AUDJPY Implied Volatility

AUDJPY Implied Volatility closed up by 5.5% to 8.83 on 23 January 2021 and +1.85% on a weekly basis. AUDJPY Implied Volatility momentum was last calculated at +0.0/100 indicating positive momentum. AUDJPY Implied Volatility trend is +0.0/100 indicating a positive trend. AUDJPY Implied Volatility momentum exhaustion is -0.32057 indicating AUDJPY Implied Volatility is oversold.AUDJPY Implied Volatility RSI is 51.3614 .

AUDJPY Implied Volatility Chart

AUDJPY Implied Volatility

AUDJPY Implied Volatility Statistics

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
AUDJPY Implied Volatility AUDJPY.IV 8.83 0 0 -0.32057 51.3614 5.5 1.85 2.2 0.67114

AUDJPY Implied Volatility closed at 8.83 on 23 January 2021. AUDJPY Implied Volatility trend was last calculated at +0.0/100 (range: -100 to +100) indicating a positive trend based on MacroVar models. AUDJPY Implied Volatility momentum was last calculated at +0.0/100 (range: -100 to +100) indicating positive momentum. AUDJPY Implied Volatility momentum exhaustion is -0.32057 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating AUDJPY Implied Volatility is oversold and a possible reversal is imminent. AUDJPY Implied Volatility RSI was last calculated at 51.3614. AUDJPY Implied Volatility moving averages were last recorded as follows: 1-month moving average: 9.848 in an uptrend , 1-quarter moving average: 9.99267 in a downtrend and 1-year moving average: 11.1169 in an uptrend. AUDJPY Implied Volatility annual return was last recorded at None%, daily return was last recorded at 5.5%, and weekly return was last recorded at 1.85%. AUDJPY Implied Volatility histrorical 20-day volatility was last recorded at 80.6321%, AUDJPY Implied Volatility alpha None, AUDJPY Implied Volatility beta None and AUDJPY Implied Volatility maximum drawdown was recorded at None%. MacroVar models monitor AUDJPY Implied Volatility statistics based on historical data since 1970.

MacroVar Risk Monitor

Last -1 Week -1 Month -3 Months -6 Months Strength
MacroVar Risk Index 0.38 0.35 0.2 0.27 -0.15
Stock risk 0.12 0.13 0.21 0.43 0.28
Credit risk -0.88 -0.78 -0.72 -0.86 -0.86
Currency risk -0.39 -0.33 -0.13 -0.06 0.06
Emerging Markets risk -0.49 -0.43 -0.41 -0.18 -0.49
Liquidity risk -0.52 -0.52 -0.48 -0.48 -0.39
Bond risk -0.19 -0.35 -0.16 0.33 -0.57
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