Forex Statistics

Submitted by currenciesfx on Wed, 05/04/2022 - 08:38
Forex Statistics

COMPARE THE PERFORMANCE OF FOREX CURRENCY PAIRS

Compare the periodic performance of Forex pairs based on research starting January 2000 and ending October 2018.

Table: Compare the performance of 7 Forex pairs based on historical data (2000-2018)

PERFORMANCE EURUSD GBPUSD USDJPY USDCAD USDCHF AUDUSD NZDUSD
MONTH (PER MONTH)
 (1) JANUARY -0.66% 0.08% -0.13% 0.50% 0.34% -0.14% -0.36%
 (2) FEBRUARY -0.36% -1.02% 0.25% 0.19% 0.05% 0.22% -0.03%
 (3) MARCH 0.32% -0.10% 0.51% -0.22% -0.26% 0.32% 0.26%
 (4) APRIL 0.78% 1.30% 0.05% -1.11% -0.34% 1.29% 0.90%
 (5) MAY -0.72% -0.57% -0.09% -0.18% 0.45% -1.12% -0.80%
 (6) JUNE 0.62% 0.42% -0.22% -0.17% -0.92% 0.85% 0.67%
 (7) JULY 0.11% 0.24% -0.22% 0.04% -0.03% 0.20% 0.14%
 (8) AUGUST -0.19% -0.94% -1.13% 0.08% 0.04% -1.07% -0.94%
 (9) SEPTEMBER 0.40% 0.39% 0.25% -0.31% 0.06% -0.13% 0.11%
(10) OCTOBER -0.70% -0.37% -0.20% 0.73% 0.15% 0.32% 0.46%
(11) NOVEMBER 0.12% -0.24% 0.89% -0.03% -0.26% -0.14% 0.15%
(12) DECEMBER 1.40% 0.05% 0.91% 0.18% -1.64% 0.55% 1.76%
QUARTER (PER QUARTER)
A' QUARTER -0.69% -1.03% 0.63% 0.46% 0.12% 0.41% -0.12%
B' QUARTER 0.69% 1.15% -0.26% -1.46% -0.80% 1.02% 0.77%
C' QUARTER 0.32% -0.31% -1.11% -0.19% 0.07% -1.00% -0.69%
D' QUARTER 0.82% -0.56% 1.59% 0.88% -1.75% 0.73% 2.37%
SEMESTER (PER SEMESTER)
1st SEMESTER 0.02% 0.08% 0.35% -1.02% -0.72% 1.41% 0.54%
2nd SEMESTER 1.34% -0.67% 0.66% 0.98% -1.40% 0.07% 1.70%

Source: G. Protonotarios for CurrenciesFx.com (c) 2000-2018

Table: The historical correlations between 15 Forex pairs based on historical data (2000-2018)

HISTORICAL CORRELATIONS (1/1/2000-1/10/2018)
  EURUSD GBPUSD USDJPY USDCHF USDCAD AUDUSD NZDUSD EURGBP EURCHF EURJPY EURCAD EURAUD EURNZD GBPCHF GBPJPY
EURUSD 1.00 0.56 -0.56 -0.89 -0.90 0.83 0.85 0.75 -0.19 0.56 0.19 -0.29 -0.33 -0.60 -0.06
GBPUSD   1.00 0.17 -0.26 -0.39 0.26 0.42 -0.12 0.46 0.82 0.40 0.13 -0.16 0.26 0.72
USDJPY     1.00 0.72 0.69 -0.77 -0.60 -0.80 0.63 0.37 0.30 0.65 0.37 0.81 0.70
USDCHF       1.00 0.91 -0.93 -0.94 -0.86 0.61 -0.27 0.04 0.57 0.59 0.86 0.35
USDCAD         1.00 -0.94 -0.91 -0.77 0.41 -0.33 0.23 0.60 0.55 0.71 0.24
AUDUSD           1.00 0.94 0.78 -0.59 0.15 -0.29 -0.77 -0.69 -0.80 -0.39
NZDUSD             1.00 0.69 -0.53 0.36 -0.12 -0.66 -0.77 -0.71 -0.17
EURGBP               1.00 -0.59 0.02 -0.08 -0.45 -0.28 -0.92 -0.64
EURCHF                 1.00 0.43 0.49 0.75 0.65 0.85 0.72
EURJPY                   1.00 0.51 0.32 -0.02 0.16 0.73
EURCAD                     1.00 0.71 0.43 0.26 0.44
EURAUD                       1.00 0.83 0.64 0.54
EURNZD                         1.00 0.50 0.17
GBPCHF                           1.00 0.73
GBPJPY                             1.00

Source: G. Protonotarios for CurrenciesFx.com (c) 2000-2018

Forex Trading Statistics

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