Note: This section contains information in English only.[ANNOUNCE]With the long-awaited Jackson Hole speeches scheduled for the end of the period, the week saw largely subdued movements on the market, and the observed indexes spent most of the time in an extremely narrow range of ±0.50%.
A notable exception was the Kiwi's gauge, which returned to its downtrend after holding flat near the baseline in the previous period.
Other breaks out of the range were made by the Loonie's, the Euro's, and the Franc's measures, which were also the only indexes to finish the period in the appreciation area.
As was implied by the largely flat currency indexes, the past week was relatively tranquil, with most of the median volatility levels standing at 0.030%.
Notable exceptions were the Euro's and the Greenback's turbulence measures, whose medians reached only 0.026%.
The past week saw some rather notable shifts in the weekly correlation medians, but, interestingly, the strongest of them represented a return to the half-yearly readings from the anomalous monthly distributions. [/ANNOUNCE]
To view this report in a full screen you may use this link
Mon, 28 Aug 2017 12:47:06 GMT
Source: Dukascopy Bank SA
A notable exception was the Kiwi's gauge, which returned to its downtrend after holding flat near the baseline in the previous period.
Other breaks out of the range were made by the Loonie's, the Euro's, and the Franc's measures, which were also the only indexes to finish the period in the appreciation area.
As was implied by the largely flat currency indexes, the past week was relatively tranquil, with most of the median volatility levels standing at 0.030%.
Notable exceptions were the Euro's and the Greenback's turbulence measures, whose medians reached only 0.026%.
The past week saw some rather notable shifts in the weekly correlation medians, but, interestingly, the strongest of them represented a return to the half-yearly readings from the anomalous monthly distributions. [/ANNOUNCE]
To view this report in a full screen you may use this link