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Monitor Currencies Markets using AssetMacro Quantitative Algorithms

AssetMacro Algorithms analyze real-time World Currencies Markets Price Action, Trading Systems and Volatility

** Note: All currencies are analyzed with respect to US Dollar. A Buying signal shows strengthening of the US Dollar versus weakening of the currency analyzed. Example: A USD-EUR signal of 80% signals to buy USD versus the weakening EURO.


Major Currencies Snapshot



NameToday 1 Week1 Month3 Months6 Months1 Year Help
US Dollar Index
United States
102.72
-0.47%
103.01-0.51%
MA BR RN
VL 30% RNK -0.29
100.12.19%
MA BR RN
VL 15%RNK 0.42
96.925.11%
MA BR RN
VL 0% RNK 1.23
96.565.83%
MA BR RN
VL 0% RNK 1.72
99.613.73%
MA BR RN
VL 30%RNK 2.41
USD-EUR
Europe
0.94
-1.13%
0.95-0.71%
MA BR RN
VL 10% RNK -1.49
0.96-1.33%
MA BR RN
VL 10%RNK -2.79
0.95.14%
MA BR RN
VL 2% RNK 0.12
0.96.02%
MA BR RN
VL 2% RNK 0.93
0.884.85%
MA BR RN
VL 10%RNK 1.58
USD-JPY
Japan
115.47
-1.53%
116.81-1.28%
MA BR RN
VL 20% RNK -1.72
118.12-1.87%
MA BR RN
VL 0%RNK -3.06
103.0811.99%
MA BR RN
VL 2% RNK 0.53
101.0314.22%
MA BR RN
VL 2% RNK 1.22
111.931.36%
MA BR RN
VL 20%RNK 1.43
USD-GBP
United Kingdom
0.81
-0.67%
0.81-0.6%
MA BR RN
VL 10% RNK -1.52
0.810.78%
MA BR RN
VL 0%RNK -0.86
0.80.91%
MA BR RN
VL 2% RNK 0.37
0.773.34%
MA BR RN
VL 2% RNK 0.62
0.6915.15%
MA BR RN
VL 10%RNK 1.15
USD-AUD
Australia
1.36
-0.77%
1.38-1.74%
MA BR RN
VL 10% RNK -1.46
1.36-0.44%
MA BR RN
VL 5%RNK -1.96
1.34.72%
MA BR RN
VL 2% RNK 0.46
1.34.96%
MA BR RN
VL 2% RNK 1.12
1.41-3.23%
MA BR RN
VL 10%RNK 0.95
USD-CAD
Canada
1.32
-0.46%
1.34-1.58%
MA BR RN
VL 10% RNK -1.38
1.34-0.86%
MA BR RN
VL 5%RNK -2.12
1.34-1.31%
MA BR RN
VL 2% RNK -1.42
1.292.57%
MA BR RN
VL 2% RNK -0.17
1.39-4.81%
MA BR RN
VL 10%RNK 0.29


Currency Risk



NameToday 1 week Ago 1 month Ago 3 months Ago 6 months Ago 1 year Ago Help
Major Currencies RiskMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
US Dollar IndexMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
EUR/USDMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
JPY/USD Medium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
GBP/USDMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
CHF/USDMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
AUD/USDMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
NZD/USDMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
CAD/USDMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
USD/SEKMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0
USD/NOKMedium Risk 0Low Risk 1High Risk -3High Risk -3Low Risk 1Medium Risk 0


Americas Currencies

NameToday 1 Week1 Month3 Months6 Months1 Year Help
US Dollar Index
United States
102.72
-0.47%
103.01-0.51%
MA BR RN
VL 30% RNK -0.29
100.12.19%
MA BR RN
VL 15%RNK 0.42
96.925.11%
MA BR RN
VL 0% RNK 1.23
96.565.83%
MA BR RN
VL 0% RNK 1.72
99.613.73%
MA BR RN
VL 30%RNK 2.41
USD-CAD
Canada
1.32
-0.46%
1.34-1.58%
MA BR RN
VL 10% RNK -1.38
1.34-0.86%
MA BR RN
VL 5%RNK -2.12
1.34-1.31%
MA BR RN
VL 2% RNK -1.42
1.292.57%
MA BR RN
VL 2% RNK -0.17
1.39-4.81%
MA BR RN
VL 10%RNK 0.29
USD-MXN
Mexico
21.44
0.27%
20.643.37%
MA BR RN
VL 10% RNK 1.14
20.574.94%
MA BR RN
VL 5%RNK 2.65
18.9912.69%
MA BR RN
VL 2% RNK 1.89
18.2518.96%
MA BR RN
VL 2% RNK 1.9
19.1913.72%
MA BR RN
VL 10%RNK 2.39
USD-BRL
Brazil
3.2
-0.74%
3.25-1.78%
MA BR RN
VL 10% RNK -1.43
3.38-5.72%
MA BR RN
VL 0%RNK -1.67
3.22-1.14%
MA BR RN
VL 0% RNK -1.94
3.171.18%
MA BR RN
VL 0% RNK -0.98
3.89-19.87%
MA BR RN
VL 10%RNK -1.01
USD-CLP
Chile
661.98
-1.3%
669.95-1.06%
MA BR RN
VL 0% RNK -1.6
666.67-1.71%
MA BR RN
VL 0%RNK -2.95
656.170.91%
MA BR RN
VL 0% RNK -0.7
650.412.2%
MA BR RN
VL 0% RNK -0.5
712.79-6.07%
MA BR RN
VL 0%RNK -0.68


Europe Currencies

NameToday 1 Week1 Month3 Months6 Months1 Year Help
USD-EUR
Europe
0.94
-1.13%
0.95-0.71%
MA BR RN
VL 10% RNK -1.49
0.96-1.33%
MA BR RN
VL 10%RNK -2.79
0.95.14%
MA BR RN
VL 2% RNK 0.12
0.96.02%
MA BR RN
VL 2% RNK 0.93
0.884.85%
MA BR RN
VL 10%RNK 1.58
USD-GBP
United Kingdom
0.81
-0.67%
0.81-0.6%
MA BR RN
VL 10% RNK -1.52
0.810.78%
MA BR RN
VL 0%RNK -0.86
0.80.91%
MA BR RN
VL 2% RNK 0.37
0.773.34%
MA BR RN
VL 2% RNK 0.62
0.6915.15%
MA BR RN
VL 10%RNK 1.15
USD-CHF
Switzerland
1.01
-1.07%
1.02-0.86%
MA BR RN
VL 30% RNK -1.61
1.03-1.44%
MA BR RN
VL 5%RNK -3.02
0.974.38%
MA BR RN
VL 2% RNK -0.05
0.974.19%
MA BR RN
VL 2% RNK 0.76
0.972.09%
MA BR RN
VL 30%RNK 1.31
USD-RUB
Russia
59.64
-1.38%
61.22-2.66%
MA BR RN
VL 10% RNK -1.58
61.81-4.52%
MA BR RN
VL 5%RNK -2.17
64.44-7.38%
MA BR RN
VL 0% RNK -1.93
64.91-6.87%
MA BR RN
VL 0% RNK -2.47
79.63-23.89%
MA BR RN
VL 10%RNK -1.68
USD-TRY
Turkey
3.6
0.68%
3.522.1%
MA BR RN
VL 20% RNK 1.14
3.522.74%
MA BR RN
VL 5%RNK 2.56
3.1614.03%
MA BR RN
VL 2% RNK 1.44
2.9522.44%
MA BR RN
VL 2% RNK 1.64
2.9320.8%
MA BR RN
VL 20%RNK 2.39


Asia Currencies

NameToday 1 Week1 Month3 Months6 Months1 Year Help
USD-JPY
Japan
115.47
-1.53%
116.81-1.28%
MA BR RN
VL 20% RNK -1.72
118.12-1.87%
MA BR RN
VL 0%RNK -3.06
103.0811.99%
MA BR RN
VL 2% RNK 0.53
101.0314.22%
MA BR RN
VL 2% RNK 1.22
111.931.36%
MA BR RN
VL 20%RNK 1.43
USD-AUD
Australia
1.36
-0.77%
1.38-1.74%
MA BR RN
VL 10% RNK -1.46
1.36-0.44%
MA BR RN
VL 5%RNK -1.96
1.34.72%
MA BR RN
VL 2% RNK 0.46
1.34.96%
MA BR RN
VL 2% RNK 1.12
1.41-3.23%
MA BR RN
VL 10%RNK 0.95
USD-KRW
South Korea
1184.16
-1.2%
1207.39-1.91%
MA BR RN
VL 10% RNK -1.64
1185.55-0.27%
MA BR RN
VL 0%RNK -1.69
1140.33.75%
MA BR RN
VL 0% RNK 0.32
1100.647.99%
MA BR RN
VL 0% RNK 1.04
1201.1-1.8%
MA BR RN
VL 10%RNK 0.78
USD-NZD
New Zealand
1.42
-0.95%
1.44-1.35%
MA BR RN
VL 20% RNK -1.72
1.42-0.51%
MA BR RN
VL 5%RNK -2.31
1.364.41%
MA BR RN
VL 2% RNK 0.33
1.393.26%
MA BR RN
VL 2% RNK 0.95
1.49-6.25%
MA BR RN
VL 20%RNK 0.04
USD-SGD
Singapore
1.43
-0.75%
1.45-1.23%
MA BR RN
VL 10% RNK -1.6
1.45-1.05%
MA BR RN
VL 5%RNK -3.44
1.383.29%
MA BR RN
VL 0% RNK 0.08
1.356.67%
MA BR RN
VL 0% RNK 0.91
1.391.38%
MA BR RN
VL 10%RNK 1.53
USD-TWD
Taiwan
31.81
-1.21%
32.35-1.9%
MA BR RN
VL 0% RNK -1.68
31.98-0.77%
MA BR RN
VL 5%RNK -2.33
31.471.08%
MA BR RN
VL 0% RNK -0.56
31.381.5%
MA BR RN
VL 0% RNK 0.24
33.25-3.75%
MA BR RN
VL 0%RNK -0.56
USD-INR
India
67.75
-0.19%
67.95-0.32%
MA BR RN
VL 10% RNK -1.1
67.89-0.14%
MA BR RN
VL 0%RNK -1.14
66.781.42%
MA BR RN
VL 0% RNK -0.22
66.851.31%
MA BR RN
VL 0% RNK 0.63
67.93-0.58%
MA BR RN
VL 10%RNK 0.84
USD-CNY
China
6.89
-0.76%
6.95-0.81%
MA BR RN
VL 0% RNK -1.73
6.94-1.02%
MA BR RN
VL 0%RNK -3.9
6.751.88%
MA BR RN
VL 0% RNK -0.16
6.633.74%
MA BR RN
VL 0% RNK 0.82
6.574.85%
MA BR RN
VL 0%RNK 1.43

Middle East / Africa Currencies

NameToday 1 Week1 Month3 Months6 Months1 Year Help
USD-ILS
Israel
3.85
-0.24%
3.84-0.14%
MA BR RN
VL 20% RNK -1.16
3.85-0.8%
MA BR RN
VL 5%RNK 0.02
3.81.52%
MA BR RN
VL 0% RNK 0.23
3.811.21%
MA BR RN
VL 0% RNK 0.81
3.89-1.38%
MA BR RN
VL 20%RNK 0.42
USD-SAR
Saudi Arabia
3.75
0.02%
3.750.04%
MA BR RN
VL 0% RNK 1.22
3.750.04%
MA BR RN
VL 0%RNK 0.81
3.750.01%
MA BR RN
VL 0% RNK 0.57
3.750.05%
MA BR RN
VL 0% RNK 0.84
3.750.05%
MA BR RN
VL 0%RNK 1.57
USD-AED
United Arab Emirates
3.67
-0%
3.670.02%
MA BR RN
VL 0% RNK 0.35
3.670.01%
MA BR RN
VL 0%RNK 0.71
3.67-0%
MA BR RN
VL 0% RNK 0.45
3.670.08%
MA BR RN
VL 0% RNK 0.65
3.670.08%
MA BR RN
VL 0%RNK 1.4
USD-ZAR
South Africa
13.62
-0.08%
13.71-0.86%
MA BR RN
VL 20% RNK -1.08
14.07-3.1%
MA BR RN
VL 5%RNK -1.67
13.550.14%
MA BR RN
VL 2% RNK -1.12
13.522.47%
MA BR RN
VL 2% RNK -0.97
15.82-13.59%
MA BR RN
VL 20%RNK -1.18

Currencies Quantitative Indicators Help Page

AssetMacro automatically calculates and presents Currencies Quantitative Indicators. These Indicators are used by professional traders and investors. Calculations are performed for timeframes of 1 week, 1 month, 3 months, 6 months and 1 Year. These are the most commonly used timeframes used by traders and investors.

Price and Returns displays CurrenciesPrice for various timeframes presented. For example, column 1 week presents CurrenciesPrice 5 trading days earlier than today. Return is displayed in % terms and is the return of the current Price vs the Price of Currencies5 trading days earlier. For example, column 1 week presents CurrenciesReturn calculated as ((Current Price - Previous Price)/Previous Price) x 100.

Moving Averages section presents Moving Averages of Currenciesfor various timeframes. Moving averages smooth the price data to form a trend following indicator used by traders and investors.

AssetMacro presents the current value of the Simple Moving Average for the timeframe under examination (for example 1 week, 1 month etc). The 1 week (or 5-day) simple moving average is the five-day sum of closing prices divided by five. Moreover, this section shows with a green or red arrow whether the moving average is upward or downward sloping. Investors use Moving Averages to determine trading signals to buy or sell an asset by either the cross of the security's price versus the moving average and/or the change of slope of the moving average.

Quantitative Systems section presents indicators generated by Quantitative System used: Breakout System and Percentile System. The Breakout System calculates the highest and lowest values of the security for the timeframe under examination, and if the security price crosses timeframe's high generates a buy signal until the security's price crosses down the timeframe's low where the signal is reversed to a sell signal. The Breakout System is displayed with a green and red arrow if the signal for the security and the specific timeframe is buy or sell. The percentile system displays what is the percentile current price of the security versus the security's price range for the timeframe under examination. A common Quantitative System can be generated using the percentile system like for example generate buy signal when current percentile is above 75% and sell signal when current percentile is below 25%.

Volatility section presents the volatility of the security for the various timeframes calculated. Volatility is a very important tool for traders and investors, helping them determine the following: the position size of a trade, whether a specific asset is becoming more or less risky to hold and based on current volatility, together with correlation it helps in structuring a diversified portfolio. Volatility is calculated as annualized volatility for different timeframes. 5-Day Annualized Volatility is calculated as the standard deviation of 5-day daily returns multiplied by the square root of 252 days.