Danica forecast for 2010-06-11 09:00:00

Thursday, 10 June 2010 08:02

Forex forecast for 2010-06-11 09:00:00, Eastern Time, Friday by Danica. This forecast was prepared Thursday, 2010-06-10 13:02:47 UTC in real-time production mode.

For a detailed explanation of the table, see the trading system output manual.

Daily forecast for major forex rates:

forecast current Pearson(forecast,reality)
next next-current week month since inception
AUD/USD high 0.85291 0.00856 0.84435 0.618 0.478 0.251
close 0.85291 0.00916 0.84375 0.728 0.0958 0.0472
low 0.83512 0.00927 0.82585 0.567 0.257 0.197
EUR/USD high 1.2157 0.00687 1.2088 0.734 0.393 0.223
close 1.2157 0.00797 1.2078 0.515 -0.0657 0.0532
low 1.1984 0.00267 1.1958 0.705 0.16 0.262
GBP/USD high 1.4722 0.00773 1.4645 0.643 0.574 0.268
close 1.4632 0.00352 1.4596 0.26 0.0605 0.0758
low 1.4503 -0.000704 1.451 0.521 0.127 0.241
USD/CAD high 1.0391 -0.0062 1.0453 0.603 0.423 0.187
close 1.0276 -0.00729 1.0349 0.359 -0.0639 0.00275
low 1.0275 -0.0058 1.0333 0.66 0.509 0.239
USD/CHF high 1.1444 -0.00603 1.1504 0.661 0.316 0.223
close 1.1352 -0.00864 1.1439 0.203 0.0371 0.0339
low 1.1352 -0.00604 1.1413 0.349 0.4 0.24
USD/JPY high 91.785 0.11 91.675 0.272 0.473 0.18
close 91.151 -0.114 91.265 -0.175 0.0403 0.0317
low 90.893 0.0377 90.855 -0.423 0.224 0.204

Daily forecast for selected forex cross-rates:

forecast current Pearson(forecast,reality)
next next-current week month since inception
AUD/JPY high 77.712 0.642 77.07 0.689 0.549 0.264
close 77.442 0.442 77 0.0879 0.13 0.0548
low 76.435 1.19 75.24 0.45 0.232 0.0939
CHF/JPY high 80.389 0.204 80.185 0.686 0.433 0.244
close 80.389 0.579 79.81 0.483 -0.00106 -0.00481
low 79.519 0.344 79.175 0.494 0.321 0.2
EUR/AUD high 1.4364 -0.0143 1.4507 0.378 0.474 0.272
close 1.4144 -0.017 1.4313 0.22 0.345 0.144
low 1.4122 -0.0145 1.4267 0.566 0.682 0.259
EUR/CHF high 1.3809 -0.0012 1.3821 0.657 0.266 0.227
close 1.3744 -0.00654 1.3809 -0.379 0.181 -0.00617
low 1.3675 -0.00717 1.3747 -0.328 0.356 0.209
EUR/GBP high 0.82874 0.000792 0.82795 0.648 0.389 0.152
close 0.82871 0.00136 0.82735 -0.449 -0.106 -0.0328
low 0.82079 -0.00196 0.82275 -0.499 0.171 0.262
EUR/JPY high 110.71 0.117 110.59 0.529 0.126 0.188
close 110.56 0.349 110.22 0.179 -0.227 0.0412
low 109.29 0.303 108.98 0.635 -0.16 0.241
GBP/CHF high 1.6728 -0.00296 1.6758 0.0167 0.165 0.224
close 1.6628 -0.00635 1.6691 -0.373 -0.0329 0.0295
low 1.6628 -0.00175 1.6645 -0.137 0.157 0.206
GBP/JPY high 135.36 1.57 133.79 0.803 0.387 0.222
close 133.88 0.662 133.22 -0.177 0.0569 0.106
low 132.94 0.681 132.25 0.709 0.146 0.246

The most recent forecasts:

Full archive of forecasts from this trading system, including back-testing

Bookmark with:

Deli.cio.us    Digg    reddit    Facebook    StumbleUpon    Newsvine
 

Active algorithmic systems:

Danica: daily, updated at 9am Eastern time
Heidi: hourly, updated at the start of an hour

Add to Google Reader or Homepage

The charts are courtesy of .