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US Dollar vs Japanese Yen We have open position of the pair. We hope today again pair will decline. We are looking target below 119.00 level.

Euro vs United States Dollar  EUR/USD prices break out the key resistance level that is the sign of bullish. Currency pair EUR/USD at glance. Some technical indicator are showing little bit weakness of defined trend. We have send entry order to our clients.  

United States Dollar vs Switzerland Franc USDCHF have taken slightly bullish move in previous session. We remain bearish for the day. Now pair is trading below 0.9600 level that is sign of bearshness. We update our subscriber exact entry and exit level. Get Forex Signals and make more than thousand pips a month. Contact at yasiramour@live.com

United States $ vs Japanese Yen In our last update we suggest selling trend, the trend was in our favor. In last ASIAN session pair declines gradually. We have send sell stop again today for our subscriber. We hope the price 120.00 will a cap for the trend. As triangle shows in below graph, prices break out triangle and as well as horizontal line on price 119.74. We will join seller until cap break out that is 120.00. Get Forex signals contact at yasiramour@gmail.com

Forecasting Future Spot Exchange Rate Unbiasedness Hypothesis The unbiasedness hypothesis states that given conditions of rational expectations and risk neutrality, the forward exchange rate is an unbiased predictor of the future spot exchange rate. Without introducing a foreign exchange risk premium (due to the assumption of risk neutrality), the following equation illustrates the unbiasedness hypothesis. F_t = E_t(S_{t + k}) where F_t is the forward exchange rate at time t E_t(S_{t + k}) is the expected future spot exchange rate at time t + k k is the number of periods into the future from time t The empirical rejection of the unbiasedness hypothesis is a well-recognized puzzle among finance researchers. Empirical evidence for cointegration between the forward rate and the future spot rate is mixed. Researchers have published papers demonstrating empirical failure of the hypothesis by conducting regression analyses of the realized changes in spot exchange rates...

Forward Premium or Discount The equilibrium that results from the relationship between forward and spot exchange rates within the context of covered interest rate parity is responsible for eliminating or correcting for market inefficiencies that would create potential for arbitrage profits. As such, arbitrage opportunities are fleeting. In order for this equilibrium to hold under differences in interest rates between two countries, the forward exchange rate must generally differ from the spot exchange rate, such that a no-arbitrage condition is sustained. Therefore, the forward rate is said to contain a premium or discount, reflecting the interest rate differential between two countries. The following equations demonstrate how the forward premium or discount is calculated.[1][2] The forward exchange rate differs by a premium or discount of the spot exchange rate: F = S(1 + P) where P is the premium (if positive) or discount (if negative) The equation can be rearran...