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LaplacesDemon (version 16.1.1)

data.demonfx: Demon FX Data Set

Description

This data set consists of daily currency pair prices from 2010 through 2014. Each currency pair has a close, high, and low price.

Usage

data(demonfx)

Arguments

Format

This data frame contains 1,301 rows as time-periods (with row names) and 39 columns of currency pair prices. The following data dictionary describes each time-series or column.

EURUSD.Close

This is the currency pair closing price.

EURUSD.High

This is the currency pair high price.

EURUSD.Low

This is the currency pair low price.

USDJPY.Close

This is the currency pair closing price.

USDJPY.High

This is the currency pair high price.

USDJPY.Low

This is the currency pair low price.

USDCHF.Close

This is the currency pair closing price.

USDCHF.High

This is the currency pair high price.

USDCHF.Low

This is the currency pair low price.

GBPUSD.Close

This is the currency pair closing price.

GBPUSD.High

This is the currency pair high price.

GBPUSD.Low

This is the currency pair low price.

USDCAD.Close

This is the currency pair closing price.

USDCAD.High

This is the currency pair high price.

USDCAD.Low

This is the currency pair low price.

EURGBP.Close

This is the currency pair closing price.

EURGBP.High

This is the currency pair high price.

EURGBP.Low

This is the currency pair low price.

EURJPY.Close

This is the currency pair closing price.

EURJPY.High

This is the currency pair high price.

EURJPY.Low

This is the currency pair low price.

EURCHF.Close

This is the currency pair closing price.

EURCHF.High

This is the currency pair high price.

EURCHF.Low

This is the currency pair low price.

AUDUSD.Close

This is the currency pair closing price.

AUDUSD.High

This is the currency pair high price.

AUDUSD.Low

This is the currency pair low price.

GBPJPY.Close

This is the currency pair closing price.

GBPJPY.High

This is the currency pair high price.

GBPJPY.Low

This is the currency pair low price.

CHFJPY.Close

This is the currency pair closing price.

CHFJPY.High

This is the currency pair high price.

CHFJPY.Low

This is the currency pair low price.

GBPCHF.Close

This is the currency pair closing price.

GBPCHF.High

This is the currency pair high price.

GBPCHF.Low

This is the currency pair low price.

NZDUSD.Close

This is the currency pair closing price.

NZDUSD.High

This is the currency pair high price.

NZDUSD.Low

This is the currency pair low price.