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FX fair value linear regression model

Major pairs | Crosses | Yield spread

The data of the last month is excluded from the training set and therefore a result of the model prediction based on the following input data: 10Y and 2Y bond yields, inflation, purchasing power parity, gold, copper, iron ore, oil, milk, lumber, S&P 500, and EURO STOXX 50. The charts are updated once a day.

EURUSD

USDJPY

GBPUSD

USDCAD

AUDUSD