10.032 | 64.24 | 1.17 |
BCO | - | 168.228 | - | 2.01 |
CORN | - | 7.438 | - | 1.67 |
NATGAS | - | 9.656 | - | 3.74 |
SOYBN | - | 18.388 | - | 1.51 |
SUGAR | - | 51.296 | - | 2.75 |
WHEAT | - | 18.290 | - | 2.78 |
WTICO | - | 177.676 | - | 2.24 |
EUR | - | 3 555.600 | - | 0.32 |
USD | - | 5 709.680 | - | 0.56 |
GBP | - | 2 976.660 | - | 0.39 |
CHF | - | 8 942.200 | - | 0.48 |
JPY | - | 4 542.800 | - | 0.74 |
CAD | - | 3 983.800 | - | 0.37 |
AUD | - | 5 283.980 | - | 0.51 |
NZD | - | 5 649.000 | - | 0.47 |
CNH | - | 5 162.400 | - | 0.45 |
DKK | - | 4 825.400 | - | 0.44 |
MXN | - | 5 699.840 | - | 0.99 |
NOK | - | 5 746.840 | - | 0.76 |
PLN | - | 7 726.600 | - | 0.72 |
SEK | - | 6 344.900 | - | 0.79 |
SGD | - | 4 548.000 | - | 0.36 |
ZAR | - | 3 290.740 | - | 0.97 |
TRY | - | 152.434 | - | 0.90 |
XAU | - | 126 268.000 | - | 1.46 |
XAG | - | 148 425.400 | - | 2.50 |
XPT | - | 55 470.400 | - | 2.15 |