Forex volatilnost
Sljedeća tablica predstavlja valute dnevna promjena mjeri u Pip, u $ i% s veličinom ugovor na $ 100'000. Morate definirati razdoblje za izračunavanje prosjeka volatilnost.
Formula: varijacije = Prosjek (Visoko - Donja)
| Pair | Trend | pips | $ | % |
|---|---|---|---|---|
| AUDCAD | - | 70.385 | 532.78 | 0.74 |
| AUDCHF | - | 62.686 | 688.78 | 0.96 |
| AUDHKD | - | 595.47 | 768.31 | 1.07 |
| AUDJPY | - | 82.704 | 773.66 | 1.08 |
| AUDNZD | - | 52.758 | 345.99 | 0.48 |
| AUDSGD | - | 76.294 | 556.12 | 0.78 |
| AUDUSD | - | 76.816 | 768.16 | 1.07 |
| CADCHF | - | 53.895 | 592.19 | 0.78 |
| CADHKD | - | 384.54 | 496.16 | 0.66 |
| CADJPY | - | 68.835 | 643.92 | 0.85 |
| CADSGD | - | 53.486 | 389.87 | 0.52 |
| CHFHKD | - | 571.834 | 737.81 | 0.67 |
| CHFJPY | - | 75.026 | 701.83 | 0.64 |
| CHFZAR | - | 2764.02 | 1587.61 | 1.44 |
| EURAUD | - | 127.736 | 914.59 | 0.77 |
| EURCAD | - | 105.344 | 797.4 | 0.67 |
| EURCHF | - | 55.856 | 613.73 | 0.52 |
| EURCZK | - | 1382.5 | 625.27 | 0.53 |
| EURDKK | - | 42.92 | 68.1 | 0.06 |
| EURGBP | - | 60.499 | 791.08 | 0.67 |
| EURHKD | - | 702.87 | 906.88 | 0.77 |
| EURHUF | - | 228.552 | 782.71 | 0.66 |
| EURJPY | - | 95.518 | 893.53 | 0.76 |
| EURNOK | - | 1157.84 | 1303.52 | 1.1 |
| EURNZD | - | 133.282 | 874.06 | 0.74 |
| EURPLN | - | 246.15 | 661.28 | 0.56 |
| EURSEK | - | 640.72 | 737.96 | 0.62 |
| EURSGD | - | 87.246 | 635.95 | 0.54 |
| EURTRY | - | 949.07 | 1293.65 | 1.09 |
| EURUSD | - | 90.532 | 905.32 | 0.77 |
| EURZAR | - | 2630.72 | 1511.05 | 1.28 |
| GBPAUD | - | 148.018 | 1059.81 | 0.81 |
| GBPCAD | - | 123.686 | 936.23 | 0.72 |
| GBPCHF | - | 96.178 | 1056.78 | 0.81 |
| GBPHKD | - | 867.12 | 1118.81 | 0.86 |
| GBPJPY | - | 122.216 | 1143.27 | 0.87 |
| GBPNZD | - | 150.672 | 988.11 | 0.76 |
| GBPPLN | - | 399.21 | 1072.48 | 0.82 |
| GBPSGD | - | 119.122 | 868.3 | 0.66 |
| GBPUSD | - | 111.89 | 1118.9 | 0.86 |
| GBPZAR | - | 3010.96 | 1729.45 | 1.32 |
| HKDJPY | - | 823.96 | 77.08 | 0.6 |
| NZDCAD | - | 63.131 | 477.87 | 0.73 |
| NZDCHF | - | 55.945 | 614.71 | 0.94 |
| NZDHKD | - | 498.378 | 643.04 | 0.98 |
| NZDJPY | - | 69.63 | 651.36 | 0.99 |
| NZDSGD | - | 64.878 | 472.91 | 0.72 |
| NZDUSD | - | 64.335 | 643.35 | 0.98 |
| SGDCHF | - | 38.814 | 426.48 | 0.59 |
| SGDHKD | - | 224.638 | 289.84 | 0.4 |
| SGDJPY | - | 47.452 | 443.89 | 0.61 |
| TRYJPY | - | 16.339 | 152.84 | 1.12 |
| USDCAD | - | 90.26 | 683.22 | 0.68 |
| USDCHF | - | 64.592 | 709.72 | 0.71 |
| USDCNH | - | 259.796 | 373.97 | 0.37 |
| USDCZK | - | 2524.5 | 1141.76 | 1.14 |
| USDDKK | - | 517.83 | 821.61 | 0.82 |
| USDHKD | - | 9.368 | 12.09 | 0.01 |
| USDHUF | - | 344.758 | 1180.68 | 1.18 |
| USDINR | - | 43.036 | 575.96 | 0.58 |
| USDJPY | - | 63.976 | 598.47 | 0.6 |
| USDMXN | - | 3564.84 | 1603.91 | 1.6 |
| USDNOK | - | 1376.674 | 1549.89 | 1.55 |
| USDPLN | - | 408.67 | 1097.9 | 1.1 |
| USDSAR | - | 5.386 | 14.36 | 0.01 |
| USDSEK | - | 998.836 | 1150.43 | 1.15 |
| USDSGD | - | 55.62 | 405.42 | 0.41 |
| USDTHB | - | 16.029 | 516.07 | 0.52 |
| USDTRY | - | 528.818 | 720.81 | 0.72 |
| USDZAR | - | 2666.66 | 1531.69 | 1.53 |
| ZARJPY | - | 9.851 | 92.15 | 1.61 |
