Note: This section contains information in English only.[ANNOUNCE]The past week became another active period for the observed currencies, with most of the indexes breaking out of the ±0.50% range, and three most changed gauges finishing the week beyond the ±1.00% lines.
The JPY Index continued to dominate over its counterparts as it posted the greatest weekly growth for the second period in a row.
Meanwhile, the Greenback's index was the absolute "anti-leader", finishing the week with 1.44% loss, pushing its YTD change back below the -3.00% line.
The observed currencies lost some of the previous period's overturbulence, but still reported rather high volatility levels.
Most of the volatility medians lay between 0.034% and 0.037%, with the lowest readings of 0.032% posted by the Euro and the Loonie, and the highest value of 0.046% reported by the Yen.
The week's highest volatility peaks were formed within the 90-minute period following the US CPI release on Wednesday.
The shifts in the weekly correlation distributions were also less dramatic than the ones seen in the previous period, but most of the selected combinations still managed to move their short-term medians over 0.10 points away from the monthly levels.
Almost all of the reported deviations were observed in the combinations with the safe-haven currencies – the Swiss Franc and the Yen. [/ANNOUNCE]
To view this report in a full screen you may use this link
Mon, 19 Feb 2018 13:11:09 GMT
Source: Dukascopy Bank SA
The JPY Index continued to dominate over its counterparts as it posted the greatest weekly growth for the second period in a row.
Meanwhile, the Greenback's index was the absolute "anti-leader", finishing the week with 1.44% loss, pushing its YTD change back below the -3.00% line.
The observed currencies lost some of the previous period's overturbulence, but still reported rather high volatility levels.
Most of the volatility medians lay between 0.034% and 0.037%, with the lowest readings of 0.032% posted by the Euro and the Loonie, and the highest value of 0.046% reported by the Yen.
The week's highest volatility peaks were formed within the 90-minute period following the US CPI release on Wednesday.
The shifts in the weekly correlation distributions were also less dramatic than the ones seen in the previous period, but most of the selected combinations still managed to move their short-term medians over 0.10 points away from the monthly levels.
Almost all of the reported deviations were observed in the combinations with the safe-haven currencies – the Swiss Franc and the Yen. [/ANNOUNCE]
To view this report in a full screen you may use this link