Note: This section contains information in English only.[ANNOUNCE]After a rather turbulent beginning of the month, the market seemed to have softened its reactions, and the observed indexes showed much smoother performance compared to the previous period.
That, however, did not translate into staleness, as the week saw half of the measures reach beyond the ±1.00% lines.
As was clearly shown by the currency indexes, the market's turbulence pulled back from the high levels of the previous period. Most of the observed currencies posted median volatility of 0.026-0.028%, while the Euro restated its position as the most tranquil currency with the reading of 0.025%, and the Kiwi and the Yen became the most turbulent ones with 0.032% and 0.036%.
Most of the deviations between weekly and monthly correlation distributions were the results of the weakening of the bonds between the associated currency pairs, with their correlations pulling back from elevated monthly levels.
Unsurprisingly, most of the selected combinations included pairs with the week's most prominent movers – the Pound, the Yen, and the Loonie. [/ANNOUNCE]
To view this report in a full screen you may use this link
Mon, 19 Mar 2018 13:23:24 GMT
Source: Dukascopy Bank SA
That, however, did not translate into staleness, as the week saw half of the measures reach beyond the ±1.00% lines.
As was clearly shown by the currency indexes, the market's turbulence pulled back from the high levels of the previous period. Most of the observed currencies posted median volatility of 0.026-0.028%, while the Euro restated its position as the most tranquil currency with the reading of 0.025%, and the Kiwi and the Yen became the most turbulent ones with 0.032% and 0.036%.
Most of the deviations between weekly and monthly correlation distributions were the results of the weakening of the bonds between the associated currency pairs, with their correlations pulling back from elevated monthly levels.
Unsurprisingly, most of the selected combinations included pairs with the week's most prominent movers – the Pound, the Yen, and the Loonie. [/ANNOUNCE]
To view this report in a full screen you may use this link