Amplitude Probability Distribution for Currencies - Kshitij Color of Money

Amplitude Probability Distribution for Currencies

Apr, 26, 2002     By Vikram Murarka    0 comments



eurusd-daily-amplitude

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

EURUSD Amplitude

USDJPY Amplitude

USDJPY Amplitude

USDCHF Amplitude

USDCHF Amplitude

Vikram Murarka

Chief Currency Strategist at KSHITIJ.COM. Likes to look at the markets from many different angles. Weaves many conventional and unconventional technical analysis techniques and fundamental analysis into a global macro perspective. Likes to take the road less traveled.


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