先週激変した為替市場の覚書
変化幅、変化率は前週末と今週末の比較。
高値安値は週間の高値安値。
シグマの値は週ベースにおきかえています。
| Last | CHG | % | σ | σ(H) | σ(L) | Weekly | HIGH | LOW | HV | ||
| USDJPY | 107.74 | -106 | -0.97% | -0.63 | +0.22 | -1.99 | 60.7% | 109.17 | 105.51 | 11.2% | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| GBPUSD | 1.7660 | -547 | -3.01% | -2.62 | -0.38 | -3.23 | 21.0% | 1.8126 | 1.7534 | 8.4% | |
| EURUSD | 1.4268 | -405 | -2.76% | -2.13 | +0.15 | -2.51 | 14.0% | 1.4702 | 1.4196 | 9.5% | |
| USDCHF | 1.1186 | +174 | +1.58% | +1.28 | +1.32 | -0.48 | 97.1% | 1.1191 | 1.0948 | 8.8% | |
| AUDUSD | 0.8158 | -421 | -4.90% | -2.91 | +0.00 | -3.85 | 23.4% | 0.8578 | 0.8027 | 12.5% | |
| USDZAR | 7.9651 | +2,744 | +3.57% | +1.54 | +2.12 | +0.02 | 70.2% | 8.0712 | 7.6937 | 16.4% |
| Last | CHG | % | σ | σ(H) | σ(L) | Weekly | HIGH | LOW | HV | ||
| GBPJPY | 190.23 | -791 | -3.99% | -2.76 | -0.43 | -4.16 | 36.7% | 196.88 | 186.32 | 10.7% | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| EURJPY | 153.70 | -596 | -3.73% | -2.11 | -0.01 | -3.26 | 34.6% | 159.62 | 150.54 | 13.0% | |
| CHFJPY | 96.30 | -245 | -2.48% | -2.33 | +0.03 | -3.58 | 33.9% | 98.78 | 95.00 | 7.8% | |
| AUDJPY | 87.90 | -542 | -5.81% | -3.21 | -0.08 | -5.01 | 35.0% | 93.18 | 85.00 | 13.4% |