Danica forecast for 2010-06-21 09:00:00: bullish on AUDJPY, bearish on USDCAD

Saturday, 19 June 2010 08:02

Forex forecast for 2010-06-21 09:00:00, Eastern Time, Monday by Danica. This forecast was prepared Saturday, 2010-06-19 13:02:44 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 0.87917 0.00612 0.87305 -0.0346 0.338 0.252
close 0.87687 0.00487 0.872 -0.743 -0.0914 0.0465
low 0.87116 0.00301 0.86815 -0.137 0.437 0.202
EUR/USD high 1.2406 0.0011 1.2394 -0.219 0.433 0.225
close 1.2406 0.00185 1.2387 -0.375 0.0681 0.0553
low 1.2374 0.00207 1.2353 0.206 0.278 0.263
GBP/USD high 1.4836 0.000359 1.4832 -0.229 0.261 0.265
close 1.4836 0.00106 1.4825 -0.444 -0.144 0.0737
low 1.4774 0.000273 1.4771 0.153 0.406 0.241
USD/CAD high 1.0231 -0.00496 1.0281 -0.475 0.33 0.187
close 1.0162 -0.00565 1.0219 -0.463 -0.22 0.00223
low 1.0158 -0.00491 1.0208 -0.0531 0.392 0.239
USD/CHF high 1.1102 -0.00214 1.1123 0.155 0.299 0.226
close 1.1058 -0.00268 1.1085 -0.396 0.0463 0.0366
low 1.1036 -0.0047 1.1082 -0.291 0.164 0.241
USD/JPY high 90.953 0.108 90.845 0.118 0.243 0.18
close 90.827 0.117 90.71 -0.68 -0.0682 0.0308
low 90.71 0.115 90.595 -0.641 0.114 0.203

Daily forecast for selected forex cross-rates:

forecast current Pearson(forecast,reality)
next next-current week month since inception
AUD/JPY high 80.007 0.797 79.21 0.438 0.382 0.266
close 79.747 0.647 79.1 -0.733 -0.165 0.0532
low 79.1 0.44 78.66 -0.628 0.195 0.0957
CHF/JPY high 82.126 0.176 81.95 -0.349 -0.0414 0.24
close 82.126 0.296 81.83 -0.444 -0.207 -0.00551
low 81.83 0.28 81.55 0.19 0.439 0.202
EUR/AUD high 1.4246 -0.00014 1.4247 -0.0621 0.513 0.273
close 1.4138 -0.00714 1.4209 -0.279 0.0757 0.143
low 1.4138 -0.00494 1.4187 0.0309 0.309 0.258
EUR/CHF high 1.3756 -6.88e-05 1.3757 0.278 0.428 0.23
close 1.3695 -0.00387 1.3734 0.0427 -0.0869 -0.00331
low 1.3688 -0.00304 1.3718 0.346 0.0501 0.211
EUR/GBP high 0.84116 0.00381 0.83735 -0.384 0.558 0.151
close 0.83995 0.00435 0.8356 -0.263 -0.0899 -0.0344
low 0.83336 -0.00109 0.83445 -0.00364 0.199 0.264
EUR/JPY high 113 0.437 112.56 0.0195 0.0278 0.187
close 113 0.622 112.38 -0.635 -0.199 0.0415
low 112.38 0.365 112.02 -0.224 0.22 0.242
GBP/CHF high 1.647 -0.000645 1.6477 0.509 0.335 0.227
close 1.6381 -0.00532 1.6434 0.352 0.217 0.0326
low 1.6369 -0.00291 1.6399 0.108 0.257 0.206
GBP/JPY high 134.6 -0.0405 134.65 0.278 0.271 0.221
close 134.6 0.144 134.46 -0.591 -0.233 0.102
low 134.13 0.0724 134.06 -0.0985 0.114 0.245

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