Trading Trends Today FxPro Japan
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Measured volatility, regime and correlations (majors)
How each major actually behaves, measured on FxPro’s MT5 feed — daily range, annualised volatility, the current volatility regime, trading style and the typical weekend gap:
| Instrument | Avg daily range | Annual volatility | Vol regime | Style | Avg weekend gap |
|---|---|---|---|---|---|
| EUR/USD | 41 pips | 4.27% | contracting | choppy | 9 pips |
| GBP/USD | 50.2 pips | 4.82% | contracting | choppy | 12.6 pips |
| AUD/USD | 40.6 pips | 6.17% | stable | mixed | 11.7 pips |
| USD/CAD | 63.7 pips | 3.98% | expanding | choppy | 11.8 pips |
| USD/JPY | 128.7 pips | 9.01% | expanding | mixed | 10.9 pips |
Measured correlations (14-day): most aligned — EUR/USD/GBP/USD +0.8, EUR/USD/AUD/USD +0.6; most opposed — EUR/USD/USD/CAD -0.7, GBP/USD/USD/CAD -0.56. Pairs that move together stack your risk; opposed pairs can offset it.
Best measured carry (annualised)
| Instrument | Best side | Carry |
|---|---|---|
| XAU/USD (Gold) | short | 2.27% a year |
| USD/JPY | long | 1.63% a year |
| EUR/USD | short | 0.6% a year |
| USD/CAD | long | 0.59% a year |
| GBP/USD | long | -0.84% a year |
ADR is the mean high-to-low over 14 days; volatility is annualised from daily closes; the regime compares recent with longer-run volatility; style is trending vs mean-reverting from the efficiency ratio; carry is the annualised swap yield. Measured, not a forecast.