Table 6 Comparison results of using volatile 1-year currency data

CADJPY-1step

0.46940

0.46382

0.48367

1.00000

CADJPY-5steps

0.11678

0.11620

0.14376

1.00000

CADJPY-30steps

0.00584

0.00430*

0.00482

1.00000

EURJPY-1step

0.95093

0.94682

0.95133

1.00000

EURJPY-5steps

0.76182

0.77091

0.75636

1.00000

EURJPY-30steps

0.16202

0.17956

0.18189

1.00000

USDCNY-1step

0.98905

0.97861

0.95757

1.00000

USDCNY-5steps

0.93182

0.92614

0.83523

1.00000

USDCNY-30steps

0.57171

0.57100

0.60131

1.00000

GBPJPY-1step

0.86971

0.86474

0.87160

1.00000

GBPJPY-5steps

0.49749

0.49612

0.48842

1.00000

GBPJPY-30steps

0.17058

0.16987

0.17262

1.00000

USDINR-1step

0.97289

0.96829

0.93140

1.00000

USDINR-5steps

0.80866

0.78008

0.75693

1.00000

USDINR-30steps

0.09725

0.09889

0.11380

1.00000

CNYJPY-1step

0.77812

0.77983

0.74586

1.00000

CNYJPY-5steps

0.38875

0.38407

0.34839

1.00000

CNYJPY-30steps

0.08398

0.05240*

0.05444

1.00000