Category: Other
S&P 500 – Returns and Volatility Analysis
14 September 2016:
Dow Jones – Returns and Volatility Analysis
EUR/GBP – Returns and Volatility Analysis
EUR/ZAR – Returns and Volatility Analysis
AUD/USD – Returns and Volatility Analysis
EUR/JPY – Returns and Volatility Analysis
The graph takes a month-by-month look at EUR/JPY since 1999 (seven years total), which encapsulates the time since the launch of the year, an important watershed moment in the forex market. Each bar indicates the net up month to down month reading. For example, a reading of +5 indicates that there were 6 up years for that month as opposed to just one down year, out of the seven.
The really interesting month is December. The market rose every year from 2000 to 2004. Even though it fell in 2005, the cross has averaged a 350+ pip increase each year.
GBP/USD – Returns and Volatility Analysis
The graph takes a month-by-month look at GBP/USD since 1999 (seven years total), which encapsulates the time since the launch of the year, an important watershed moment in the forex market. Each bar indicates the net up month to down month reading. For example, a reading of +5 indicates that there were 6 up years for that month as opposed to just one down year, out of the seven.
USD/JPY – Returns and Volatility Analysis
The graph takes a month-by-month look at USD/JPY since 1999 (seven years total), which encapsulates the time since the launch of the year, an important watershed moment in the forex market. Each bar indicates the net up month to down month reading. For example, a reading of +5 indicates that there were 6 up years for that month as opposed to just one down year, out of the seven.
The prime example is August, the month in which the market has been down every year since 1999. During that time, USD/JPY fell for the month at least 137 pips each time around, with most of the declines coming in at better than 200 pips. The average has been 320 pips, which is 2.80%.
USD/CHF – Returns and Volatility Analysis
The graph takes a month-by-month look at USD/CHF since 1999 (seven years total), which encapsulates the time since the launch of the year, an important watershed moment in the forex market. Each bar indicates the net up month to down month reading. For example, a reading of +5 indicates that there were 6 up years for that month as opposed to just one down year, out of the seven.
