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

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DateValue
18/04/202210,49
17/04/202210,40
16/04/202210,01
15/04/20229,99
14/04/202210,23
13/04/202210,61
12/04/202210,54
11/04/202210,66
10/04/202210,77
09/04/202210,13

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AUDJPY Implied Volatility

AUDJPY Implied Volatility Statistics

SecuritySymbolLastMomentumTrendOscillatorRSI1D%1W%1M%1Y%
AUDJPY Implied VolatilityAUDJPY.IV8.8300-0.3205751.36145.51.852.20.67114

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 MonthsStrength
MacroVar Risk Index0.380.350.20.27-0.15
Stock risk0.120.130.210.430.28
Credit risk -0.88-0.78-0.72-0.86-0.86
Currency risk-0.39-0.33-0.13-0.060.06
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-0.19-0.35-0.160.33-0.57