Forex market dashboard

The basket is EUR, USD, GBP, JPY, CHF, AUD, CAD and NZD. Source quotes are currency units per EUR, with EUR fixed to one. A base/quote cross equals quote units per EUR divided by base units per EUR. For example, GBP/USD equals the USD column divided by the GBP column.

A pair change is its last reference rate divided by its earlier rate, minus one. A five-interval change requires six observations; this is not necessarily five calendar days. Strength is the geometric mean of a currency’s rate changes against the other seven currencies: exp(mean(log(last cross ÷ first cross))) − 1. This equal-weight basket is not trade weighted and is not the US Dollar Index.

For volatility and correlation, use the most recent 21 or 61 observations to calculate 20 or 60 consecutive log returns. Volatility is their sample standard deviation (N − 1 denominator), multiplied by √252. Correlation is Pearson’s coefficient of the aligned log returns, not price levels. A constant return series has undefined correlation.

All currencies must have an observation on every included date. Missing, repeated, invalid or future dates are rejected. Gaps remain gaps; we neither interpolate nor forward-fill. A weekend or holiday interval counts as one return, without an elapsed-day adjustment. Overlapping windows share observations, and short estimates can change sharply.

The server checks the official 90-day feed and caches a valid response for up to one hour. An open, visible page checks hourly. If a check fails, the last available dataset and its original timestamp remain visible. More than four calendar days since the last observation triggers an aged-data notice; this is a conservative age rule, not a diagnosis of a provider fault.