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Table 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% |
