ForexFin
ForexFin
Week 2026-W20 (May 11, 2026 – May 15, 2026): the strongest of the eight major currencies was USD (+1.40%) and the weakest was NZD (-1.12%), measured as the mean percentage change of each currency against its seven peers over 5 trading sessions. The most volatile major pair was AUD/USD at 8.8% annualized. Source: FMP daily closes (ECB reference rates fallback).As of May 15, 2026 close
| Currency | Weekly strength | vs USD | vs EUR |
|---|---|---|---|
| 1. USD | +1.40% | +0.00% | +1.35% |
| 2. CAD | +0.84% | -0.49% | +0.86% |
| 3. JPY | +0.25% | -1.00% | +0.34% |
| 4. CHF | +0.15% | -1.08% | +0.26% |
| 5. EUR | -0.14% | -1.33% | +0.00% |
| 6. AUD | -0.26% | -1.44% | -0.10% |
| 7. GBP | -1.07% | -2.13% | -0.81% |
| 8. NZD | -1.12% | -2.18% | -0.85% |
| Pair | Annualized vol | Week change |
|---|---|---|
| EUR/USD | 1.2% | -1.33% |
| GBP/USD | 5.1% | -2.13% |
| USD/JPY | 1.3% | +1.01% |
| USD/CHF | 1.3% | +1.09% |
| AUD/USD | 8.8% | -1.44% |
| USD/CAD | 0.7% | +0.49% |
| NZD/USD | 8.2% | -2.18% |
| EUR/GBP | 4.1% | +0.81% |
| EUR/JPY | 0.8% | -0.34% |
| GBP/JPY | 4.1% | -1.15% |
Relative strength is the mean percentage change of each currency against its seven peers between the first and last
daily close of the week. A reading of +0.50% means the currency gained, on average, half a percent against
the other majors. Realized volatility is the standard deviation of daily log returns of each pair over the week,
annualized by ×√252. Full formulas are on the methodology page; the data
pipeline is documented in the docs.
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