В следующей таблице представлены ежедневные изменения валюты измеряется в Пип, в $ и% с размером контракта на $ 100'000. Вы должны определить период для расчета средней волатильности.
Формула: Изменение = средний (высокий - низкий)
Pair | Trend | pips | $ | % |
AU200 | - | 81.576 | - | 1.08 |
DE30 | - | 178.296 | - | 0.99 |
EU50 | - | 54.898 | - | 1.12 |
FR40 | - | 83.958 | - | 1.05 |
HK33 | - | 340.768 | - | 1.93 |
JP225 | - | 699.692 | - | 1.84 |
NAS100 | - | 287.310 | - | 1.65 |
NL25 | - | 892.912 | - | 1.03 |
SG30 | - | 35.968 | - | 1.20 |
SPX500 | - | 59.054 | - | 1.17 |
UK100 | - | 73.546 | - | 0.90 |
US2000 | - | 3 749.420 | - | 1.90 |
US30 | - | 407.574 | - | 1.08 |
DE10YB | - | 83.200 | - | 0.64 |
UK10YB | - | 74.892 | - | 0.78 |
USB02Y | - | 15.852 | - | 0.16 |
USB05Y | - | 38.450 | - | 0.37 |
USB10Y | - | 59.230 | - | 0.55 |
USB30Y | - | 119.164 | - | 1.04 |
AUDCAD | - | 44.136 | 320.64 | 0.49 |
AUDCHF | - | 40.884 | 444.58 | 0.69 |
AUDHKD | - | 403.276 | 515.42 | 0.79 |
AUDJPY | - | 79.656 | 504.76 | 0.78 |
AUDNZD | - | 36.528 | 215.44 | 0.33 |
AUDSGD | - | 49.508 | 362.78 | 0.56 |
AUDUSD | - | 51.190 | 511.90 | 0.79 |
CADCHF | - | 36.252 | 394.21 | 0.54 |
CADHKD | - | 282.484 | 361.04 | 0.50 |
CADJPY | - | 76.188 | 482.78 | 0.66 |
CADSGD | - | 33.592 | 246.15 | 0.34 |
CHFHKD | - | 523.524 | 669.11 | 0.62 |
CHFJPY | - | 112.966 | 715.84 | 0.66 |
CHFZAR | - | 2 267.960 | 1 216.55 | 1.12 |
EURAUD | - | 86.882 | 563.52 | 0.53 |
EURCAD | - | 56.066 | 407.31 | 0.38 |
EURCHF | - | 48.068 | 522.71 | 0.49 |
EURCZK | - | 942.300 | 400.23 | 0.38 |
EURDKK | - | 17.504 | 25.06 | 0.02 |
EURGBP | - | 26.370 | 329.28 | 0.31 |
EURHKD | - | 439.748 | 562.04 | 0.53 |
EURHUF | - | 252.512 | 690.89 | 0.65 |
EURJPY | - | 116.020 | 735.19 | 0.69 |
EURNOK | - | 753.120 | 679.28 | 0.64 |
EURNZD | - | 91.080 | 537.19 | 0.50 |
EURPLN | - | 217.654 | 535.94 | 0.50 |
EURSEK | - | 681.580 | 620.02 | 0.58 |
EURSGD | - | 47.648 | 349.15 | 0.33 |
EURTRY | - | 3 156.500 | 970.85 | 0.91 |
EURUSD | - | 56.072 | 560.72 | 0.52 |
EURZAR | - | 1 941.680 | 1 041.53 | 0.98 |
GBPAUD | - | 103.046 | 668.36 | 0.54 |
GBPCAD | - | 73.762 | 535.87 | 0.43 |
GBPCHF | - | 60.458 | 657.44 | 0.53 |
GBPHKD | - | 566.320 | 723.81 | 0.58 |
GBPJPY | - | 138.200 | 875.74 | 0.70 |
GBPNZD | - | 105.382 | 621.54 | 0.50 |
GBPPLN | - | 299.964 | 738.61 | 0.59 |
GBPSGD | - | 67.194 | 492.37 | 0.39 |
GBPUSD | - | 72.426 | 724.26 | 0.58 |
GBPZAR | - | 2 277.320 | 1 221.57 | 0.98 |
HKDJPY | - | 1 239.940 | 78.57 | 0.61 |
NZDCAD | - | 42.210 | 306.65 | 0.52 |
NZDCHF | - | 36.604 | 398.04 | 0.67 |
NZDHKD | - | 360.726 | 461.04 | 0.78 |
NZDJPY | - | 70.322 | 445.61 | 0.76 |
NZDSGD | - | 43.908 | 321.74 | 0.55 |
NZDUSD | - | 45.888 | 458.88 | 0.78 |
SGDCHF | - | 32.672 | 355.28 | 0.48 |
SGDHKD | - | 0.000 | - | 0.00 |
SGDJPY | - | 64.614 | 409.44 | 0.56 |
TRYJPY | - | 6.064 | 38.43 | 1.25 |
USDCAD | - | 66.380 | 482.24 | 0.48 |
USDCHF | - | 53.510 | 581.88 | 0.58 |
USDCNH | - | 164.962 | 227.67 | 0.23 |
USDCZK | - | 1 631.840 | 693.11 | 0.69 |
USDDKK | - | 358.740 | 513.58 | 0.51 |
USDHKD | - | 39.240 | 50.15 | 0.05 |
USDHUF | - | 343.358 | 939.45 | 0.94 |
USDINR | - | 38.924 | 467.33 | 0.47 |
USDJPY | - | 96.340 | 610.48 | 0.61 |
USDMXN | - | 1 597.620 | 934.98 | 0.94 |
USDNOK | - | 1 017.480 | 917.72 | 0.92 |
USDPLN | - | 330.254 | 813.19 | 0.81 |
USDSAR | - | 0.000 | - | 0.00 |
USDSEK | - | 989.500 | 900.13 | 0.90 |
USDSGD | - | 44.388 | 325.26 | 0.33 |
USDTHB | - | 22.832 | 614.59 | 0.61 |
USDTRY | - | 2 523.720 | 776.22 | 0.78 |
USDZAR | - | 2 185.640 | 1 172.40 | 1.17 |
XAGAUD | - | 9 824.400 | - | 2.41 |
XAGCAD | - | 9 048.580 | - | 2.49 |
XAGCHF | - | 5 985.780 | - | 2.46 |
XAGEUR | - | 6 235.960 | - | 2.52 |
XAGGBP | - | 5 274.280 | - | 2.49 |
XAGHKD | - | 55 125.200 | - | 2.67 |
XAGJPY | - | 105.454 | - | 2.53 |
XAGNZD | - | 10 827.040 | - | 2.42 |
XAGSGD | - | 9 138.260 | - | 2.53 |
XAGUSD | - | 7 046.380 | - | 2.67 |
XAUAUD | - | 4 834.640 | - | 1.36 |
XAUCAD | - | 4 392.780 | - | 1.39 |
XAUCHF | - | 2 896.220 | - | 1.37 |
XAUEUR | - | 2 986.660 | - | 1.39 |
XAUGBP | - | 2 511.460 | - | 1.37 |
XAUHKD | - | 27 053.600 | - | 1.50 |
XAUJPY | - | 519.410 | - | 1.43 |
XAUNZD | - | 5 340.120 | - | 1.37 |
XAUSGD | - | 4 339.940 | - | 1.38 |
XAUUSD | - | 3 453.660 | - | 1.50 |
XAUXAG | - | 155.228 | - | 1.79 |
XCUUSD | - | 757.712 | - | 1.69 |
XPDUSD | - | 4 154.390 | - | 4.42 |
XPTUSD | - | 2 224.384 | - | 2.34 |
ZARJPY | - | 9.702 | 61.48 | 1.15 |
BCO | - | 172.048 | - | 2.00 |
CORN | - | 7.130 | - | 1.65 |
NATGAS | - | 9.298 | - | 5.31 |
SOYBN | - | 17.538 | - | 1.53 |
SUGAR | - | 57.528 | - | 2.94 |
WHEAT | - | 15.692 | - | 2.66 |
WTICO | - | 185.150 | - | 2.28 |
EUR | - | 3 636.400 | - | 0.33 |
USD | - | 5 295.020 | - | 0.51 |
GBP | - | 2 828.340 | - | 0.37 |
CHF | - | 9 057.000 | - | 0.48 |
JPY | - | 3 996.100 | - | 0.65 |
CAD | - | 3 754.000 | - | 0.34 |
AUD | - | 5 157.700 | - | 0.51 |
NZD | - | 5 480.200 | - | 0.47 |
CNH | - | 4 997.400 | - | 0.43 |
DKK | - | 4 714.400 | - | 0.43 |
MXN | - | 5 245.940 | - | 0.92 |
NOK | - | 5 793.380 | - | 0.78 |
PLN | - | 7 383.600 | - | 0.71 |
SEK | - | 6 315.300 | - | 0.79 |
SGD | - | 4 279.400 | - | 0.34 |
ZAR | - | 3 387.600 | - | 1.00 |
TRY | - | 160.486 | - | 0.94 |
XAU | - | 116 540.000 | - | 1.39 |
XAG | - | 127 515.800 | - | 2.49 |
XPT | - | 51 004.800 | - | 2.16 |