I have been studying some historic charts and i seem to have noticed a strong correlation of dollar strength during Asian markets.
The first third of the day from the open at midnight in Europe seems to see a regular likelihood that the dollar is stronger than when the European and US markets are alive?
Is this something generally noticed or maybe just my sample doesnt go back far enough?
The first third of the day from the open at midnight in Europe seems to see a regular likelihood that the dollar is stronger than when the European and US markets are alive?
Is this something generally noticed or maybe just my sample doesnt go back far enough?
Money never sleeps...