Highlights of the dollar-Swiss pair’s daily behavior from Jan. 1, 2006 through Dec. 29, 2006 and intraday behavior from Nov. 1, 2006 through Dec. 29, 2006:
1. The average daily range was 0.0106 points. The range was between 0.0060 and 0.0130 points 65 percent of the time and exceeded 0.0150 points only 14 percent of the time.
2. 84 percent of the close-to-close price changes were between 0.0070 and +0.0090 points. The close-to-close change exceeded +0.0090 points six percent of the time and -0.0070 points 10 percent of the time.
3. When the pair traded more than 0.0050 points below the previous day’s close, it closed up for the day just 11 percent of the time.
4. If the pair traded 0.0050 points above the previous day’s high, it closed down for the day just 10 percent of the time.
5. Intraday: The average 60-minute range was 0.0034 points (median 0.0028 points) and the 7:00 hour had the largest average 60-minute range.
Subscribe to:
Post Comments (Atom)
Post a Comment