Note: This section contains information in English only.[ANNOUNCE]The past week was notably action-packed for the observed currencies, with both sharp changes and persistent trends allowing most of the indexes move well away from the ±0.50% range.
The biggest developments were observed in the negative area, where the safe-haven Yen and Swiss Franc ended up driving their measures to the -1.50% line.
Another notably active currency was the Loonie, whose index managed to breach both the -0.50% and the +0.50% lines.
The observed currencies continued to produce relatively moderate volatility peaks, but their overall turbulence picked up to more substantial levels.
Most of the aggregated volatility measures posted the medians of 0.033-0.035%, while the Euro became the most tranquil currency with the reading of 0.031%, and the Yen reported the highest median volatility level of 0.043%.
The past period saw not only an uptick in volatility, but also some more palpable deviations between weekly and monthly correlations. [/ANNOUNCE]
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Mon, 12 Mar 2018 12:17:28 GMT
Source: Dukascopy Bank SA
The biggest developments were observed in the negative area, where the safe-haven Yen and Swiss Franc ended up driving their measures to the -1.50% line.
Another notably active currency was the Loonie, whose index managed to breach both the -0.50% and the +0.50% lines.
The observed currencies continued to produce relatively moderate volatility peaks, but their overall turbulence picked up to more substantial levels.
Most of the aggregated volatility measures posted the medians of 0.033-0.035%, while the Euro became the most tranquil currency with the reading of 0.031%, and the Yen reported the highest median volatility level of 0.043%.
The past period saw not only an uptick in volatility, but also some more palpable deviations between weekly and monthly correlations. [/ANNOUNCE]
To view this report in a full screen you may use this link