Currency strength · each currency's average move against the others · sorted by the week

Strength table

currency1 day1 week1 month
CAD+0.75%+1.21%-0.69%
NZD+0.84%+0.95%-1.04%
GBP+0.46%+0.70%-0.18%
CHF+0.38%+0.64%+0.03%
EUR+0.05%+0.12%-2.25%
AUD+1.00%+0.03%-1.80%
JPY-0.04%-0.01%-1.33%
USD-0.49%-0.52%+1.04%
Built from the seven USD pairs: a currency's strength is its move vs USD; USD's is the average of the others, inverted. Daily closes.

Pairs

pairlast1d1w1m
EURUSD=X1.1218+0.05%+0.12%-2.25%
GBPUSD=X1.3334+0.46%+0.70%-0.18%
AUDUSD=X0.6988+1.00%+0.03%-1.80%
NZDUSD=X0.5669+0.84%+0.95%-1.04%
JPY=X158.2130+0.04%+0.01%+1.33%
CHF=X0.8246-0.38%-0.64%-0.03%
CAD=X1.4086-0.75%-1.21%+0.69%
For USDJPY: a strong USD and a weak JPY both push the pair up; the desk's USDJPY lean already carries the dollar and the yield differential.
Prep only. Every number traces to a stored input. The desk never trades.