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.

EUR/JPY Weekday returnsEUR/JPY Monthly returns

EUR/JPY Weekday volatilityEUR/JPY Monthly volatility

EUR/JPY Historical volatility