Amplitude Probability Distribution for Currencies
Apr, 26, 2002 By Vikram Murarka 0 comments
It is important to know the characteristics of any market that we trade. This helps us approach the market with more awareness and reduces the element of surprise. It also helps us formulate our trading strategies.
In the following pages we try to answer the question, "How much do currencies move over various time frames". We have examined price data for EUR-USD, USD-JPY and USD-CHF for the last 3 years to see what is the Amplitude (difference between the High and Low) for these currencies over 1, 3 and 5 day time frames.
We believe that this might be helpful in 1) enabling us to choose a suitable Time Frame for our trading activity and 2) forming an idea of how much profit/ loss might be reasonably expected in our chosen time frames.
Put into other words, this is also an examination of the Volatility of the subject currencies in various time frames.
Please click on
EUR-USD
USD-JPY
USD-CHF
EURUSD Amplitude
USDJPY Amplitude
USDCHF Amplitude
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Our February ’25 Monthly Dollar-Rupee Forecast is now available. To order a PAID copy, please click here and take a trial of our service.
Our January ’25 Quarterly Dollar-Rupee Forecast is now available. To order a PAID copy, please click here and take a trial of our service.