ForexFin
ForexFin
Week 2026-W22 (May 25, 2026 – May 29, 2026): the strongest of the eight major currencies was NZD (+1.94%) and the weakest was GBP (-0.75%), measured as the mean percentage change of each currency against its seven peers over 5 trading sessions. The most volatile major pair was NZD/USD at 12.1% annualized. Source: FMP daily closes (ECB reference rates fallback).As of May 29, 2026 close
| Currency | Weekly strength | vs USD | vs EUR |
|---|---|---|---|
| 1. NZD | +1.94% | +1.94% | +1.78% |
| 2. CHF | +0.02% | +0.26% | +0.10% |
| 3. EUR | -0.09% | +0.16% | +0.00% |
| 4. CAD | -0.14% | +0.11% | -0.05% |
| 5. AUD | -0.15% | +0.11% | -0.05% |
| 6. USD | -0.27% | +0.00% | -0.16% |
| 7. JPY | -0.53% | -0.22% | -0.38% |
| 8. GBP | -0.75% | -0.41% | -0.58% |
| Pair | Annualized vol | Week change |
|---|---|---|
| EUR/USD | 2.2% | +0.16% |
| GBP/USD | 3.8% | -0.41% |
| USD/JPY | 2.9% | +0.22% |
| USD/CHF | 6.9% | -0.26% |
| AUD/USD | 4.8% | +0.11% |
| USD/CAD | 4.2% | -0.11% |
| NZD/USD | 12.1% | +1.94% |
| EUR/GBP | 1.9% | +0.58% |
| EUR/JPY | 0.8% | +0.38% |
| GBP/JPY | 1.3% | -0.19% |
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.
← Previous week · All reports · Next week →