Summary of currency movements and volatilities Friday, February 16 2018, 16:30 EST (2018-02-16 21:30 UTC)

  % share of depreciated currencies  
Currency 1 Day 3 Months 1 Year 3 Years Mean volatility
Australian dollar69.048.324.155.27.58
Brazilian real89.720.70.06.910.00
British pound58.679.379.310.38.70
Canadian dollar17.224.127.634.57.21
Chilean peso100.075.951.769.09.77
Chinese yuan renminbi27.644.855.231.06.97
Czech koruna55.286.2100.0100.07.31
Danish krone3.455.289.786.27.00
Euro20.758.693.189.76.71
Hong Kong dollar44.86.910.337.96.74
Hungarian forint75.969.086.279.37.82
Indian rupee6.917.231.024.16.68
Indonesian rupiah13.83.46.917.26.59
Israeli shekel0.00.034.582.87.51
Japanese yen96.672.448.396.68.91
Malaysian ringgit37.982.882.813.86.93
Mexican peso62.127.665.53.49.70
New Zealand dollar82.896.620.727.68.35
Norwegian krone86.262.144.820.78.58
Polish zloty31.093.196.693.17.58
Saudi riyal41.410.313.844.86.94
Singapore dollar72.437.962.158.65.87
South African rand51.7100.069.041.412.69
South Korean won48.331.041.462.17.01
Swedish krona24.165.572.472.47.37
Swiss franc79.389.758.651.77.18
Taiwan new dollar10.334.537.975.96.83
Thai baht65.551.775.965.56.28
Turkish lira93.141.43.40.09.59
US dollar34.513.813.844.86.74

Page updated: 2018-02-16 18:10 EST (2018-02-16 23:10 UTC)