Mean reversion. Momentum , .
, . , . , , .
, FOMC . . , , . , . , , .
. PPI , , , . , FOMC, , .
Momentum. , Mean Reversion.
Momentum ( ) :
EURUSD
1.1698 1.1730 1.1770;
1.1666 1.1635 1.1601.
GBPUSD
1.3587 1.3615 1.3643;
1.3555 1.3518 1.3479.
USDJPY
146.65 147.00 147.34;
146.40 146.10 145.80.
Mean Reversion ( ) :
EURUSD
1.1702 ;
1.1659 .
GBPUSD
1.3599 ;
1.3559 .
AUDUSD
0.6550 ;
0.6520 .
USDCAD
1.3789 ;
1.3760 .
! .
