eurusd volatilityYY2011-2012

8/13/2019 eurusd volatilityYY2011-2012

1/18

Sheet1

DateEUR

USDVolatility

Fix to fix

Average

Vol-ty

40 day

Max Vol-ty

Monthly

Deviation to

min of 40

(28wd) days

4/1/2011 1.4141

4/4/2011 1.4240 99

4/5/2011 1.4166 744/6/2011 1.4300 134

4/7/2011 1.4283 17

4/8/2011 1.4401 118

4/11/2011 1.4434 33

4/12/2011 1.4470 36

4/13/2011 1.4493 23

4/14/2011 1.4401 92

4/15/2011 1.4450 49

4/18/2011 1.4275 175

4/19/2011 1.4302 27

4/20/2011 1.4515 213

4/21/2011 1.4584 69

4/26/2011 1.4617 33

4/27/2011 1.4668 514/28/2011 1.4794 126

4/29/2011 1.4860 66 213

5/2/2011 1.4837 23

5/3/2011 1.4780 57

5/4/2011 1.4882 102

5/5/2011 1.4814 68

5/6/2011 1.4501 313

5/9/2011 1.4397 104

5/10/2011 1.4358 39

5/11/2011 1.4357 1

5/12/2011 1.4153 204

5/13/2011 1.4280 127 61.825 127

5/16/2011 1.4143 137 62.775 0

5/17/2011 1.4171 28 61.625 28

5/18/2011 1.4227 56 59.675 84

5/19/2011 1.4265 38 60.2 122

5/20/2011 1.4237 28 57.95 94

5/23/2011 1.4020 217 62.55 0

5/24/2011 1.4089 69 63.375 69

5/25/2011 1.4069 20 63.3 49

5/26/2011 1.4168 99 63.475 148

5/27/2011 1.4265 97 64.675 245

5/30/2011 1.4272 7 60.475 252

5/31/2011 1.4385 113 62.625 313 365

6/1/2011 1.4408 23 57.875 388

6/2/2011 1.4460 52 57.45 440

6/3/2011 1.4488 28 57.325 4686/6/2011 1.4596 108 58.75 576

6/7/2011 1.4652 56 57 632

6/8/2011 1.4608 44 56.45 588

6/9/2011 1.4614 6 56.025 594

6/10/2011 1.4486 128 57.8 466

6/13/2011 1.4354 132 58.55 334

6/14/2011 1.4448 94 59.2 428

6/15/2011 1.4292 156 55.275 272

Page 1


2/18

Sheet1

6/16/2011 1.4088 204 57.775 68

6/17/2011 1.4270 182 61.35 250

6/20/2011 1.4235 35 62.2 215

6/21/2011 1.4373 138 60.55 353

6/22/2011 1.4397 24 57.975 377

6/23/2011 1.4212 185 59.175 192

6/24/2011 1.4220 8 58.675 200

6/27/2011 1.4205 15 57.65 185

6/28/2011 1.4261 56 58.1 241

6/29/2011 1.4425 164 61.5 405

6/30/2011 1.4453 28 56.775 204 384

7/1/2011 1.4488 35 55.925 419

7/4/2011 1.4500 12 55.725 412

7/5/2011 1.4461 39 54.225 373

7/6/2011 1.4318 143 55.375 230

7/7/2011 1.4247 71 56.975 159

7/8/2011 1.4242 5 54.275 154

7/11/2011 1.4056 186 58.35 0

7/12/2011 1.3975 81 59.075 0

7/13/2011 1.4073 98 60.825 98

7/14/2011 1.4202 129 61.35 2277/15/2011 1.4146 56 61.35 171

7/18/2011 1.4045 101 62.775 70

7/19/2011 1.4160 115 65.5 185

7/20/2011 1.4207 47 63.475 232

7/21/2011 1.4222 15 60.55 247

7/22/2011 1.4391 169 62.425 416

7/25/2011 1.4380 11 58.8 405

7/26/2011 1.4471 91 55.975 496

7/27/2011 1.4446 25 52.05 471

7/28/2011 1.4260 186 55.825 285

7/29/2011 1.4260 0 52.375 186 285

8/1/2011 1.4415 155 55.65 440

8/2/2011 1.4170 245 57.15 195

8/3/2011 1.4300 130 60.2 325

8/4/2011 1.4229 71 61.6 254

8/5/2011 1.4155 74 62.05 180

8/8/2011 1.4225 70 59.7 250

8/9/2011 1.4267 42 60.05 292

8/10/2011 1.4367 100 61.675 392

8/11/2011 1.4143 224 66.975 168

8/12/2011 1.4250 107 68.675 275

8/15/2011 1.4309 59 66.575 334

8/16/2011 1.4360 51 66.075 385

8/17/2011 1.4477 117 68.875 502

8/18/2011 1.4369 108 66.925 394

8/19/2011 1.4385 16 65.3 340

8/22/2011 1.4413 28 63.55 3688/23/2011 1.4462 49 61.55 417

8/24/2011 1.4433 29 60.875 388

8/25/2011 1.4424 9 58.575 281

8/26/2011 1.4402 22 56.25 259

8/29/2011 1.4487 85 57.2 344

8/30/2011 1.4402 85 58.95 259

8/31/2011 1.4450 48 55.925 245 307

9/1/2011 1.4285 165 59.775 142

Page 2


3/18

Sheet1

9/2/2011 1.4255 30 58.25 112

9/5/2011 1.4126 129 60.85 0

9/6/2011 1.4099 27 56.875 0

9/7/2011 1.4036 63 58.45 0

9/8/2011 1.4044 8 54.775 8

9/9/2011 1.3817 227 54.325 0

9/12/2011 1.3656 161 55.1 0

9/13/2011 1.3645 11 53.6 0

9/14/2011 1.3729 84 53.85 84

9/15/2011 1.3795 66 53.75 150

9/16/2011 1.3760 35 53.575 115

9/19/2011 1.3641 119 54.05 0

9/20/2011 1.3710 69 50.175 69

9/21/2011 1.3636 74 49.35 0

9/22/2011 1.3448 188 52.575 0

9/23/2011 1.3430 18 51.75 0

9/26/2011 1.3500 70 50.575 70

9/27/2011 1.3579 79 49.85 149

9/28/2011 1.3631 52 50.75 201

9/29/2011 1.3615 16 50.45 185

9/30/2011 1.3503 112 52.025 227 7310/3/2011 1.3327 176 55.7 0

10/4/2011 1.3181 146 59.125 0

10/5/2011 1.3337 156 62.475 156

10/6/2011 1.3269 68 62.05 88

10/7/2011 1.3434 165 64.05 253

10/10/2011 1.3593 159 66.825 412

10/11/2011 1.3607 14 63.05 426

10/12/2011 1.3766 159 66.275 585

10/13/2011 1.3727 39 64.025 546

10/14/2011 1.3807 80 65.35 626

10/17/2011 1.3776 31 64.55 595

10/18/2011 1.3676 100 66.85 495

10/19/2011 1.3828 152 64.975 647

10/20/2011 1.3807 21 61.475 626

10/21/2011 1.3798 9 61.425 617

10/24/2011 1.3856 58 60.775 675

10/25/2011 1.3918 62 60.675 737

10/26/2011 1.3927 9 60.025 746

10/27/2011 1.4038 111 59.825 857

10/28/2011 1.4160 122 61.15 979

10/31/2011 1.4001 159 63.275 176 820

11/1/2011 1.3627 374 67.925 446

11/2/2011 1.3809 182 72.025 628

11/3/2011 1.3773 36 71.175 592

11/4/2011 1.3773 0 69.2 592

11/7/2011 1.3742 31 68.675 561

11/8/2011 1.3788 46 69.425 60711/9/2011 1.3633 155 70.5 452

11/10/2011 1.3616 17 66.525 435

11/11/2011 1.3650 34 63.725 381

11/14/2011 1.3659 9 60.05 390

11/15/2011 1.3532 127 61.525 98

11/16/2011 1.3484 48 58.6 0

11/17/2011 1.3480 4 54.725 0

11/18/2011 1.3576 96 56.775 96

Page 3


4/18

Sheet1

11/21/2011 1.3458 118 55.75 0

11/22/2011 1.3535 77 56.7 77

11/23/2011 1.3387 148 58.4 0

11/24/2011 1.3373 14 57.975 0

11/25/2011 1.3228 145 59.1 0

11/28/2011 1.3348 120 58.3 120

11/29/2011 1.3336 12 58.075 108

11/30/2011 1.3418 82 59.9 374 190

12/1/2011 1.3492 74 60.3 264

12/2/2011 1.3511 19 59.225 283

12/5/2011 1.3442 69 60.725 214

12/6/2011 1.3394 48 59.15 166

12/7/2011 1.3377 17 56.525 149

12/8/2011 1.3410 33 53.375 182

12/9/2011 1.3384 26 44.675 156

12/12/2011 1.3251 133 43.45 23

12/13/2011 1.3181 70 44.3 0

12/14/2011 1.2993 188 49 0

12/15/2011 1.3019 26 48.875 26

12/16/2011 1.3064 45 48.85 71

12/19/2011 1.3039 25 45.6 4612/20/2011 1.3074 35 46.05 81

12/21/2011 1.3054 20 45.7 61

12/22/2011 1.3047 7 45.65 54

12/23/2011 1.3057 10 42.725 64

12/27/2011 1.3069 12 41.825 76

12/28/2011 1.3074 5 41.85 81

12/29/2011 1.2884 190 44.2 0

12/30/2011 1.2939 55 42.625 190 55

1/3/2012 1.3014 75 42.575 130

1/4/2012 1.2948 66 40.525 64

1/5/2012 1.2832 116 43.075 0

1/6/2012 1.2776 56 40.85 0

1/9/2012 1.2728 48 39.05 0

1/10/2012 1.2808 80 40.75 80

1/11/2012 1.2718 90 40.95 0

1/12/2012 1.2736 18 39.55 18

1/13/2012 1.2771 35 39.95 53

1/16/2012 1.2669 102 40.775 0

1/17/2012 1.2790 121 42.6 121

1/18/2012 1.2831 41 43.2 162

1/19/2012 1.2911 80 44.375 242

1/20/2012 1.2902 9 43.95 233

1/23/2012 1.3017 115 43.5 348

1/24/2012 1.3003 14 42.1 334

1/25/2012 1.2942 61 38.925 273

1/26/2012 1.3145 203 43.35 476

1/27/2012 1.3145 0 42.225 4761/30/2012 1.3110 35 42.475 441

1/31/2012 1.3176 66 43.25 203 507

2/1/2012 1.3175 1 42.775 506

2/2/2012 1.3094 81 44.625 425

2/3/2012 1.3160 66 46.025 491

2/6/2012 1.3042 118 48.675 373

2/7/2012 1.3113 71 50.325 444

2/8/2012 1.3274 161 49.6 605

Page 4


5/18

Sheet1

2/9/2012 1.3288 14 48.575 619

2/10/2012 1.3189 99 49.175 520

2/13/2012 1.3254 65 49.15 585

2/14/2012 1.3169 85 48.375 500

2/15/2012 1.3092 77 48.9 423

2/16/2012 1.2982 110 50.45 313

2/17/2012 1.3159 177 52.875 490

2/20/2012 1.3266 107 53.3 597

2/21/2012 1.3222 44 53.95 553

2/22/2012 1.3230 8 53.275 561

2/23/2012 1.3300 70 52.475 510

2/24/2012 1.3412 112 52.25 581

2/27/2012 1.3388 24 51.825 486

2/28/2012 1.3454 66 51.475 552

2/29/2012 1.3443 11 51.525 177 501

3/1/2012 1.3312 131 51.925 370

3/2/2012 1.3217 95 53.95 275

3/5/2012 1.3220 3 52.5 238

3/6/2012 1.3153 67 49.1 171

3/7/2012 1.3120 33 49.925 138

3/8/2012 1.3242 122 52.1 2603/9/2012 1.3191 51 51.725 209

3/12/2012 1.3119 72 53.5 137

3/13/2012 1.3057 62 53.025 75

3/14/2012 1.3062 5 51.5 80

3/15/2012 1.3057 5 48.675 75

3/16/2012 1.3116 59 48.375 134

3/19/2012 1.3150 34 45.2 168

3/20/2012 1.3198 48 46.05 216

3/21/2012 1.3225 27 44.25 243

3/22/2012 1.3167 58 44.075 185

3/23/2012 1.3242 75 43.825 260

3/26/2012 1.3276 34 42.75 294

3/27/2012 1.3333 57 41.42 276

3/28/2012 1.3337 4 37.10 280

3/29/2012 1.3272 65 36.05 215

3/30/2012 1.3356 84 37.05 131 299

4/2/2012 1.3319 37 37.77 262

4/3/2012 1.3315 4 36.12 258

4/4/2012 1.3142 173 37.65 85

4/5/2012 1.3068 74 38.90 11

4/10/2012 1.3114 46 38.40 57

4/11/2012 1.3131 17 38.55 74

4/12/2012 1.3153 22 35.82 96

4/13/2012 1.3148 5 33.58 91

4/16/2012 1.3024 124 36.60 0

4/17/2012 1.3132 108 37.63 108

4/18/2012 1.3093 39 37.78 694/19/2012 1.3086 7 34.90 62

4/20/2012 1.3192 106 36.28 168

4/23/2012 1.3131 61 36.00 107

4/24/2012 1.3161 30 35.20 137

4/25/2012 1.3206 45 36.20 182

4/26/2012 1.3215 9 36.30 191

4/27/2012 1.3229 14 35.18 205

4/30/2012 1.3214 15 34.70 173 190

Page 5


6/18

Sheet1

5/1/2012 1.3214 0 33.50 190

5/2/2012 1.3131 83 34.90 107

5/3/2012 1.3123 8 33.65 99

5/4/2012 1.3132 9 32.00 108

5/8/2012 1.3025 107 33.83 1

5/9/2012 1.2950 75 34.28 0

5/10/2012 1.2961 11 34.45 11

5/11/2012 1.2944 17 33.25 0

5/14/2012 1.2863 81 33.18 0

5/15/2012 1.2843 20 32.75 0

5/16/2012 1.2738 105 35.28 0

5/17/2012 1.2682 56 32.35 0

5/18/2012 1.2721 39 31.48 39

5/21/2012 1.2750 29 31.05 68

5/22/2012 1.2768 18 31.08 86

5/23/2012 1.2659 109 33.25 0

5/24/2012 1.2557 102 35.68 0

5/25/2012 1.2546 11 32.85 0

5/28/2012 1.2566 20 30.65 20

5/29/2012 1.2523 43 30.75 0

5/30/2012 1.2438 85 32.70 109 05/31/2012 1.2403 35 30.93 0

6/1/2012 1.2322 81 31.43 0

6/6/2012 1.2485 163 34.75 163

6/7/2012 1.2595 110 36.38 273

6/8/2012 1.2468 127 39.33 146

6/11/2012 1.2544 76 40.88 222

6/12/2012 1.2492 52 41.80 170

6/13/2012 1.2534 42 42.85 212

6/14/2012 1.2551 17 41.20 229

6/15/2012 1.2596 45 42.13 274

6/18/2012 1.2618 22 42.45 296

6/19/2012 1.2619 1 39.80 297

6/20/2012 1.2704 85 40.05 382

6/21/2012 1.2670 34 40.63 348

6/22/2012 1.2539 131 43.48 217

6/25/2012 1.2488 51 42.73 166

6/26/2012 1.2475 13 42.55 153

6/27/2012 1.2478 3 40.00 156

6/28/2012 1.2418 60 40.10 96

6/29/2012 1.259 172 43.42 172 268

7/2/2012 1.2593 3 42.78 271

7/3/2012 1.2575 18 42.78 253

7/4/2012 1.256 15 40.43 238

7/5/2012 1.2426 134 41.23 104

7/6/2012 1.2377 49 42.18 55

7/9/2012 1.2293 84 43.78 0

7/10/2012 1.2285 8 42.90 07/11/2012 1.226 25 41.40 0

7/12/2012 1.2178 82 42.58 0

7/13/2012 1.2185 7 40.73 7

7/16/2012 1.2177 8 36.85 0

7/17/2012 1.2281 104 36.70 104

7/18/2012 1.2234 47 34.70 57

7/19/2012 1.2287 53 34.12 110

7/20/2012 1.22 87 35.00 23

Page 6


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Sheet1

7/23/2012 1.2105 95 36.32 0

7/24/2012 1.2089 16 36.30 0

7/25/2012 1.2134 45 36.30 45

7/26/2012 1.226 126 38.90 171

7/27/2012 1.2317 57 40.30 228

7/30/2012 1.2246 71 39.95 157

7/31/2012 1.2284 38 40.05 134 195

8/1/2012 1.2298 14 37.12 209

8/2/2012 1.2346 48 37.05 257

8/3/2012 1.2245 101 39.25 156

8/6/2012 1.2379 134 42.52 290

8/7/2012 1.2436 57 42.45 347

8/8/2012 1.2336 100 40.65 247

8/9/2012 1.2301 35 41.45 212

8/10/2012 1.2262 39 41.97 173

8/13/2012 1.2339 77 43.52 250

8/14/2012 1.2352 13 40.50 263

8/15/2012 1.2276 76 41.18 187

8/16/2012 1.2279 3 39.15 190

8/17/2012 1.2337 58 40.40 248

8/20/2012 1.23 37 40.70 2118/21/2012 1.2428 128 41.85 339

8/22/2012 1.2448 20 42.18 359

8/23/2012 1.2552 104 44.58 463

8/24/2012 1.2507 45 43.10 418

8/28/2012 1.2548 41 42.95 459

8/29/2012 1.2545 3 41.70 456

8/30/2012 1.2544 1 39.55 455

8/31/2012 1.2611 67 38.85 134 522

9/3/2012 1.2568 43 39.53 434

9/4/2012 1.2579 11 38.68 334

9/5/2012 1.2578 1 35.55 333

9/6/2012 1.2638 60 35.63 393

9/7/2012 1.2706 68 35.55 461

9/10/2012 1.2776 70 36.35 531

9/11/2012 1.2787 11 36.28 542

9/12/2012 1.2896 109 37.80 651

9/13/2012 1.291 14 35.63 648

9/14/2012 1.3095 185 36.90 833

9/17/2012 1.3086 9 35.70 824

9/18/2012 1.3054 32 34.00 792

9/19/2012 1.3002 52 34.43 740

9/20/2012 1.2954 48 34.65 678

9/21/2012 1.2988 34 33.58 712

9/24/2012 1.2916 72 35.05 640

9/25/2012 1.2932 16 33.55 653

9/26/2012 1.2845 87 35.65 545

9/27/2012 1.2874 29 34.93 5749/28/2012 1.293 56 35.40 185 502

10/1/2012 1.2877 53 33.53 429

10/2/2012 1.293 53 34.35 423

10/3/2012 1.2904 26 32.40 397

10/4/2012 1.2951 47 32.45 407

10/5/2012 1.3002 51 32.70 458

10/8/2012 1.2958 44 33.72 414

10/9/2012 1.2953 5 33.82 385

Page 7


8/18

Sheet1

10/10/2012 1.2889 64 33.75 321

10/11/2012 1.2918 29 33.40 340

10/12/2012 1.297 52 34.42 392

10/15/2012 1.2971 1 34.42 333

10/16/2012 1.3046 75 34.80 340

10/17/2012 1.312 74 34.95 344

10/18/2012 1.3118 2 33.25 331

10/19/2012 1.3035 83 35.05 190

10/22/2012 1.3063 28 33.02 218

10/23/2012 1.3005 58 34.12 160

10/24/2012 1.2942 63 31.07 97

10/25/2012 1.2993 51 32.12 148

10/26/2012 1.2908 85 33.45 63

10/29/2012 1.2898 10 32.40 53

10/30/2012 1.2962 64 32.80 117

10/31/2012 1.2993 31 32.72 83 148

11/1/2012 1.2975 18 31.37 130

11/2/2012 1.285 125 34.10 5

11/5/2012 1.2777 73 33.75 0

11/6/2012 1.28 23 33.60 23

11/7/2012 1.2746 54 33.55 011/8/2012 1.2736 10 32.47 0

11/9/2012 1.2694 42 32.20 0

11/12/2012 1.2735 41 32.57 41

11/13/2012 1.2696 39 32.37 2

11/14/2012 1.2726 30 31.85 32

11/15/2012 1.2756 30 31.50 62

11/16/2012 1.2745 11 31.65 51

11/19/2012 1.2762 17 30.47 68

11/20/2012 1.2809 47 30.92 115

11/21/2012 1.2805 4 29.72 111

11/22/2012 1.2893 88 31.90 199

11/23/2012 1.2909 16 30.42 215

11/26/2012 1.2964 55 29.95 270

11/27/2012 1.2961 3 29.97 267

11/28/2012 1.2891 70 29.65 197

11/29/2012 1.2994 103 31.52 300

11/30/2012 1.2986 8 30.27 125 292

12/3/2012 1.3057 71 30.48 363

12/4/2012 1.3092 35 30.08 398

12/5/2012 1.3065 27 28.63 371

12/6/2012 1.3072 7 28.55 378

12/7/2012 1.2905 167 31.13 211

12/10/2012 1.295 45 31.48 256

12/11/2012 1.2993 43 32.10 299

12/12/2012 1.304 47 30.15 346

12/13/2012 1.3077 37 29.25 383

12/14/2012 1.3081 4 28.78 38712/17/2012 1.316 79 29.40 466

12/18/2012 1.3178 18 29.60 484

12/19/2012 1.3302 124 31.65 606

12/20/2012 1.3246 56 32.03 550

12/21/2012 1.3209 37 31.98 483

12/24/2012 1.3218 9 31.45 473

12/27/2012 1.3266 48 31.90 521

12/28/2012 1.3183 83 33.70 421

Page 8


9/18

Sheet1

12/31/2012 1.3194 11 33.55 167 389

Page 9


10/18

Sheet1

Deviation to

max of 40

(28wd) days

602

739

711

655

617

645

862

793

813

714

617

610

497

474

422

394286

230

274

268

396

460

204

360

Page 10


11/18

Sheet1

564

382

417

279

255

440

432

447

391

227

199

164

152

191

334

405

410

596

677

579

450468

569

340

293

278

109

120

29

54

240

240

85

330

200

271

345

275

233

133

328

221

162

111

0

108

92

6415

44

53

75

0

85

37

202

Page 11


12/18

Sheet1

232

361

388

451

443

670

831

842

758

692

727

846

777

851

1039

1057

987

908

856

872

9841160

1306

1150

1181

1016

692

648

360

372

237

268

141

0

21

30

0

0

0

0

0

159

533

351

387

387

418

372527

544

510

501

628

676

680

584

Page 12


13/18

Sheet1

702

625

773

787

932

812

824

742

668

649

718

766

624

399

425

537

607

795

769

595

620585

605

529

519

507

502

651

596

497

563

679

735

783

703

793

775

671

741

620

579

473

349

164

71

132

0

035

0

1

82

16

134

63

0

Page 13


14/18

Sheet1

0

99

34

119 0.0500

196 0.0423

306 0.0313

129 0.0490

22 0.0597

66 0.0553

58 0.0561

0 0.0631

0 0.0743

24 0.0719

0 0.0785

11 0.0774

142 0.0643

237 0.0548

234 0.0551

301 0.0484

334 0.0451

212 0.0573263 0.0522

335 0.0450

397 0.0388

392 0.0393

397 0.0388

338 0.0447

304 0.0481

256 0.0529

229

287

212

178

121

117

182

98

135

139

312

386

329

225

203

208

332

224

263270

164

225

195

150

141

127

142

Page 14


15/18

Sheet1

142

225

233

224

331

406

395

412

456

472

491

547

508

479

461

570

672

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