2007

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December 2007 Correlation Report
Thursday, 23 February 2012 04:47

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for December 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.00131711 0.358307 0.0338842
Last Updated on Friday, 16 November 2012 13:46
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November 2007 Correlation Report
Thursday, 23 February 2012 04:35

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for November 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.00166675 0.433336 0.0353999
Last Updated on Friday, 16 November 2012 13:51
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October 2007 Correlation Report
Thursday, 23 February 2012 04:25

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for October 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.00119587 0.402281 0.0521461
Last Updated on Friday, 16 November 2012 13:48
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September 2007 Correlation Report
Thursday, 23 February 2012 04:17

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for September 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.00117182 0.378026 0.048393
Last Updated on Friday, 16 November 2012 13:50
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August 2007 Correlation Report
Thursday, 23 February 2012 03:55

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for August 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.0017458 0.494642 0.0340876
Last Updated on Friday, 16 November 2012 13:47
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July 2007 Correlation Report
Thursday, 23 February 2012 03:46

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for July 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.00102318 0.389969 0.049862
Last Updated on Friday, 16 November 2012 13:51
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June 2007 Correlation Report
Thursday, 23 February 2012 03:32

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for June 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.000766303 0.330302 0.0384012
Last Updated on Friday, 16 November 2012 13:50
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May 2007 Correlation Report
Thursday, 23 February 2012 03:22

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for May 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.000700658 0.324527 0.048846
Last Updated on Friday, 16 November 2012 13:49
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April 2007 Correlation Report
Thursday, 23 February 2012 03:11

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for April 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.000808463 0.321547 0.0384407
Last Updated on Friday, 16 November 2012 13:49
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March 2007 Correlation Report
Thursday, 23 February 2012 03:03

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for March 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.00105277 0.375857 0.0560726
Last Updated on Friday, 16 November 2012 13:48
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February 2007 Correlation Report
Thursday, 23 February 2012 02:51

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for February 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.000821232 0.301811 0.0344689
Last Updated on Friday, 16 November 2012 13:47
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January 2007 Correlation Report
Thursday, 23 February 2012 02:42

This monthly forex correlation analysis report is computer-generated. The report follows structure and definitions explained in a separate document, which can be used as a user manual. The report deals with the following exchange rate time series: AUDJPY, AUDUSD, CHFJPY, EURAUD, EURCHF, EURGBP, EURJPY, EURUSD, GBPCHF, GBPJPY, GBPUSD, USDCAD, USDCHF, USDJPY.

Table 1. Forex Automaton Index updates for January 2007. CERPI -- Currency Exchange Rate Predictability Index, CERCSI -- Currency Exchange Rate Correlation Strength Index.

volatility 1H.1M CERCSI 1H.1M CERPI 1H.1M
0.000891292 0.317931 0.0436179
Last Updated on Friday, 16 November 2012 13:47
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