CAD - Canadian dollar Predictions and volatility data

Canadian dollar, Wednesday, July 28 2010, 16:15 EST DST (2010-07-28 20:15 UTC)

		Volatility, %				95% prediction interval
Currency	= CAD	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	0.925847	9.68	10.94	8.76	13.17	0.8827	0.9876	0.8617	1.0466
Brazilian real	0.586650	9.20	9.35	9.65	16.62	0.5582	0.6218	0.5413	0.6524
British pound	1.615033	12.83	12.69	11.39	12.15	1.5209	1.7514	1.4751	1.8835
Chilean peso	0.001986	12.30	13.51	12.49	14.38	0.0019	0.0022	0.0018	0.0023
Chinese yuan renminbi	0.152769	11.85	13.29	11.20	12.95	0.1430	0.1643	0.1368	0.1740
Czech koruna	0.053889	14.62	15.07	11.59	14.24	0.0506	0.0593	0.0493	0.0648
Danish krone	0.180636	14.67	13.70	10.41	11.52	0.1693	0.1963	0.1633	0.2110
Euro	1.345601	15.14	13.92	10.50	12.04	1.2589	1.4644	1.2128	1.5760
Hong Kong dollar	0.133388	10.81	12.41	10.74	12.61	0.1253	0.1427	0.1201	0.1503
Hungarian forint	0.004766	17.50	20.52	14.54	16.26	0.0043	0.0053	0.0040	0.0057
Indian rupee	0.022175	11.20	10.73	9.72	12.44	0.0208	0.0234	0.0196	0.0242
Indonesian rupiah	0.000115	11.51	11.34	10.43	13.93	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.272150	12.81	11.64	10.41	14.13	0.2559	0.2924	0.2463	0.3102
Japanese yen	0.011818	17.52	19.66	15.93	19.09	0.0108	0.0133	0.0103	0.0147
Malaysian ringgit	0.324320	10.25	11.01	9.84	11.79	0.3078	0.3466	0.2989	0.3672
Mexican peso	0.081680	6.31	7.04	8.89	13.02	0.0782	0.0852	0.0757	0.0877
New Zealand dollar	0.755195	9.65	11.55	10.28	13.03	0.7201	0.8122	0.7068	0.8705
Norwegian krone	0.168535	11.37	12.42	10.49	13.41	0.1592	0.1815	0.1545	0.1939
Polish zloty	0.336027	14.63	18.33	13.58	15.79	0.3111	0.3717	0.2986	0.4063
Saudi riyal	0.276184	11.79	13.15	11.08	13.03	0.2583	0.2964	0.2464	0.3128
Singapore dollar	0.758331	8.89	9.22	8.81	10.96	0.7260	0.8047	0.7103	0.8489
South African rand	0.141038	9.32	11.34	11.84	16.34	0.1341	0.1518	0.1310	0.1625
South Korean won	0.000874	9.51	15.54	11.75	17.75	0.0008	0.0009	0.0008	0.0010
Swedish krona	0.141949	12.34	11.33	10.13	12.37	0.1351	0.1537	0.1328	0.1661
Swiss franc	0.978793	13.89	12.90	10.52	13.66	0.9215	1.0628	0.8941	1.1447
Taiwan new dollar	0.032333	10.55	11.28	10.04	12.13	0.0304	0.0344	0.0291	0.0360
Thai baht	0.032117	11.19	12.70	10.57	14.08	0.0302	0.0345	0.0290	0.0365
Turkish lira	0.684663	9.84	9.76	9.06	14.27	0.6540	0.7297	0.6396	0.7733
US dollar	1.035690	11.79	13.15	11.08	12.98	0.9684	1.1114	0.9240	1.1729

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Page updated: 2010-07-28 19:10 EST DST (2010-07-28 23:10 UTC)