Danica forecast for 2010-07-24 09:00:00: bullish on GBPJPY, bearish on USDCAD

Friday, 23 July 2010 08:02

Forex forecast for 2010-07-24 09:00:00, Eastern Time, Saturday by Danica. This forecast was prepared Friday, 2010-07-23 13:02:55 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 0.90421 0.00706 0.89715 0.327 0.311 0.254
close 0.89777 0.00462 0.89315 0.642 0.146 0.0484
low 0.89315 0.0052 0.88795 0.462 0.484 0.21
EUR/USD high 1.2992 0.00262 1.2966 0.349 0.18 0.227
close 1.2911 0.00311 1.2879 0.11 0.0432 0.0572
low 1.2879 0.004 1.2839 0.614 0.484 0.271
GBP/USD high 1.5551 0.0102 1.545 -0.148 0.0399 0.259
close 1.5498 0.01 1.5397 0.14 -0.0647 0.0715
low 1.5377 0.0143 1.5234 0.211 0.372 0.243
USD/CAD high 1.0387 -0.0059 1.0446 0.243 0.433 0.194
close 1.0302 -0.00841 1.0387 -0.412 0.236 0.0105
low 1.0302 -0.00451 1.0348 0.0564 0.462 0.249
USD/CHF high 1.0486 8.04e-05 1.0485 0.325 0.433 0.232
close 1.048 7.16e-05 1.0479 0.0792 -0.0128 0.0392
low 1.0412 0.00168 1.0395 0.192 0.239 0.243
USD/JPY high 87.756 0.286 87.47 -0.584 0.408 0.187
close 87.756 0.316 87.44 -0.692 -0.11 0.0313
low 87.387 0.732 86.655 -0.426 0.312 0.207

Daily forecast for selected forex cross-rates:

forecast current Pearson(forecast,reality)
next next-current week month since inception
AUD/JPY high 78.961 0.741 78.22 0.167 0.342 0.271
close 78.961 0.861 78.1 -0.213 0.0228 0.0533
low 77.681 0.721 76.96 0.206 0.515 0.105
CHF/JPY high 84.389 0.599 83.79 -0.114 0.161 0.239
close 83.538 0.103 83.435 0.206 -0.21 -0.00885
low 83.435 0.59 82.845 -0.452 0.446 0.207
EUR/AUD high 1.4453 -0.00508 1.4504 0.531 0.635 0.29
close 1.4356 -0.00636 1.442 0.188 0.436 0.155
low 1.4356 -0.00386 1.4395 0.0146 0.55 0.276
EUR/CHF high 1.3549 0.00333 1.3516 0.577 0.34 0.243
close 1.3549 0.00523 1.3497 -0.303 -0.212 -0.019
low 1.3483 0.00719 1.3412 0.0908 0.564 0.237
EUR/GBP high 0.84162 -0.00498 0.8466 0.512 0.526 0.162
close 0.83397 -0.00248 0.83645 -0.276 -0.0885 -0.033
low 0.83397 -0.00208 0.83605 -0.14 0.455 0.272
EUR/JPY high 113.81 0.925 112.89 0.184 0.241 0.19
close 113.81 1.19 112.61 -0.474 -0.187 0.0382
low 112.62 1.34 111.28 -0.307 0.333 0.244
GBP/CHF high 1.6295 0.0137 1.6159 -0.74 -0.14 0.223
close 1.625 0.0114 1.6136 -0.832 -0.416 0.0238
low 1.5997 0.0131 1.5866 0.102 0.294 0.208
GBP/JPY high 136.5 1.64 134.87 -0.472 -0.0359 0.216
close 136.5 1.88 134.62 -0.372 -0.213 0.099
low 134.62 2.58 132.04 -0.698 0.0957 0.242

The most recent forecasts:

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 .