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Taking advantage of the long directional moves |
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x2012-1-01 USD/JPY |
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x2012-1-01 EUR/USD |
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15-15-47-10000-1mil-1mil-0.0-0.999-0.999 |
15-15-47-10000-1mil-1mil-0.0-0.999-0.999 |
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|
#of days |
|
|
|
|
|
|
| 1 |
13940 |
13940 |
64 |
|
|
1 |
1000 |
1000 |
11 |
| |
-79 |
13861 |
3 |
|
|
|
300 |
1300 |
|
| 2 |
13371 |
27232 |
73 |
|
|
2 |
1440 |
2740 |
|
| |
3 |
27235 |
2 |
|
|
|
280 |
3020 |
2 |
| 3 |
13968 |
41203 |
72 |
|
|
3 |
1000 |
4020 |
8 |
| |
-36 |
41167 |
15 |
|
|
|
280 |
4300 |
|
| 4 |
16001 |
43236 |
72 |
|
|
4 |
-160 |
2860 |
|
| |
-160 |
43076 |
20 |
|
|
|
2161 |
5021 |
|
| 5 |
5410 |
48486 |
57 |
|
|
5 |
960 |
5981 |
|
| |
-160 |
48326 |
19 |
|
|
|
-160 |
5821 |
|
| 6 |
320 |
48646 |
24 |
|
|
6 |
400 |
6221 |
|
| |
12461 |
61107 |
19 |
|
|
|
80 |
6301 |
|
| 7 |
14004 |
75111 |
16 |
|
|
7 |
9727 |
16028 |
|
| |
-78 |
75033 |
23 |
|
|
|
-120 |
15908 |
|
| 8 |
14124 |
89157 |
23 |
|
|
8 |
-120 |
15788 |
|
| |
-60 |
89097 |
16 |
|
|
|
9729 |
25517 |
|
| 9 |
13884 |
102981 |
37 |
|
|
9 |
10180 |
35697 |
|
| |
-40 |
102941 |
22 |
|
|
|
-160 |
35537 |
|
| 10 |
-80 |
102861 |
12 |
|
|
10 |
310 |
35847 |
4 |
| |
14240 |
117101 |
66 |
|
|
|
161 |
36008 |
4 |
| 11 |
14202 |
117143 |
64 |
|
|
11 |
2860 |
38397 |
|
| |
-80 |
117063 |
7 |
|
|
|
241 |
38638 |
|
| 12 |
14489 |
131552 |
63 |
|
|
12 |
-151 |
38487 |
|
| |
-79 |
131473 |
6 |
|
|
|
4726 |
43213 |
|
| 13 |
-98 |
131375 |
11 |
|
|
13 |
0 |
43213 |
|
| |
15268 |
146643 |
63 |
|
|
|
520 |
43733 |
|
| 14 |
13126 |
159769 |
60 |
|
|
14 |
-200 |
43533 |
|
| |
1 |
159770 |
15 |
|
|
|
6384 |
49917 |
|
| 15 |
13126 |
172896 |
60 |
|
|
15 |
6384 |
56301 |
|
| |
2 |
172898 |
3 |
|
|
|
-191 |
56110 |
|
| 16 |
14200 |
187098 |
60 |
|
|
16 |
-140 |
55970 |
|
| |
-40 |
187058 |
15 |
|
|
|
5981 |
61951 |
|
| 17 |
15012 |
202070 |
59 |
|
|
17 |
8604 |
70555 |
|
| |
-79 |
201991 |
1 |
|
|
|
-718 |
69837 |
|
| 18 |
-179 |
186879 |
6 |
|
|
18 |
-151 |
61800 |
|
| |
15012 |
201891 |
57 |
|
|
|
2960 |
64760 |
|
| 19 |
14777 |
216668 |
56 |
|
|
19 |
2540 |
67300 |
|
| |
-180 |
216488 |
1 |
|
|
|
-119 |
67181 |
|
| 20 |
12726 |
229214 |
55 |
|
|
20 |
-103 |
67078 |
|
| |
-99 |
229115 |
4 |
|
|
|
1640 |
68718 |
|
| 21 |
-160 |
228955 |
2 |
|
|
21 |
2322 |
71040 |
|
| |
13790 |
242745 |
54 |
|
|
|
-720 |
70320 |
|
| 22 |
13762 |
256507 |
52 |
|
|
22 |
2282 |
72602 |
|
| |
-160 |
256347 |
2 |
|
|
|
2346 |
74948 |
|
| 23 |
13792 |
270139 |
38 |
|
|
23 |
2202 |
77150 |
|
| |
-158 |
269981 |
8 |
|
|
|
4643 |
81793 |
31 |
| 24 |
13792 |
283773 |
51 |
|
|
24 |
120 |
81913 |
|
| |
-158 |
283615 |
8 |
|
|
|
1161 |
83074 |
|
| 25 |
722 |
270703 |
7 |
|
|
25 |
1104 |
82897 |
|
| |
60 |
270763 |
2 |
|
|
|
160 |
83057 |
|
| 26 |
-198 |
270565 |
2 |
|
|
26 |
1380 |
84437 |
|
| |
622 |
271187 |
5 |
|
|
|
61 |
84498 |
|
| 27 |
-717 |
270470 |
17 |
|
|
27 |
760 |
85258 |
|
| |
461 |
270931 |
6 |
|
|
|
20 |
85278 |
|
| 28 |
15147 |
286078 |
47 |
|
|
28 |
683 |
85961 |
|
| |
122 |
286200 |
17 |
|
|
|
-196 |
85765 |
|
| 29 |
122 |
286322 |
3 |
|
|
29 |
-194 |
85571 |
|
| |
15282 |
301604 |
47 |
|
|
|
740 |
86311 |
|
| 30 |
15192 |
316796 |
46 |
|
|
30 |
642 |
86953 |
|
| |
122 |
316918 |
3 |
|
|
|
-192 |
86761 |
|
| 31 |
6247 |
323165 |
27 |
|
|
31 |
220 |
86981 |
2 |
| |
-40 |
323125 |
2 |
|
|
|
460 |
87441 |
10 |
| 1.795856 |
5.385417 |
% |
28.5 |
|
|
1.795856 |
2.186025 |
% |
|
| |
$40000 needed |
average 29 days |
|
$40000 needed |
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