Week 2026-W36 (Aug 31, 2026 – Sep 4, 2026): the strongest of the eight major currencies was JPY (+2.39%) and the weakest was NZD (-0.93%), measured as the mean percentage change of each currency against its seven peers over 5 trading sessions. The most volatile major pair was USD/JPY at 15.9% annualized. Source: FMP daily closes (ECB reference rates fallback).As of Sep 4, 2026 close
| Currency | Weekly strength | vs USD | vs EUR |
|---|---|---|---|
| 1. JPY | +2.39% | +2.34% | +2.30% |
| 2. AUD | +0.25% | +0.47% | +0.44% |
| 3. CAD | -0.16% | +0.10% | +0.07% |
| 4. EUR | -0.24% | +0.03% | +0.00% |
| 5. USD | -0.28% | +0.00% | -0.03% |
| 6. CHF | -0.43% | -0.13% | -0.17% |
| 7. GBP | -0.53% | -0.22% | -0.25% |
| 8. NZD | -0.93% | -0.57% | -0.61% |
| Pair | Annualized vol | Week change |
|---|---|---|
| EUR/USD | 3.6% | +0.03% |
| GBP/USD | 4.0% | -0.22% |
| USD/JPY | 15.9% | -2.29% |
| USD/CHF | 7.5% | +0.13% |
| AUD/USD | 5.4% | +0.47% |
| USD/CAD | 6.2% | -0.10% |
| NZD/USD | 9.0% | -0.57% |
| EUR/GBP | 1.4% | +0.25% |
| EUR/JPY | 12.8% | -2.25% |
| GBP/JPY | 13.4% | -2.50% |
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.