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 | - | 47.175 | 361.02 | 0.53 |
| AUDCHF | - | 42.779 | 441.52 | 0.64 |
| AUDHKD | - | 298.164 | 383.77 | 0.56 |
| AUDJPY | - | 52.306 | 474.73 | 0.69 |
| AUDNZD | - | 42.294 | 279.52 | 0.41 |
| AUDSGD | - | 43.26 | 320.99 | 0.47 |
| AUDUSD | - | 37.579 | 375.79 | 0.55 |
| CADCHF | - | 38.206 | 394.32 | 0.52 |
| CADHKD | - | 217.644 | 280.13 | 0.37 |
| CADJPY | - | 46.232 | 419.6 | 0.55 |
| CADSGD | - | 33.302 | 247.1 | 0.32 |
| CHFHKD | - | 352.354 | 453.52 | 0.44 |
| CHFJPY | - | 49.066 | 445.33 | 0.43 |
| CHFZAR | - | 1655.18 | 1138.47 | 1.1 |
| EURAUD | - | 79.836 | 548.23 | 0.49 |
| EURCAD | - | 59.476 | 455.16 | 0.41 |
| EURCHF | - | 39.884 | 411.64 | 0.37 |
| EURCZK | - | 685.2 | 302.43 | 0.27 |
| EURDKK | - | 14.528 | 21.56 | 0.02 |
| EURGBP | - | 56.25 | 731.19 | 0.66 |
| EURHKD | - | 342.062 | 440.27 | 0.4 |
| EURHUF | - | 147.944 | 487.54 | 0.44 |
| EURJPY | - | 60.8 | 551.82 | 0.5 |
| EURNOK | - | 505.66 | 567.32 | 0.51 |
| EURNZD | - | 96.626 | 638.6 | 0.58 |
| EURPLN | - | 146.636 | 383.03 | 0.35 |
| EURSEK | - | 508.08 | 533.46 | 0.48 |
| EURSGD | - | 50.174 | 372.29 | 0.34 |
| EURTRY | - | 415.438 | 702.6 | 0.63 |
| EURUSD | - | 42.866 | 428.66 | 0.39 |
| EURZAR | - | 1624.48 | 1117.36 | 1.01 |
| GBPAUD | - | 145.914 | 1001.99 | 0.77 |
| GBPCAD | - | 123.98 | 948.8 | 0.73 |
| GBPCHF | - | 99.064 | 1022.44 | 0.79 |
| GBPHKD | - | 763.22 | 982.35 | 0.76 |
| GBPJPY | - | 119.014 | 1080.18 | 0.83 |
| GBPNZD | - | 162.4 | 1073.3 | 0.83 |
| GBPPLN | - | 371.708 | 970.95 | 0.75 |
| GBPSGD | - | 121.922 | 904.67 | 0.7 |
| GBPUSD | - | 96.822 | 968.22 | 0.74 |
| GBPZAR | - | 2147.02 | 1476.77 | 1.14 |
| HKDJPY | - | 576.8 | 52.35 | 0.41 |
| NZDCAD | - | 52.237 | 399.76 | 0.6 |
| NZDCHF | - | 44.199 | 456.18 | 0.69 |
| NZDHKD | - | 321.25 | 413.49 | 0.63 |
| NZDJPY | - | 54.206 | 491.98 | 0.74 |
| NZDSGD | - | 48.698 | 361.34 | 0.55 |
| NZDUSD | - | 40.879 | 408.79 | 0.62 |
| SGDCHF | - | 31.44 | 324.49 | 0.44 |
| SGDHKD | - | 127.618 | 164.26 | 0.22 |
| SGDJPY | - | 36.824 | 334.22 | 0.45 |
| TRYJPY | - | 14.009 | 127.15 | 0.75 |
| USDCAD | - | 46.6 | 356.62 | 0.36 |
| USDCHF | - | 42.944 | 443.22 | 0.44 |
| USDCNH | - | 242.786 | 353.34 | 0.35 |
| USDCZK | - | 1112.26 | 490.93 | 0.49 |
| USDDKK | - | 258.944 | 384.2 | 0.38 |
| USDHKD | - | 70.068 | 90.19 | 0.09 |
| USDHUF | - | 186.336 | 614.06 | 0.61 |
| USDINR | - | 35.686 | 502.12 | 0.5 |
| USDJPY | - | 43.21 | 392.18 | 0.39 |
| USDMXN | - | 1270.2 | 680.97 | 0.68 |
| USDNOK | - | 549.898 | 616.95 | 0.62 |
| USDPLN | - | 210.926 | 550.97 | 0.55 |
| USDSAR | - | 4.224 | 11.26 | 0.01 |
| USDSEK | - | 570.334 | 598.83 | 0.6 |
| USDSGD | - | 26.338 | 195.43 | 0.2 |
| USDTHB | - | 8.862 | 291.99 | 0.29 |
| USDTRY | - | 334.678 | 566.01 | 0.57 |
| USDZAR | - | 1508.04 | 1037.27 | 1.04 |
| ZARJPY | - | 8.943 | 81.17 | 1.18 |
| XAUUSD | - | 1344.02 | 0 | 0 |
