Summary of currency movements and volatilities Friday, January 24 2020, 16:30 EST (2020-01-24 21:30 UTC)

  % share of depreciated currencies  
Currency 1 Day 3 Months 1 Year 3 Years Mean volatility
Australian dollar13.844.824.110.36.80
Brazilian real34.53.46.93.410.16
British pound27.682.865.575.97.76
Canadian dollar86.231.079.355.26.16
Chilean peso79.30.00.06.916.90
Chinese yuan renminbi55.279.341.437.96.20
Czech koruna6.958.648.393.16.47
Danish krone3.420.731.058.66.00
Euro10.324.134.562.15.80
Hong Kong dollar72.451.772.441.45.78
Hungarian forint37.910.310.327.67.77
Indian rupee69.027.651.731.06.67
Indonesian rupiah100.096.696.634.56.47
Israeli shekel93.189.7100.089.76.46
Japanese yen82.817.262.169.07.31
Malaysian ringgit89.793.182.886.25.82
Mexican peso20.765.575.996.68.00
New Zealand dollar96.6100.037.913.87.10
Norwegian krone24.172.417.217.27.09
Polish zloty0.034.544.882.86.71
Saudi riyal58.637.955.248.35.73
Singapore dollar51.755.269.079.35.18
South African rand75.969.020.724.111.32
South Korean won48.348.327.644.86.46
Swedish krona17.262.113.820.76.76
Swiss franc31.086.286.265.56.31
Taiwan new dollar62.175.989.772.45.67
Thai baht41.413.893.1100.06.29
Turkish lira44.86.93.40.011.21
US dollar65.541.458.651.75.71

Page updated: 2020-01-24 18:10 EST (2020-01-24 23:10 UTC)