FX monitor
How this is computed
Kresmion computes every pair from the ECB euro reference rates of the same day (a cross between two non-euro currencies is the ratio of their euro rates), the percentage change against the last published rate on or before each look-back date, the one-day z-score as the latest daily log return divided by the standard deviation of the previous 252 daily log returns, and each G10 currency's strength as its average log change against the other nine. The dollar indexes are the Federal Reserve's own published levels.
- Every pair uses the ECB euro reference rates, set once a day around 14:10 CET and published around 16:00 CET on TARGET working days. A pair without the euro (USD/JPY, GBP/JPY, USD/TRY) is the ratio of the two euro rates of that same day, so all pairs share one fixing time. These are daily reference points, not live quotes.
- Changes compare the latest rate with the last rate published on or before the look-back date: 7 calendar days for 1W, the same day of the month for 1M, 3M and 1Y, and 31 December for YTD. A look-back with no rate within a week of its date shows "--".
- 1D z = the latest daily log change divided by the standard deviation of the previous 252 daily log changes: how many typical days the move was. 1Y vol = that standard deviation over the last 252 days, annualised (times the square root of 252).
- Strength: for each G10 currency, the average of its log change against each of the other nine over the window, shown as a percentage. The ten scores describe the same moves from ten sides, so they net to about zero.
- Measurements of what happened, not forecasts and not trading advice.
On 29 October 2026, at the ECB reference rates, the largest one-day move among 31 tracked currency pairs was USD/MXN at +0.63%, 1.2 times its typical daily move over the past year. Over one week the strongest of the G10 currencies was the Norwegian krone (+1.16% on average against the other nine) and the weakest was the New Zealand dollar (-1.04%). The Federal Reserve's nominal Broad Dollar Index stood at 121.32 on 23 October 2026, -0.07% over one week.
As of . Sources: ECB euro foreign exchange reference rates (EXR), Federal Reserve H.10 Foreign Exchange Rates. Method and limitations.
EUR/USD daily reference rate
28 Oct 2025 to 29 Oct 2026 · -4.30% 1YCurrency heatmap
G10 currency strength
average move against the other nine, equal weightFederal Reserve dollar indexes
nominal, Jan 2006 = 100 · as of 23 October 2026 · weekly releaseA higher index means the dollar buys more foreign currency. Broad covers 26 currencies weighted by US trade; AFE the advanced economies; EME the emerging ones. Click an index to hide or show its line. These are the Board's published levels, not a Kresmion calculation, and they are not the ICE US Dollar Index.
How far did each pair move?
31 pairs at the ECB reference rates of 29 October 2026 · click a row to chart it| 60 days | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| EUR/USD | Majors | 1.1130 | -0.03 | -0.67 | -1.98 | -2.20 | -5.28 | -4.35 | -0.1 | 5.4 | |
| USD/JPY | Majors | 158.06 | +0.06 | +0.65 | +0.60 | -3.44 | +0.89 | +3.87 | +0.1 | 7.7 | |
| GBP/USD | Majors | 1.3317 | +0.22 | -0.44 | +0.53 | +0.21 | -1.10 | +0.79 | +0.6 | 6.0 | |
| USD/CHF | Majors | 0.8286 | -0.24 | +0.79 | -0.56 | +1.04 | +4.53 | +3.92 | -0.6 | 6.9 | |
| AUD/USD | Majors | 0.7026 | -0.10 | +0.20 | +0.30 | +1.23 | +5.12 | +6.45 | -0.2 | 7.7 | |
| NZD/USD | Majors | 0.5616 | +0.05 | -1.14 | -0.70 | -2.73 | -2.59 | -2.89 | +0.1 | 8.2 | |
| USD/CAD | Majors | 1.3996 | -0.36 | -0.27 | -1.30 | -0.77 | +2.22 | +0.48 | -1.4 | 4.3 | |
| EUR/GBP | Crosses | 0.8358 | -0.25 | -0.23 | -2.50 | -2.40 | -4.22 | -5.10 | -1.2 | 3.2 | |
| EUR/JPY | Crosses | 175.92 | +0.03 | -0.03 | -1.40 | -5.56 | -4.44 | -0.65 | +0.1 | 6.6 | |
| EUR/CHF | Crosses | 0.9222 | -0.27 | +0.12 | -2.53 | -1.18 | -0.99 | -0.60 | -1.1 | 3.9 | |
| GBP/JPY | Crosses | 210.49 | +0.28 | +0.20 | +1.13 | -3.23 | -0.23 | +4.69 | +0.6 | 7.2 | |
| AUD/JPY | Crosses | 111.05 | -0.04 | +0.84 | +0.90 | -2.25 | +6.05 | +10.57 | -0.1 | 9.1 | |
| EUR/AUD | Crosses | 1.5842 | +0.08 | -0.86 | -2.28 | -3.38 | -9.89 | -10.15 | +0.2 | 5.6 | |
| EUR/SEK | Crosses | 11.000 | -0.51 | -1.01 | -2.84 | -0.48 | +1.64 | +0.95 | -1.5 | 5.3 | |
| EUR/NOK | Crosses | 10.332 | -0.15 | -1.49 | -4.98 | -6.06 | -12.76 | -11.23 | -0.4 | 6.2 | |
| AUD/NZD | Crosses | 1.2509 | -0.16 | +1.35 | +1.01 | +4.07 | +7.91 | +9.62 | -0.5 | 5.3 | |
| USD/CNY | Emerging and Asia | 6.6616 | -0.07 | -0.19 | -0.62 | -1.55 | -4.85 | -6.17 | -0.6 | 2.1 | |
| USD/INR | Emerging and Asia | 95.269 | +0.05 | +0.47 | -0.75 | -0.40 | +6.01 | +7.98 | +0.1 | 5.3 | |
| USD/KRW | Emerging and Asia | 1,337.3 | -0.24 | +0.96 | -1.19 | -7.92 | -7.40 | -6.02 | -0.4 | 9.4 | |
| USD/MXN | Emerging and Asia | 18.748 | +0.63 | -0.07 | +4.75 | +7.28 | +4.31 | +1.64 | +1.2 | 8.1 | |
| USD/BRL | Emerging and Asia | 5.3516 | +0.46 | +5.99 | +2.69 | +4.52 | -2.30 | +0.08 | +0.5 | 15.2 | |
| USD/ZAR | Emerging and Asia | 16.641 | -0.04 | +0.76 | +1.65 | -0.65 | +0.56 | -2.72 | -0.1 | 11.1 | |
| USD/TRY | Emerging and Asia | 49.838 | 0.00 | +0.42 | +1.71 | +5.15 | +16.00 | +18.82 | -0.0 | 1.5 | |
| USD/IDR | Emerging and Asia | 18,143.0 | -0.18 | +0.37 | +1.23 | +0.39 | +8.54 | +9.54 | -0.6 | 4.9 | |
| USD/PLN | Emerging and Asia | 3.9477 | -0.22 | +1.23 | +2.69 | +3.82 | +9.89 | +8.29 | -0.4 | 7.8 | |
| USD/HUF | Emerging and Asia | 328.80 | -0.23 | +0.54 | +1.90 | +3.31 | +0.31 | -1.45 | -0.3 | 11.9 | |
| USD/CZK | Emerging and Asia | 21.865 | -0.10 | +0.99 | +1.71 | +2.86 | +6.00 | +4.54 | -0.3 | 6.5 | |
| USD/SGD | Emerging and Asia | 1.2817 | -0.04 | +0.32 | +0.34 | -0.85 | -0.30 | -0.99 | -0.2 | 3.5 | |
| USD/HKD | Emerging and Asia | 7.8464 | +0.02 | +0.08 | +0.01 | +0.05 | +0.80 | +0.97 | +0.4 | 0.7 | |
| USD/THB | Emerging and Asia | 33.755 | -0.06 | +0.03 | +0.72 | +0.67 | +6.57 | +4.52 | -0.1 | 7.6 | |
| USD/ILS | Emerging and Asia | 3.1159 | -0.32 | +0.26 | +1.96 | +1.75 | -2.29 | -3.86 | -0.5 | 9.4 |
Cite this data
Kresmion computes every pair from the ECB euro reference rates of the same day (a cross between two non-euro currencies is the ratio of their euro rates), the percentage change against the last published rate on or before each look-back date, the one-day z-score as the latest daily log return divided by the standard deviation of the previous 252 daily log returns, and each G10 currency's strength as its average log change against the other nine. The dollar indexes are the Federal Reserve's own published levels.
Upstream: ECB euro foreign exchange reference rates (EXR), Federal Reserve H.10 Foreign Exchange Rates
Kresmion, "Kresmion FX Monitor", data as of 2026-10-29, https://kresmion.com/markets/forex. Upstream data: ECB euro foreign exchange reference rates (EXR); Federal Reserve H.10 Foreign Exchange Rates.
Link to this data (HTML):
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