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 | - | 125.583 | 884.26 | 1.47 |
| AUDCHF | - | 105.632 | 1080.97 | 1.8 |
| AUDHKD | - | 847.646 | 1093.3 | 1.82 |
| AUDJPY | - | 138.288 | 1274.31 | 2.12 |
| AUDNZD | - | 75.792 | 444.29 | 0.74 |
| AUDSGD | - | 132.574 | 921.16 | 1.54 |
| AUDUSD | - | 110.1 | 1101 | 1.84 |
| CADCHF | - | 80.347 | 822.22 | 1.17 |
| CADHKD | - | 521.968 | 673.24 | 0.96 |
| CADJPY | - | 114.765 | 1057.55 | 1.5 |
| CADSGD | - | 88.02 | 611.59 | 0.87 |
| CHFHKD | - | 739.232 | 953.47 | 0.93 |
| CHFJPY | - | 104.844 | 966.13 | 0.94 |
| CHFZAR | - | 3693.98 | 1940.43 | 1.9 |
| EURAUD | - | 293.792 | 1760.7 | 1.63 |
| EURCAD | - | 164.506 | 1158.33 | 1.07 |
| EURCHF | - | 47.428 | 485.35 | 0.45 |
| EURCZK | - | 2726.28 | 1059.35 | 0.98 |
| EURDKK | - | 33.536 | 48.52 | 0.04 |
| EURGBP | - | 111.36 | 1366.39 | 1.26 |
| EURHKD | - | 825.946 | 1065.31 | 0.99 |
| EURHUF | - | 342.06 | 1010.31 | 0.93 |
| EURJPY | - | 126.38 | 1164.58 | 1.08 |
| EURNOK | - | 2396.938 | 2261.33 | 2.09 |
| EURNZD | - | 277.402 | 1626.13 | 1.5 |
| EURPLN | - | 359.848 | 847.14 | 0.78 |
| EURSEK | - | 1150.22 | 1129.58 | 1.04 |
| EURSGD | - | 137.272 | 953.81 | 0.88 |
| EURTRY | - | 918.174 | 1364.08 | 1.26 |
| EURUSD | - | 106.382 | 1063.82 | 0.98 |
| EURZAR | - | 3732.68 | 1960.76 | 1.81 |
| GBPAUD | - | 297.14 | 1780.76 | 1.45 |
| GBPCAD | - | 228.912 | 1611.83 | 1.31 |
| GBPCHF | - | 153.716 | 1573.02 | 1.28 |
| GBPHKD | - | 1319.876 | 1702.38 | 1.39 |
| GBPJPY | - | 194.73 | 1794.42 | 1.46 |
| GBPNZD | - | 316.354 | 1854.47 | 1.51 |
| GBPPLN | - | 673.968 | 1586.63 | 1.29 |
| GBPSGD | - | 220.434 | 1531.64 | 1.25 |
| GBPUSD | - | 170.844 | 1708.44 | 1.39 |
| GBPZAR | - | 4382.12 | 2301.91 | 1.88 |
| HKDJPY | - | 1624.2 | 149.67 | 1.16 |
| NZDCAD | - | 120.52 | 848.61 | 1.45 |
| NZDCHF | - | 92.326 | 944.8 | 1.61 |
| NZDHKD | - | 771.486 | 995.07 | 1.7 |
| NZDJPY | - | 123.334 | 1136.51 | 1.94 |
| NZDSGD | - | 123.376 | 857.25 | 1.46 |
| NZDUSD | - | 99.854 | 998.54 | 1.7 |
| SGDCHF | - | 61.3 | 627.3 | 0.9 |
| SGDHKD | - | 331.066 | 427.01 | 0.61 |
| SGDJPY | - | 93.865 | 864.96 | 1.24 |
| TRYJPY | - | 28.125 | 259.17 | 1.75 |
| USDCAD | - | 130.748 | 920.63 | 0.92 |
| USDCHF | - | 88.083 | 901.38 | 0.9 |
| USDCNH | - | 407.24 | 572.63 | 0.57 |
| USDCZK | - | 3497.52 | 1359.03 | 1.36 |
| USDDKK | - | 659.078 | 953.64 | 0.95 |
| USDHKD | - | 67.834 | 87.49 | 0.09 |
| USDHUF | - | 484.872 | 1432.12 | 1.43 |
| USDINR | - | 70.931 | 928.66 | 0.93 |
| USDJPY | - | 126.082 | 1161.83 | 1.16 |
| USDMXN | - | 5337.84 | 2134.15 | 2.13 |
| USDNOK | - | 2424.206 | 2287.05 | 2.29 |
| USDPLN | - | 541.282 | 1274.26 | 1.27 |
| USDSAR | - | 14.84 | 39.43 | 0.04 |
| USDSEK | - | 1385.012 | 1360.16 | 1.36 |
| USDSGD | - | 85.044 | 590.91 | 0.59 |
| USDTHB | - | 24.244 | 734.67 | 0.73 |
| USDTRY | - | 693.412 | 1030.16 | 1.03 |
| USDZAR | - | 3178.04 | 1669.41 | 1.67 |
| ZARJPY | - | 16.74 | 154.26 | 2.94 |
| XAUUSD | - | 3577.34 | 0 | 0 |
