JAPANESE YEN Implied Volatility

JAPANESE YEN Implied Volatility closed up by 2.32% to 5.29 on 23 January 2021 and +-3.29% on a weekly basis. JAPANESE YEN Implied Volatility momentum was last calculated at -50.0/100 indicating negative momentum. JAPANESE YEN Implied Volatility trend is -25.0/100 indicating a negative trend. JAPANESE YEN Implied Volatility momentum exhaustion is -0.45576 indicating JAPANESE YEN Implied Volatility is oversold.JAPANESE YEN Implied Volatility RSI is 46.0714 .

JAPANESE YEN Implied Volatility Chart

stmkend
| | |

MacroVar offers Free access to our database of historical data for the largest economies and financial markets including economic indicators, stocks, bonds, commodities, currencies and credit default swaps.
  1. Click the CSV button below to download the last 5 years of historical data.
  2. Download for Free unlimited historical data by Creating your free account

Copy the following Code to your Website


MacroVar API for Python offers free access to last 5 years of historical data. click the Copy Button below and run code in your computer.
To get full historical data:
  1. create a free account
  2. Use your username and password in the code below.




Get notified instantly when MacroVar new signals are available for . Create your free account


JAPANESE YEN Implied Volatility

JAPANESE YEN Implied Volatility Statistics

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
JAPANESE YEN Implied Volatility JPYUSD.IV 5.29 -0.5 -0.25 -0.45576 46.0714 2.32 -3.29 -8.32 0.31416

JAPANESE YEN Implied Volatility closed at 5.29 on 23 January 2021. JAPANESE YEN Implied Volatility trend was last calculated at -25.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. JAPANESE YEN Implied Volatility momentum was last calculated at -50.0/100 (range: -100 to +100) indicating negative momentum. JAPANESE YEN Implied Volatility momentum exhaustion is -0.45576 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating JAPANESE YEN Implied Volatility is oversold and a possible reversal is imminent. JAPANESE YEN Implied Volatility RSI was last calculated at 46.0714. JAPANESE YEN Implied Volatility moving averages were last recorded as follows: 1-month moving average: 6.1665 in an uptrend , 1-quarter moving average: 6.46083 in a downtrend and 1-year moving average: 7.22587 in an uptrend. JAPANESE YEN Implied Volatility annual return was last recorded at None%, daily return was last recorded at 2.32%, and weekly return was last recorded at -3.29%. JAPANESE YEN Implied Volatility histrorical 20-day volatility was last recorded at 71.9127%, JAPANESE YEN Implied Volatility alpha None, JAPANESE YEN Implied Volatility beta None and JAPANESE YEN Implied Volatility maximum drawdown was recorded at None%. MacroVar models monitor JAPANESE YEN Implied Volatility statistics based on historical data since 1970.

JAPANESE YEN Implied Volatility News

Japan Markets

Market Symbol Last Mom Trend Exh RSI 1D% 1W% 1M% 1Y%
Nikkei 225 NIKKEI 28252.4 0.5 0 -0.16321 64.7952 0.01104 0.03777 0.06505 -0.05556
Japan ETF EWJ 63.02 0.5 -0.5 -1.5597 55.8204 0.01974 0.00929 0.01514 -0.08904
Japanese Yen US Dollar (JPY/USD) JPYUSD 122.89 0.5 1 3.53886 76.4432 -0.00823 0.0173 0.06935 0.12054
Japan 5-Year Bond Yield JP.5Y 0.038 0 0.75 2.57855 59.2729 0.15152 1 -0.2963 -1.40426
Japan 2-year bond yield JP2Y -0.018 -0.5 1 2.40179 56.5985 0.5 0 -0.4375 -0.85246
Japan Yield Curve JP.YC 0.14 0 -0.75 -0.29978 46.3161 -4.76 -15.66 -34.88 0.45545

Japan Economic Indicators

Indicator Symbol Actual Previous M/M% Y/Y% Trend Slope ZS5Y Update
balance of trade jp.balanceoftrade 383.18 -189.4 -3.02313 -2.40406 1.0 1.0 0.216667 2021-06-30
bank lending rate jp.banks.lendingrate 1 1.05 -0.047619 0.0526316 1.0 1.0 0.858333 2020-08-31
business confidence jp.bizconfidence 14 5 1.8 -0.416667 1.0 -1.0 0.583333 2021-04-01
capacity utilization jp.caputilization 96.5 99.3 -0.0281974 0.370739 1.0 1.0 1 2021-05-31
capital flows jp.capitalflows 14764 10608 39.18 -35.16 UP Down 55 2022-05-15
car registrations jp.carregistrations 153509 284544 -46.05 -16.01 Down Down 6.67 2022-05-04
central bank balance sheet jp.cb.assets 738692 735820 0.39 2.56 UP UP 100 2022-05-15
composite pmi jp.comppmi 50.9 50.3 1.19 -0.2 UP Down 58.33 2022-04-29
consumer confidence jp.consconfidence 37.4 34.1 0.0967742 0.316901 1.0 1.0 0.966667 2021-06-30
consumer price index cpi jp.cpi 101.9 101.7 0.00196657 0.00196657 1.0 1.0 0.308333 2021-06-30
core inflation rate jp.coreinflationrate 0.2 0.1 1 -2 1.0 1.0 0.275 2021-06-30
current account jp.currentaccount 2549.3 1648.3 54.66 -3.8 UP Down 90 2022-05-04
current account to gdp jp.currentaccountgdp 3.2 3.6 -0.111111 0.142857 1.0 1.0 0 2019-02-28
deposit interest rate jp.depositrate -0.11 -0.15 -0.266667 -0.266667 1.0 1.0 0.05 2021-03-19
exports jp.exports 8460.92 7189.88 17.68 14.67 UP UP 100 2022-04-29
external debt jp.externaldebt 518941 495234 0.0478703 0.253644 1.0 1.0 0.5 2021-01-01
foreign direct investment jp.fdi 1125.04 5009.23 -77.54 -92.53 Down Down 5 2022-05-15
foreign exchange reserves jp.fxreserves 1322200 1356100 -2.5 -4.08 Down Down 46.67 2022-05-04
gdp jp.gdp 5064.87 4954.81 0.0222128 0.121723 -1.0 1.0 0 2019-01-31
Real GDP jp.realgdp 534274 542688 -0.0155043 0.00136258 1.0 1.0 0.266667 2020-11-01
gdp growth jp.gdpgrowth -1 2.8 -1.35714 -2.25 -1.0 -1.0 0.2 2021-03-31
gdp growth annual jp.gdpgrowthan -1.6 -1.1 0.454545 -1.64 -1.0 -1.0 0.25 2021-01-30
gdp growth annualized jp.gdpgrowthannu -3.9 11.7 -1.33333 -3.4375 -1.0 -1.0 0.2 2021-01-01
gold reserves jp.goldres 845.97 765.22 0.105525 0.105554 1.0 1.0 1 2021-01-01
government budget jp.govbudget -10.3 -3.1 2.32258 1.86111 -1.0 -1.0 0 2020-01-31
Government budget jp.govbudgetvalue -13977 -98404 -0.857963 -1.26117 1.0 -1.0 0.133333 2021-01-01
government debt to gdp jp.govdebtgdp 266.2 238 0.118487 0.452264 1.0 1.0 0 2020-01-31
housing index jp.housingindex 128.93 123.27 4.59 9 UP UP 100 2022-05-04
housing starts jp.housingstarts 9.9 7.1 0.394366 -1.825 1.0 1.0 0.3 2021-05-31
imports jp.imports 8873.31 7859.54 12.9 32.03 UP UP 100 2022-04-29
industrial production jp.indproduction -1.7 0.5 -440 -150 Down Down 43.33 2022-04-29
industrial production mom jp.indproductionmm -6.5 2.9 -3.24138 -0.380952 -1.0 1.0 0.6 2021-05-31
inflation cpi jp.inflationcpi 0.2 -0.1 -3 1 1.0 1.0 0.841667 2021-06-30
interbank rate jp.interbankrate -0.1 -0.09 0.111111 0.428571 -1.0 -1.0 1 2021-06-04
interest rate jp.interestrate -0.1 -0.1 0 0 1.0 -1.0 0.508333 2021-04-27
loan growth jp.loangrowth 0.9 0.5 80 -81.25 Down Down 15 2022-05-04
loans to private sector jp.loanprivate 508306 506326 0.39 1.04 UP UP 100 2022-05-15
machinery orders jp.machineryorders 7.8 0.6 12 3.58824 1.0 1.0 0.966667 2021-05-31
manufacturing pmi jp.manpmi 53.5 54.1 -1.11 0.94 UP UP 81.67 2022-05-04
money supply m0 jp.msm0 114485 113767 0.63 3.73 UP UP 100 2022-05-15
money supply m1 jp.msm1 1025200 1006120 1.9 6.09 UP UP 100 2022-05-15
money supply m2 jp.msm2 1203490 1183710 1.67 3.59 UP UP 100 2022-05-15
money supply m3 jp.msm3 1550690 1545160 0.36 3.16 UP UP 100 2022-05-15
non manufacturing pmi jp.nonmanpmi 1 -1 -2 -0.958333 -1.0 -1.0 0.383333 2021-04-01
Producer Price Index jp.producerprices 104.6 103.9 0.00673725 0.0502008 1.0 1.0 1 2021-06-30
PPI Index jp.producerpricesch 5 5.1 -0.0196078 -4.125 1.0 1.0 0.05 2021-06-30
retail sales MoM jp.retailsales 2 -0.9 -322.22 66.67 UP UP 86.67 2022-04-29
retail sales jp.retailsalesan 0.9 -0.9 -200 -82.69 Down Down 44.17 2022-04-29
services pmi jp.servpmi 50.7 49.4 2.63 9.03 UP UP 48.33 2022-05-04
unemployment rate jp.unemploymentrate 3 2.8 0.0714286 0.0714286 1.0 1.0 0.8 2021-05-31
youth unemployment rate jp.ytunemploymentrate 4.3 4.8 -0.104167 -0.104167 -1.0 -1.0 0.35 2021-04-30
Long Term Unemployment Rate jp.ltunemploymentrate 1.3 1.7 -0.235294 0 -1.0 -1.0 0 2014-01-01
Bank of Japan Total Assets for Japan jp.cbassets 7246410 7202320 0.00612164 0.134748 1.0 1.0 0.583333 2021-05-01
Japan, TANKAN, Small firms, manufacturing jp.tankan.small.man -13 -27 -0.518519 -1.86667 -1.0 -1.0 0.35 2021-03-30
Japan, TANKAN, Small firms, non-manufacturing jp.tankan.small.nonman -11 -12 -0.0833333 -2.1 -1.0 -1.0 0.1 2021-03-31
Japan, TANKAN, Large firms, manufacturing, actual, Price Index jp.tankan.large.man 5 -10 -1.5 -0.8 1.0 -1.0 0.466667 2021-03-31
Japan, TANKAN, Large firms, non manufacturing, actual jp.tankan.large.nonman -1 -5 -0.8 -1.04348 -1.0 -1.0 0.383333 2021-03-31
Japan Machine Tool Orders jp.machineryorders 123946 127876 -0.0307329 1.20768 1.0 1.0 1 2021-04-30