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

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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 balance of trade 2022-08-17 06:56:49
Japan machinery orders 2022-08-17 06:56:49
Japan machinery orders 2022-08-17 06:56:49

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 -1436.8 -1398.5 2.74 -429.66 Down Down 5 2022-08-17
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 9 14 -35.71 -25 UP Down 53.33 2022-07-01
capacity utilization jp.caputilization 92.3 84.2 9.62 -6.01 UP Down 20 2022-08-17
capital flows jp.capitalflows -4497 -4356 3.24 -33.26 Down UP 11.67 2022-08-11
car registrations jp.carregistrations 186711 169680 10.04 -12.22 UP Down 26.67 2022-08-06
central bank balance sheet jp.cb.assets 725357 732731 -1.01 0.33 Down UP 88.33 2022-08-06
composite pmi jp.comppmi 50.2 53 -5.28 10.33 Down UP 43.33 2022-08-03
consumer confidence jp.consconfidence 30.2 32.1 -5.92 -19.47 Down Down 11.67 2022-07-31
consumer price index cpi jp.cpi 101.5 101.1 0.4 1.6 UP UP 55 2022-05-18
core inflation rate jp.coreinflationrate 2.1 0.8 162.5 -520 UP UP 100 2022-05-18
current account jp.currentaccount -132.4 128.4 -203.11 -114.63 Down Down 5 2022-08-11
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 8628.42 7252.07 18.98 19.47 UP UP 100 2022-07-31
external debt jp.externaldebt 559569 530973 5.39 20.94 UP UP 100 2022-06-14
foreign direct investment jp.fdi 16386.1 6634.79 146.97 -2710.54 UP UP 75 2022-08-11
foreign exchange reserves jp.fxreserves 1323000 1311300 0.89 -4.58 Down Down 48.33 2022-08-06
gdp jp.gdp 5064.87 4954.81 0.0222128 0.121723 -1.0 1.0 0 2019-01-31
Real GDP jp.realgdp 537916 539248 -0.25 0.19 UP UP 91.67 2022-05-18
gdp growth jp.gdpgrowth -0.2 0.9 -122.22 -166.67 UP Down 32.5 2022-05-18
gdp growth annual jp.gdpgrowthan 0.2 0.4 -50 -200 UP UP 36.67 2022-05-18
gdp growth annualized jp.gdpgrowthannu 2.2 0.1 2100 175 UP UP 71.67 2022-08-17
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 -73003 -96080 -24.02 -200.62 UP Down 51.67 2022-07-02
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 132.75 130.65 1.61 11.38 UP UP 100 2022-07-31
housing starts jp.housingstarts -2.2 -4.3 -48.84 -130.14 Down Down 51.67 2022-07-31
imports jp.imports 10012.2 9636.74 3.9 46.31 UP UP 100 2022-07-31
industrial production jp.indproduction -2.8 -4.9 -42.86 -113.27 Down Down 35 2022-06-28
industrial production mom jp.indproductionmm 8.9 -7.5 -218.67 23.61 UP UP 100 2022-07-31
inflation cpi jp.inflationcpi 2.5 1.2 108.33 -725 UP UP 100 2022-05-18
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 1.8 1.2 50 -37.93 UP Down 21.67 2022-08-11
loans to private sector jp.loanprivate 511899 508865 0.6 2.03 UP UP 100 2022-08-11
machinery orders jp.machineryorders 0.9 -5.6 -116.07 -160 Down UP 48.33 2022-08-17
Japan jp.manpmi 52.2 52.7 -0.95 -1.51 Down Down 46.67 2022-07-31
money supply m0 jp.msm0 114498 113804 0.61 2.88 UP UP 100 2022-08-11
money supply m1 jp.msm1 1028460 1027510 0.09 5.48 UP UP 100 2022-08-11
money supply m2 jp.msm2 1208590 1208180 0.03 3.36 UP UP 100 2022-08-11
money supply m3 jp.msm3 1559270 1555650 0.23 2.88 UP UP 100 2022-08-11
non manufacturing pmi jp.nonmanpmi 13 9 44.44 -38.1 UP Down 52.5 2022-07-01
Producer Price Index jp.producerprices 113.8 112.8 0.89 8.8 UP UP 100 2022-07-22
PPI Index jp.producerpricesch 8.6 9.4 -8.51 65.38 UP UP 88.33 2022-08-10
retail sales MoM jp.retailsales -1.4 0.6 -333.33 366.67 Down Down 15 2022-07-31
retail sales jp.retailsalesan 1.5 3.7 -59.46 1400 UP UP 60.83 2022-07-31
services pmi jp.servpmi 50.3 54 -6.85 17.25 Down UP 46.67 2022-08-03
unemployment rate jp.unemploymentrate 2.6 2.5 4 -13.33 Down Down 52.5 2022-07-01
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