В следующей таблице представлены ежедневные изменения валюты измеряется в Пип, в $ и% с размером контракта на $ 100'000. Вы должны определить период для расчета средней волатильности.
Формула: Изменение = средний (высокий - низкий)
Pair | Trend | pips | $ | % |
AU200 | - | 80.014 | - | 1.06 |
DE30 | - | 173.860 | - | 0.96 |
EU50 | - | 52.946 | - | 1.06 |
FR40 | - | 81.988 | - | 1.02 |
HK33 | - | 345.112 | - | 1.96 |
JP225 | - | 694.178 | - | 1.84 |
NAS100 | - | 284.422 | - | 1.62 |
NL25 | - | 873.812 | - | 1.00 |
SG30 | - | 36.184 | - | 1.19 |
SPX500 | - | 57.906 | - | 1.14 |
UK100 | - | 73.998 | - | 0.91 |
US2000 | - | 3 760.760 | - | 1.90 |
US30 | - | 396.996 | - | 1.04 |
DE10YB | - | 82.098 | - | 0.63 |
UK10YB | - | 74.662 | - | 0.78 |
USB02Y | - | 16.186 | - | 0.16 |
USB05Y | - | 38.940 | - | 0.37 |
USB10Y | - | 59.604 | - | 0.56 |
USB30Y | - | 120.190 | - | 1.06 |
AUDCAD | - | 44.272 | 324.24 | 0.50 |
AUDCHF | - | 40.388 | 442.75 | 0.68 |
AUDHKD | - | 394.646 | 504.11 | 0.77 |
AUDJPY | - | 70.704 | 450.95 | 0.69 |
AUDNZD | - | 36.268 | 216.05 | 0.33 |
AUDSGD | - | 48.190 | 354.16 | 0.54 |
AUDUSD | - | 50.140 | 501.40 | 0.77 |
CADCHF | - | 35.696 | 391.32 | 0.53 |
CADHKD | - | 274.820 | 351.05 | 0.48 |
CADJPY | - | 67.258 | 428.97 | 0.59 |
CADSGD | - | 33.452 | 245.84 | 0.34 |
CHFHKD | - | 509.018 | 650.20 | 0.59 |
CHFJPY | - | 101.022 | 644.31 | 0.59 |
CHFZAR | - | 2 262.860 | 1 202.98 | 1.10 |
EURAUD | - | 83.832 | 548.93 | 0.51 |
EURCAD | - | 55.956 | 409.81 | 0.38 |
EURCHF | - | 46.796 | 513.00 | 0.48 |
EURCZK | - | 968.560 | 412.98 | 0.39 |
EURDKK | - | 17.634 | 25.35 | 0.02 |
EURGBP | - | 26.262 | 328.70 | 0.31 |
EURHKD | - | 433.108 | 553.24 | 0.52 |
EURHUF | - | 252.720 | 690.38 | 0.64 |
EURJPY | - | 102.064 | 650.96 | 0.61 |
EURNOK | - | 747.480 | 680.38 | 0.63 |
EURNZD | - | 87.842 | 523.27 | 0.49 |
EURPLN | - | 219.456 | 544.45 | 0.51 |
EURSEK | - | 682.720 | 626.68 | 0.58 |
EURSGD | - | 46.910 | 344.75 | 0.32 |
EURTRY | - | 3 120.440 | 961.50 | 0.90 |
EURUSD | - | 55.174 | 551.74 | 0.51 |
EURZAR | - | 1 926.400 | 1 024.11 | 0.95 |
GBPAUD | - | 100.710 | 659.45 | 0.53 |
GBPCAD | - | 74.194 | 543.39 | 0.43 |
GBPCHF | - | 59.662 | 654.05 | 0.52 |
GBPHKD | - | 558.794 | 713.79 | 0.57 |
GBPJPY | - | 122.078 | 778.61 | 0.62 |
GBPNZD | - | 103.598 | 617.13 | 0.49 |
GBPPLN | - | 298.746 | 741.16 | 0.59 |
GBPSGD | - | 67.410 | 495.41 | 0.40 |
GBPUSD | - | 71.680 | 716.80 | 0.57 |
GBPZAR | - | 2 269.380 | 1 206.45 | 0.96 |
HKDJPY | - | 1 043.340 | 66.54 | 0.52 |
NZDCAD | - | 42.572 | 311.79 | 0.52 |
NZDCHF | - | 36.690 | 402.21 | 0.68 |
NZDHKD | - | 350.040 | 447.13 | 0.75 |
NZDJPY | - | 62.934 | 401.39 | 0.67 |
NZDSGD | - | 42.800 | 314.54 | 0.53 |
NZDUSD | - | 44.560 | 445.60 | 0.75 |
SGDCHF | - | 32.228 | 353.30 | 0.48 |
SGDHKD | - | 0.000 | - | 0.00 |
SGDJPY | - | 54.320 | 346.45 | 0.47 |
TRYJPY | - | 5.750 | 36.67 | 1.19 |
USDCAD | - | 64.594 | 473.08 | 0.47 |
USDCHF | - | 51.728 | 567.07 | 0.57 |
USDCNH | - | 164.150 | 225.99 | 0.23 |
USDCZK | - | 1 630.640 | 695.28 | 0.69 |
USDDKK | - | 352.314 | 506.55 | 0.51 |
USDHKD | - | 36.788 | 46.99 | 0.05 |
USDHUF | - | 341.896 | 933.99 | 0.93 |
USDINR | - | 39.938 | 479.51 | 0.48 |
USDJPY | - | 81.434 | 519.38 | 0.52 |
USDMXN | - | 1 516.280 | 884.84 | 0.88 |
USDNOK | - | 993.220 | 904.06 | 0.90 |
USDPLN | - | 325.680 | 807.98 | 0.81 |
USDSAR | - | 0.000 | - | 0.00 |
USDSEK | - | 978.320 | 898.02 | 0.90 |
USDSGD | - | 43.654 | 320.82 | 0.32 |
USDTHB | - | 23.454 | 635.09 | 0.63 |
USDTRY | - | 2 427.560 | 748.00 | 0.75 |
USDZAR | - | 2 166.120 | 1 151.55 | 1.15 |
XAGAUD | - | 9 776.740 | - | 2.32 |
XAGCAD | - | 9 006.740 | - | 2.39 |
XAGCHF | - | 5 928.880 | - | 2.35 |
XAGEUR | - | 6 183.420 | - | 2.40 |
XAGGBP | - | 5 225.520 | - | 2.37 |
XAGHKD | - | 54 581.000 | - | 2.53 |
XAGJPY | - | 103.546 | - | 2.39 |
XAGNZD | - | 10 731.080 | - | 2.31 |
XAGSGD | - | 9 071.820 | - | 2.42 |
XAGUSD | - | 6 979.200 | - | 2.53 |
XAUAUD | - | 4 742.160 | - | 1.32 |
XAUCAD | - | 4 313.260 | - | 1.35 |
XAUCHF | - | 2 841.220 | - | 1.33 |
XAUEUR | - | 2 900.240 | - | 1.32 |
XAUGBP | - | 2 441.720 | - | 1.30 |
XAUHKD | - | 26 251.200 | - | 1.43 |
XAUJPY | - | 488.232 | - | 1.33 |
XAUNZD | - | 5 238.160 | - | 1.33 |
XAUSGD | - | 4 225.300 | - | 1.32 |
XAUUSD | - | 3 354.760 | - | 1.43 |
XAUXAG | - | 156.678 | - | 1.84 |
XCUUSD | - | 733.914 | - | 1.62 |
XPDUSD | - | 4 176.984 | - | 4.34 |
XPTUSD | - | 2 160.550 | - | 2.37 |
ZARJPY | - | 9.112 | 58.12 | 1.09 |
BCO | - | 171.002 | - | 1.91 |
CORN | - | 7.248 | - | 1.66 |
NATGAS | - | 9.262 | - | 5.39 |
SOYBN | - | 17.532 | - | 1.51 |
SUGAR | - | 57.870 | - | 2.91 |
WHEAT | - | 15.862 | - | 2.62 |
WTICO | - | 183.660 | - | 2.16 |
EUR | - | 3 455.600 | - | 0.31 |
USD | - | 5 019.820 | - | 0.49 |
GBP | - | 2 760.500 | - | 0.36 |
CHF | - | 8 860.800 | - | 0.47 |
JPY | - | 3 493.820 | - | 0.57 |
CAD | - | 3 655.200 | - | 0.33 |
AUD | - | 4 942.440 | - | 0.48 |
NZD | - | 5 324.800 | - | 0.45 |
CNH | - | 4 774.800 | - | 0.41 |
DKK | - | 4 566.600 | - | 0.42 |
MXN | - | 5 026.460 | - | 0.89 |
NOK | - | 5 697.120 | - | 0.76 |
PLN | - | 7 302.600 | - | 0.70 |
SEK | - | 6 210.880 | - | 0.78 |
SGD | - | 4 129.800 | - | 0.33 |
ZAR | - | 3 368.560 | - | 1.01 |
TRY | - | 153.184 | - | 0.90 |
XAU | - | 113 630.400 | - | 1.34 |
XAG | - | 126 078.200 | - | 2.37 |
XPT | - | 49 587.600 | - | 2.20 |