通貨ペアごとの過去1年間の値幅を調べてみた。値幅は、ATR(期間250日)/移動平均(期間250日) で計算。調査後の第一印象はAUD/JPYはEUR/CHFの2倍の値幅ということ。
[通貨ペアごとの値幅(通貨ペア順)、通貨ごとの値幅(通貨順)]
通貨ペア | 値幅 | 通貨 | 値幅 | |
AUD/CAD | 0.991% | AUD | 1.269% | |
AUD/CHF | 1.326% | CAD | 1.204% | |
AUD/JPY | 1.678% | CHF | 1.175% | |
AUD/USD | 1.308% | EUR | 1.104% | |
CAD/CHF | 1.296% | GBP | 1.149% | |
CAD/JPY | 1.602% | JPY | 1.408% | |
CHF/JPY | 1.322% | USD | 1.123% | |
EUR/AUD | 1.101% | |||
EUR/CAD | 1.117% | |||
EUR/CHF | 0.841% | |||
EUR/GBP | 0.959% | |||
EUR/JPY | 1.437% | |||
EUR/USD | 1.169% | |||
GBP/AUD | 1.211% | |||
GBP/CAD | 1.138% | |||
GBP/CHF | 1.139% | |||
GBP/JPY | 1.401% | |||
GBP/USD | 1.045% | |||
USD/CAD | 1.081% | |||
USD/CHF | 1.126% | |||
USD/JPY | 1.009% |
[通貨ペアごとの値幅(値幅順)、通貨ごとの値幅(値幅順)]
通貨ペア | 値幅 | 通貨 | 値幅 | |
AUD/JPY | 1.678% | JPY | 1.408% | |
CAD/JPY | 1.602% | AUD | 1.269% | |
EUR/JPY | 1.437% | CAD | 1.204% | |
GBP/JPY | 1.401% | CHF | 1.175% | |
AUD/CHF | 1.326% | GBP | 1.149% | |
CHF/JPY | 1.322% | USD | 1.123% | |
AUD/USD | 1.308% | EUR | 1.104% | |
CAD/CHF | 1.296% | |||
GBP/AUD | 1.211% | |||
EUR/USD | 1.169% | |||
GBP/CHF | 1.139% | |||
GBP/CAD | 1.138% | |||
USD/CHF | 1.126% | |||
EUR/CAD | 1.117% | |||
EUR/AUD | 1.101% | |||
USD/CAD | 1.081% | |||
GBP/USD | 1.045% | |||
USD/JPY | 1.009% | |||
AUD/CAD | 0.991% | |||
EUR/GBP | 0.959% | |||
EUR/CHF | 0.841% |