FX Momentum: Currency Strength Scorecard
Seven majors, each scored by its move against the whole basket rather than any single pair, blending the 1-day move with the 5-day trend. Built by Helious from the live intraday tape and posted to the terminal twice each weekday, 8am and 2pm ET; this page rebuilds through the trading day.
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USD
+0.54% 1d +0.46 · 5d +0.66
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AUD
+0.22% 1d 0.00 · 5d +0.54
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JPY
-0.01% 1d +0.04 · 5d -0.08
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GBP
-0.05% 1d +0.03 · 5d -0.16
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EUR
-0.14% 1d -0.14 · 5d -0.13
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CHF
-0.28% 1d -0.21 · 5d -0.39
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NZD
-0.28% 1d -0.18 · 5d -0.44
% vs the 7-currency basket · zero-sum by construction · 1d and 5d shown per currency.
The downloads carry the current reading. Live data comes through the Helious API and MCP at api.helious.io/mcp.
Methodology
Basket, not pairs. Every currency is scored against the average of the other six. A pair mixes two stories; the basket isolates which currency is actually moving. Scores always net to zero: strength somewhere is weakness somewhere else.
Two horizons. The 1-day move (weight 0.6) answers what moved today, measured on the intraday tape from the 5pm ET close, how a desk quotes the day; the 5-day move (weight 0.4) answers whether it is a trend or a blip. Both are shown beside every score, so the blend is never a black box.
Verified measurement. The calculation is cross-checked against official ECB reference rates: same leader, same laggard, divergence within the fixing-time difference. Free to cite with a link to this page.