Summary of currency movements and volatilities Monday, February 24 2020, 16:30 EST (2020-02-24 21:30 UTC)

  % share of depreciated currencies  
Currency 1 Day 3 Months 1 Year 3 Years Mean volatility
Australian dollar58.613.824.113.86.81
Brazilian real93.110.33.43.49.91
British pound48.382.865.582.87.89
Canadian dollar41.475.969.044.86.10
Chilean peso13.820.70.06.914.80
Chinese yuan renminbi65.572.437.941.46.45
Czech koruna24.158.655.296.66.54
Danish krone89.737.931.069.06.15
Euro86.244.834.572.46.09
Hong Kong dollar55.286.286.248.35.69
Hungarian forint72.424.110.334.57.61
Indian rupee62.162.162.127.66.32
Indonesian rupiah3.493.193.137.96.47
Israeli shekel20.789.7100.093.16.65
Japanese yen100.031.072.465.57.92
Malaysian ringgit6.955.248.389.75.91
Mexican peso0.0100.082.886.28.56
New Zealand dollar79.351.727.617.27.13
Norwegian krone31.027.613.820.77.42
Polish zloty37.941.444.875.96.63
Saudi riyal75.965.575.951.75.73
Singapore dollar51.717.251.758.65.60
South African rand27.634.520.710.311.27
South Korean won10.36.917.231.06.72
Swedish krona82.848.341.424.16.82
Swiss franc96.696.696.679.36.74
Taiwan new dollar44.879.389.762.16.00
Thai baht34.53.458.6100.06.38
Turkish lira17.20.06.90.010.33
US dollar69.069.079.355.25.70

Page updated: 2020-02-25 02:16 EST (2020-02-25 07:16 UTC)