-Reaserch Topics -12m $-CHF Forecast -Dow-Dollar Examined	Research: EUR-USD Amplitudes
USD-CHF      USD-JPY                      26th April, 2002

The study below tabulates the Probabilities of Euro-US Dollar
moving X number of Pips over 3 different time frames. The study
can help Traders work ou the Time-frame over which they would
like to trade
EUR-USD Amplitude Probability Distrn.
Ampl. in Pips	Daily	3-Day	Weekly
0-50	7.85%	0.00%	0.00%
50-100	50.94%	7.09%	2.25%
100-150	28.29%	32.62%	15.77%
150-200	9.45%	28.37%	24.79%
200-250	2.39%	17.02%	23.66%
250-300	0.74%	9.57%	17.75%
300-350	0.11%	2.84%	6.48%
350-400	0.06%	1.77%	3.94%
400-450	0.11%	0.35%	2.82%
450-500	0.06%	0.00%	1.13%
500-550	0.06%	0.35%	0.56%
550-600	0.00%	0.00%	0.28%
600-650	0.00%	0.00%	0.28%
Avg Amplitude	101	180	228
Daily	79.23% chance of 100-150 pip move
3 Days	78.01% chance of 100-250 pip move
5 Day/ Week	81.97% chance of 100-300 pip move
A 3 day time frame might be best for trading USDJPY
Occasionally, some very large moves can take place.
Notes:
Amplitude is measured as the difference between the
High and Low during a given time period (1-3-5 days)
The above study has been conducted on 3-year data.
For similar studies on other currencies please click
on the links below:
USD-JPY
USD-CHF

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