Danica forecast for 2010-07-26 09:00:00: bullish on USDCHF, bearish on CHFJPY

Saturday, 24 July 2010 08:03

Forex forecast for 2010-07-26 09:00:00, Eastern Time, Monday by Danica. This forecast was prepared Saturday, 2010-07-24 13:03:25 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 0.89832 0.00127 0.89705 -0.679 0.298 0.254
close 0.89832 0.00322 0.8951 -0.303 0.155 0.0485
low 0.89032 0.00077 0.88955 0.115 0.468 0.21
EUR/USD high 1.2928 -0.000295 1.2931 0.247 0.188 0.226
close 1.2914 0.00023 1.2912 0.15 0.0395 0.0573
low 1.2778 -0.00155 1.2793 0.166 0.454 0.27
GBP/USD high 1.5488 0.00485 1.5439 -0.384 0.0412 0.259
close 1.5488 0.0064 1.5424 -0.0863 -0.0525 0.0717
low 1.5397 0.00473 1.535 0.495 0.414 0.245
USD/CAD high 1.0435 0.000699 1.0429 0.129 0.426 0.195
close 1.0347 -0.00106 1.0358 -0.545 0.25 0.011
low 1.0347 -0.00101 1.0357 -0.658 0.449 0.249
USD/CHF high 1.0624 0.00595 1.0564 0.442 0.425 0.231
close 1.0624 0.0073 1.0551 -0.0816 -0.00613 0.0393
low 1.0551 0.00735 1.0477 0.173 0.261 0.244
USD/JPY high 87.711 0.206 87.505 -0.584 0.413 0.187
close 87.711 0.231 87.48 -0.571 -0.0987 0.0314
low 87.254 0.084 87.17 0.162 0.398 0.208

Daily forecast for selected forex cross-rates:

forecast current Pearson(forecast,reality)
next next-current week month since inception
AUD/JPY high 78.62 0.16 78.46 -0.444 0.348 0.271
close 78.561 0.251 78.31 -0.524 0.0296 0.0535
low 78.147 0.507 77.64 -0.132 0.53 0.106
CHF/JPY high 83.264 -0.191 83.455 -0.71 0.109 0.238
close 82.568 -0.342 82.91 0.251 -0.276 -0.00903
low 82.185 -0.49 82.675 -0.424 0.383 0.206
EUR/AUD high 1.4483 0.00444 1.4439 0.41 0.639 0.29
close 1.4381 -0.00446 1.4426 -0.0232 0.434 0.155
low 1.4298 -0.00359 1.4334 -0.101 0.554 0.276
EUR/CHF high 1.3767 0.0146 1.3621 0.784 0.353 0.245
close 1.3697 0.00818 1.3615 -0.0637 -0.193 -0.0158
low 1.351 0.00537 1.3457 0.298 0.558 0.239
EUR/GBP high 0.839 0.0012 0.8378 0.574 0.595 0.165
close 0.83773 0.00023 0.8375 -0.604 -0.0997 -0.0332
low 0.82999 -0.00176 0.83175 -0.121 0.461 0.272
EUR/JPY high 113.01 -0.00264 113.02 0.262 0.231 0.19
close 112.61 -0.351 112.96 -0.149 -0.155 0.0388
low 111.69 0.0986 111.59 -0.0503 0.321 0.244
GBP/CHF high 1.6363 0.00873 1.6276 -0.0183 0.079 0.225
close 1.6363 0.00878 1.6275 -0.186 -0.256 0.0256
low 1.6199 0.00648 1.6135 0.76 0.477 0.212
GBP/JPY high 134.99 -0.0371 135.03 -0.468 -0.021 0.215
close 134.99 0.0479 134.94 -0.317 -0.141 0.0993
low 133.78 -0.101 133.88 0.34 0.341 0.245

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