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    262585680 Abe Cofnas Sentiment Indicators Renko Price Break Kagi Point and Figure 2010 292 Pages.85

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    40 views1 page

    Forex Volatility Guide: VIX Index and USDJPY Correlations

    Uploaded by

    ZhichaoWang
    gg

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    71

    www.forex-warez.com

    CH006.indd 71

    5/7/10 6:22:42 PM

    30

    Ju

    16

    n
    Ju

    30

    l
    Ju

    15

    Source: Bloomberg

    Low:-0.959

    Hi:0.4046

    1
    13
    30
    15
    15
    15
    29
    30 t 15 t 31
    28
    15 31
    14
    27 r 16 r 31 r 15 r 30
    15
    l3
    y
    b
    n
    n
    g
    p
    g
    p
    b
    c
    c
    a
    a
    ov
    ec ec
    ov
    Ju
    O
    O
    Ap
    Ap Ma
    Ja
    Ja
    M
    M
    Fe
    Fe
    D
    N
    D
    N
    Au
    Se
    Au
    Se
    2008

    Figure 6.9 VIX Index and USDJPY Correlations

    ay
    M

    Correlation 0.4248

    1.00

    0.80

    0.60

    0.40
    0.4248

    0.20

    0.00

    0.20

    0.40

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