Skip to contentTable 1 – Relative strength of the US dollar
Pair | Gain/Loss in Pips | May 8th Low | Dec 31st Close | % Change |
USD/RUB | 24794 | 34.964 | 59.758 | 70.913% |
USD/NOK | 16278 | 5.8462 | 7.4740 | 27.844% |
USD/BRL | 4585 | 2.1990 | 2.6575 | 20.850% |
USD/SEK | 13383 | 6.4587 | 7.7970 | 20.721% |
USD/HUF | 4460 | 217.09 | 261.69 | 20.544% |
USD/JPY | 1828 | 101.53 | 119.81 | 18.005% |
USD/DKK | 8223 | 5.3329 | 6.1552 | 15.419% |
USD/MXN | 18374 | 12.9116 | 14.7490 | 14.231% |
EUR/USD (inverted) | 1892 | 1.3993 | 1.2101 | 13.521% |
USD/TRY | 2710 | 2.0635 | 2.3345 | 13.133% |
USD/CHF | 1138 | 0.8798 | 0.9936 | 12.935% |
AUD/USD (inverted) | 1212 | 0.9378 | 0.8166 | 12.924% |
USD/ZAR | 13130 | 10.2580 | 11.5710 | 12.800% |
NZD/USD (inverted) | 853 | 0.8649 | 0.7796 | 9.862% |
GBP/USD (inverted) | 1358 | 1.6937 | 1.5579 | 8.018% |
USD/CAD | 797 | 1.0815 | 1.1612 | 7.369% |
USD/KRW | 7220 | 1021.70 | 1093.90 | 7.067% |
USD/SGD | 807 | 1.2449 | 1.3256 | 6.482% |
USD/INR | 3170 | 59.865 | 63.035 | 5.295% |
USD/HKD | 29 | 7.7510 | 7.7539 | 0.037% |
USD/CNY | -183 | 6.2244 | 6.2061 | -0.294% |
Table 1.1 – Currency ranking according to performance
Rank | Currency |
1 | CNY |
2 | USD (0%) |
3 | HKD |
4 | INR |
5 | SGD |
6 | KRW |
7 | CAD |
8 | GBP |
9 | NZD |
10 | ZAR |
11 | AUD |
12 | CHF |
13 | TRY |
14 | EUR |
15 | MXN |
16 | DKK |
17 | JPY |
18 | HUF |
19 | SEK |
20 | BRL |
21 | NOK |
22 | RUB |
Table 2 – Relative strength of the euro
Pair | Gain/Loss in Pips | May 8th High | Dec 31st Close | % Change |
EUR/NOK | 8887 | 8.1669 | 9.0556 | 10.882% |
EUR/SEK | 3897 | 9.0429 | 9.4326 | 4.309% |
EUR/JPY | 245 | 142.36 | 144.81 | 1.721% |
EUR/AUD | 18 | 1.4796 | 1.4814 | 0.122% |
EUR/CHF | -180 | 1.2209 | 1.2029 | -1.474% |
EUR/TRY | -481 | 2.8771 | 2.8290 | -1.672% |
EUR/NZD | -540 | 1.6056 | 1.5516 | -3.363% |
EUR/GBP | -481 | 0.8249 | 0.7768 | -5.831% |
EUR/CAD | -1175 | 1.5234 | 1.4059 | -7.713% |
EUR/USD | -1892 | 1.3993 | 1.2101 | -13.521% |
Table 2.1 – Currency ranking according to performance
Rank | Currency |
1 | USD |
2 | CAD |
3 | GBP |
4 | NZD |
5 | TRY |
6 | CHF |
7 | EUR (0%) |
8 | AUD |
9 | JPY |
10 | SEK |
11 | NOK |
Table 3 – Relative strength of the British pound
Pair | Gain/Loss in Pips | July 14th High | Dec 31st Close | % Change |
GBP/NOK | 9908 | 10.6681 | 11.6589 | 9.288% |
GBP/JPY | 1242 | 174.01 | 186.43 | 7.138% |
GBP/AUD | 730 | 1.8342 | 1.9072 | 3.980% |
GBP/SEK | 4467 | 11.6970 | 12.1437 | 3.819% |
EUR/GBP (inverted) | -171 | 0.7939 | 0.7768 | 2.154% |
GBP/CHF | 197 | 1.5289 | 1.5486 | 1.289% |
GBP/CAD | -372 | 1.8463 | 1.8091 | -2.015% |
GBP/USD | -1568 | 1.7143 | 1.5575 | -9.147% |
Table 3.1 – Currency ranking according to performance
Rank | Currency |
1 | USD |
2 | CAD |
3 | GBP (0%) |
4 | CHF |
5 | EUR |
6 | SEK |
7 | AUD |
8 | JPY |
9 | NOK |
Table 4 – Currency Pairs Average Annual Volatility
Currency Pair | Intraday | Daily |
EUR/USD | 0.507% | 0.466% |
USD/JPY | 0.629% | 0.671% |
GBP/USD | 0.479% | 0.461% |
USD/CHF | 0.583% | 0.619% |
USD/CAD | 0.563% | 0.591% |
AUD/USD | 0.762% | 0.735% |
NZD/USD | 0.828% | 0.812% |