Forex волатильность
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 | $ | % |
|---|---|---|---|---|
| AUDCAD | - | 95.152 | 704.41 | 1.02 |
| AUDCHF | - | 86.337 | 897.29 | 1.3 |
| AUDHKD | - | 760.882 | 981.66 | 1.43 |
| AUDJPY | - | 104.585 | 961.97 | 1.4 |
| AUDNZD | - | 72.448 | 460.41 | 0.67 |
| AUDSGD | - | 105.471 | 753.26 | 1.09 |
| AUDUSD | - | 98.261 | 982.61 | 1.43 |
| CADCHF | - | 69.024 | 717.36 | 0.97 |
| CADHKD | - | 559.216 | 721.48 | 0.97 |
| CADJPY | - | 86.459 | 795.24 | 1.07 |
| CADSGD | - | 79.024 | 564.38 | 0.76 |
| CHFHKD | - | 572.706 | 738.88 | 0.71 |
| CHFJPY | - | 82.55 | 759.29 | 0.73 |
| CHFZAR | - | 3727.92 | 2170.8 | 2.09 |
| EURAUD | - | 225.808 | 1554.69 | 1.39 |
| EURCAD | - | 138.266 | 1023.59 | 0.92 |
| EURCHF | - | 39.344 | 408.9 | 0.37 |
| EURCZK | - | 2565.62 | 1078.23 | 0.96 |
| EURDKK | - | 43.66 | 65.47 | 0.06 |
| EURGBP | - | 78.658 | 985.74 | 0.88 |
| EURHKD | - | 689.476 | 889.53 | 0.8 |
| EURHUF | - | 347.204 | 1123.09 | 1 |
| EURJPY | - | 97.448 | 896.32 | 0.8 |
| EURNOK | - | 1777.08 | 1860.88 | 1.66 |
| EURNZD | - | 221.31 | 1406.43 | 1.26 |
| EURPLN | - | 310.564 | 791.23 | 0.71 |
| EURSEK | - | 923.38 | 989.18 | 0.88 |
| EURSGD | - | 99.228 | 708.67 | 0.63 |
| EURTRY | - | 943.428 | 1407.81 | 1.26 |
| EURUSD | - | 89.214 | 892.14 | 0.8 |
| EURZAR | - | 3762.76 | 2191.09 | 1.96 |
| GBPAUD | - | 221.468 | 1524.81 | 1.22 |
| GBPCAD | - | 177.134 | 1311.33 | 1.05 |
| GBPCHF | - | 113.522 | 1179.82 | 0.94 |
| GBPHKD | - | 1049.672 | 1354.24 | 1.08 |
| GBPJPY | - | 142.56 | 1311.26 | 1.05 |
| GBPNZD | - | 222.73 | 1415.45 | 1.13 |
| GBPPLN | - | 510.658 | 1301.01 | 1.04 |
| GBPSGD | - | 154.2 | 1101.27 | 0.88 |
| GBPUSD | - | 135.524 | 1355.24 | 1.08 |
| GBPZAR | - | 4327.76 | 2520.1 | 2.01 |
| HKDJPY | - | 920.98 | 84.71 | 0.66 |
| NZDCAD | - | 90.535 | 670.23 | 1.05 |
| NZDCHF | - | 75.686 | 786.59 | 1.24 |
| NZDHKD | - | 683.146 | 881.36 | 1.39 |
| NZDJPY | - | 94.063 | 865.19 | 1.36 |
| NZDSGD | - | 96.351 | 688.12 | 1.08 |
| NZDUSD | - | 88.189 | 881.89 | 1.39 |
| SGDCHF | - | 45.508 | 472.96 | 0.66 |
| SGDHKD | - | 299.378 | 386.24 | 0.54 |
| SGDJPY | - | 57.52 | 529.07 | 0.74 |
| TRYJPY | - | 21.467 | 197.45 | 1.32 |
| USDCAD | - | 142.494 | 1054.89 | 1.05 |
| USDCHF | - | 69.443 | 721.71 | 0.72 |
| USDCNH | - | 314.394 | 442.36 | 0.44 |
| USDCZK | - | 3449.84 | 1449.83 | 1.45 |
| USDDKK | - | 560.742 | 840.84 | 0.84 |
| USDHKD | - | 23.816 | 30.73 | 0.03 |
| USDHUF | - | 457.598 | 1480.18 | 1.48 |
| USDINR | - | 65.063 | 870.06 | 0.87 |
| USDJPY | - | 71.428 | 656.99 | 0.66 |
| USDMXN | - | 6039.26 | 2779.11 | 2.78 |
| USDNOK | - | 1929.184 | 2020.15 | 2.02 |
| USDPLN | - | 477.804 | 1217.3 | 1.22 |
| USDSAR | - | 14.796 | 39.41 | 0.04 |
| USDSEK | - | 1201.346 | 1286.95 | 1.29 |
| USDSGD | - | 78.624 | 561.52 | 0.56 |
| USDTHB | - | 15.838 | 502 | 0.5 |
| USDTRY | - | 754.726 | 1126.22 | 1.13 |
| USDZAR | - | 3672.96 | 2138.8 | 2.14 |
| ZARJPY | - | 12.632 | 116.19 | 1.99 |
