Week 2026-W21 (May 18, 2026 – May 22, 2026): the strongest of the eight major currencies was USD (+0.36%) and the weakest was AUD (-0.33%), 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 9.8% annualized. Source: FMP daily closes (ECB reference rates fallback).As of May 22, 2026 close
| Currency | Weekly strength | vs USD | vs EUR |
|---|---|---|---|
| 1. USD | +0.36% | +0.00% | +0.47% |
| 2. CHF | +0.33% | -0.03% | +0.44% |
| 3. GBP | +0.25% | -0.09% | +0.37% |
| 4. JPY | +0.08% | -0.25% | +0.22% |
| 5. EUR | -0.17% | -0.46% | +0.00% |
| 6. NZD | -0.23% | -0.51% | -0.05% |
| 7. CAD | -0.28% | -0.55% | -0.09% |
| 8. AUD | -0.33% | -0.60% | -0.13% |
| Pair | Annualized vol | Week change |
|---|---|---|
| EUR/USD | 3.9% | -0.46% |
| GBP/USD | 3.8% | -0.09% |
| USD/JPY | 2.1% | +0.25% |
| USD/CHF | 6.2% | +0.03% |
| AUD/USD | 9.8% | -0.60% |
| USD/CAD | 2.2% | +0.56% |
| NZD/USD | 9.2% | -0.51% |
| EUR/GBP | 0.8% | -0.37% |
| EUR/JPY | 2.1% | -0.22% |
| GBP/JPY | 1.9% | +0.15% |
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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