Week 2026-W35 (Aug 24, 2026 – Aug 28, 2026): the strongest of the eight major currencies was AUD (+0.74%) and the weakest was CHF (-0.39%), 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 7.4% annualized. Source: FMP daily closes (ECB reference rates fallback).As of Aug 28, 2026 close
| Currency | Weekly strength | vs USD | vs EUR |
|---|---|---|---|
| 1. AUD | +0.74% | +0.14% | +0.85% |
| 2. USD | +0.58% | +0.00% | +0.71% |
| 3. CAD | +0.10% | -0.41% | +0.29% |
| 4. JPY | -0.14% | -0.62% | +0.08% |
| 5. EUR | -0.23% | -0.70% | +0.00% |
| 6. GBP | -0.25% | -0.72% | -0.02% |
| 7. NZD | -0.39% | -0.84% | -0.14% |
| 8. CHF | -0.39% | -0.85% | -0.15% |
| Pair | Annualized vol | Week change |
|---|---|---|
| EUR/USD | 4.8% | -0.70% |
| GBP/USD | 4.4% | -0.72% |
| USD/JPY | 2.9% | +0.63% |
| USD/CHF | 6.4% | +0.85% |
| AUD/USD | 5.4% | +0.14% |
| USD/CAD | 3.9% | +0.42% |
| NZD/USD | 7.4% | -0.84% |
| EUR/GBP | 2.3% | +0.02% |
| EUR/JPY | 2.4% | -0.08% |
| GBP/JPY | 3.3% | -0.10% |
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 →