Note: This section contains information in English only.[ANNOUNCE]The beginning of the past period saw the observed
indexes struggle with the ±0.50% tunnel, but further
down almost all gauges managed to break through the
limits, with some showing rather notable developments.
The most prominent one was the Aussie's gauge which spent the previous week slightly below the baseline, but accumulated a 1.93% loss over the past week.
Meanwhile, the Swiss Franc's index became the leader on the other side of the baseline for the second time in a row.
While maximum volatility levels reached in the past period were rather low, on average the week was notably turbulent. High median levels were posted by the Greenback (0.041%), the Kiwi (0.040%), the Yen and the Franc (0.038%), and the Pound (0.037%). The lowest median volatility of 0.033% was reported by the Euro.
Correlations between the currency pairs lost some of the variability observed in the previous periods, with only two of the selected combinations shifting their weekly medians more than 0.10 points away from the monthly levels.
Many of the observed changes seemed to be related to the bonds between the Greenback and the Loonie.[/ANNOUNCE]
To view this report in a full screen you may use this link
Mon, 05 Feb 2018 14:06:55 GMT
Source: Dukascopy Bank SA
The most prominent one was the Aussie's gauge which spent the previous week slightly below the baseline, but accumulated a 1.93% loss over the past week.
Meanwhile, the Swiss Franc's index became the leader on the other side of the baseline for the second time in a row.
While maximum volatility levels reached in the past period were rather low, on average the week was notably turbulent. High median levels were posted by the Greenback (0.041%), the Kiwi (0.040%), the Yen and the Franc (0.038%), and the Pound (0.037%). The lowest median volatility of 0.033% was reported by the Euro.
Correlations between the currency pairs lost some of the variability observed in the previous periods, with only two of the selected combinations shifting their weekly medians more than 0.10 points away from the monthly levels.
Many of the observed changes seemed to be related to the bonds between the Greenback and the Loonie.[/ANNOUNCE]
To view this report in a full screen you may use this link