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 | - | 47.844 | 362.76 | 0.54 |
| AUDCHF | - | 42.079 | 434.12 | 0.64 |
| AUDHKD | - | 298.746 | 384.15 | 0.57 |
| AUDJPY | - | 53.019 | 486.64 | 0.72 |
| AUDNZD | - | 40.518 | 265.72 | 0.39 |
| AUDSGD | - | 42.355 | 312.1 | 0.46 |
| AUDUSD | - | 37.495 | 374.95 | 0.55 |
| CADCHF | - | 39.177 | 404.18 | 0.53 |
| CADHKD | - | 227.58 | 292.64 | 0.39 |
| CADJPY | - | 47.863 | 439.31 | 0.58 |
| CADSGD | - | 34.948 | 257.52 | 0.34 |
| CHFHKD | - | 351.48 | 451.95 | 0.44 |
| CHFJPY | - | 50.942 | 467.57 | 0.45 |
| CHFZAR | - | 1661.54 | 1137.09 | 1.1 |
| EURAUD | - | 80.172 | 542.28 | 0.49 |
| EURCAD | - | 61.708 | 467.87 | 0.42 |
| EURCHF | - | 38.89 | 401.22 | 0.36 |
| EURCZK | - | 696.72 | 303.9 | 0.28 |
| EURDKK | - | 14.262 | 21.03 | 0.02 |
| EURGBP | - | 58.07 | 758.45 | 0.69 |
| EURHKD | - | 346.636 | 445.73 | 0.4 |
| EURHUF | - | 160.226 | 522.81 | 0.47 |
| EURJPY | - | 61.704 | 566.35 | 0.51 |
| EURNOK | - | 504.238 | 552.03 | 0.5 |
| EURNZD | - | 91.498 | 600.04 | 0.54 |
| EURPLN | - | 150.6 | 387.81 | 0.35 |
| EURSEK | - | 496.22 | 516.21 | 0.47 |
| EURSGD | - | 51.442 | 379.06 | 0.34 |
| EURTRY | - | 404.696 | 679.72 | 0.62 |
| EURUSD | - | 43.466 | 434.66 | 0.39 |
| EURZAR | - | 1634.52 | 1118.6 | 1.02 |
| GBPAUD | - | 149.674 | 1012.39 | 0.78 |
| GBPCAD | - | 130.032 | 985.91 | 0.76 |
| GBPCHF | - | 100.98 | 1041.78 | 0.8 |
| GBPHKD | - | 786.14 | 1010.87 | 0.77 |
| GBPJPY | - | 122.972 | 1128.7 | 0.86 |
| GBPNZD | - | 160.512 | 1052.64 | 0.81 |
| GBPPLN | - | 379.06 | 976.13 | 0.75 |
| GBPSGD | - | 126.05 | 928.82 | 0.71 |
| GBPUSD | - | 99.954 | 999.54 | 0.77 |
| GBPZAR | - | 2122.82 | 1452.77 | 1.11 |
| HKDJPY | - | 568.38 | 52.17 | 0.41 |
| NZDCAD | - | 49.85 | 377.97 | 0.58 |
| NZDCHF | - | 42.447 | 437.91 | 0.67 |
| NZDHKD | - | 309.092 | 397.45 | 0.61 |
| NZDJPY | - | 52.366 | 480.64 | 0.73 |
| NZDSGD | - | 46.321 | 341.32 | 0.52 |
| NZDUSD | - | 39.358 | 393.58 | 0.6 |
| SGDCHF | - | 31.26 | 322.5 | 0.44 |
| SGDHKD | - | 134.074 | 172.4 | 0.23 |
| SGDJPY | - | 37.246 | 341.86 | 0.46 |
| TRYJPY | - | 13.87 | 127.31 | 0.76 |
| USDCAD | - | 48.85 | 370.38 | 0.37 |
| USDCHF | - | 42.762 | 441.16 | 0.44 |
| USDCNH | - | 251.898 | 360.55 | 0.36 |
| USDCZK | - | 1145.64 | 499.71 | 0.5 |
| USDDKK | - | 262.658 | 387.22 | 0.39 |
| USDHKD | - | 69.258 | 89.06 | 0.09 |
| USDHUF | - | 197.486 | 644.39 | 0.64 |
| USDINR | - | 34.226 | 479.15 | 0.48 |
| USDJPY | - | 42.764 | 392.51 | 0.39 |
| USDMXN | - | 1211.12 | 638.95 | 0.64 |
| USDNOK | - | 553.664 | 606.14 | 0.61 |
| USDPLN | - | 216.8 | 558.29 | 0.56 |
| USDSAR | - | 4.564 | 12.16 | 0.01 |
| USDSEK | - | 568.568 | 591.47 | 0.59 |
| USDSGD | - | 27.832 | 205.08 | 0.21 |
| USDTHB | - | 9.266 | 301.73 | 0.3 |
| USDTRY | - | 324.498 | 545.02 | 0.55 |
| USDZAR | - | 1532.02 | 1048.45 | 1.05 |
| ZARJPY | - | 9.107 | 83.59 | 1.22 |
| XAUUSD | - | 1381.72 | 0 | 0 |
