Week 2026-W23 (Jun 1, 2026 – Jun 5, 2026): the strongest of the eight major currencies was USD (+1.17%) and the weakest was NZD (-1.48%), 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 11.9% annualized. Source: FMP daily closes (ECB reference rates fallback).As of Jun 5, 2026 close
| Currency | Weekly strength | vs USD | vs EUR |
|---|---|---|---|
| 1. USD | +1.17% | +0.00% | +0.95% |
| 2. JPY | +0.72% | -0.39% | +0.56% |
| 3. CAD | +0.36% | -0.70% | +0.25% |
| 4. GBP | +0.09% | -0.93% | +0.01% |
| 5. EUR | +0.08% | -0.94% | +0.00% |
| 6. CHF | -0.12% | -1.11% | -0.17% |
| 7. AUD | -0.79% | -1.69% | -0.76% |
| 8. NZD | -1.48% | -2.29% | -1.36% |
| Pair | Annualized vol | Week change |
|---|---|---|
| EUR/USD | 6.1% | -0.94% |
| GBP/USD | 5.9% | -0.93% |
| USD/JPY | 1.5% | +0.39% |
| USD/CHF | 7.7% | +1.13% |
| AUD/USD | 11.9% | -1.69% |
| USD/CAD | 2.9% | +0.70% |
| NZD/USD | 11.6% | -2.29% |
| EUR/GBP | 1.3% | -0.01% |
| EUR/JPY | 5.3% | -0.56% |
| GBP/JPY | 5.3% | -0.54% |
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.