Page 78 - Ultimate Guide to Currency Trading

2. Enter in the symbol you are seeking data for in the "Get Quotes" box. In this case enter "FXE," the
Currency Shares Euro Trust ETF.

3. Click on "Historical Prices" to the left of FXE's market information.

4. On the "Set Date Range," pick a date at least four and a half years in the past.

5. Select "Daily," and then click "Get Prices."

6. At the bottom of the webpage click on the line "Download to Spread-sheet," then "Save" to your
desktop, and label "Table_FXE."

Continue steps two through five with the other ETFs you are gathering data points for, making
sure to label each one with the appropriate ETF symbol before saving. After you have saved all of your
ETF historical price data to your desktop, open each file, and click "Save as Excel Work-book." This will
create a workable Excel copy of the downloaded data that you can manipulate later. Delete the
original Excel files, leaving only the newly saved documents. In this example you should have created a
total of eight MS Excel tables, all with the different ETF labels. Perform steps two through five and the
"Save as Excel Workbook" for your target currency pair, or in this case AUD/USD, which is tracked by
the proxy ETF FXA.

Adding Formulas for Meaningful Data Points

Now begins the tricky part: you will begin using MS Excel formulas to find the percentage change of
each indicator ETF's close from the day before. For this example, open your FXE workbook. In the
blank column next to the "Adj. Close" column, type in this formula: = ($G2- $G3)/$G3.

Copy the formula down the entire column of data by clicking on the cell with the first formula,
grabbing the "cross-hairs" in the corner with the left button of your mouse, and dragging down to the
end of the column of data, all while holding down the left button of your mouse. The "$" signs keep
the formula's cells relative to each other. After this is completed, change the entire column to
percentage to a few decimal places. This is achieved by clicking on the "%" and then the 0.00 buttons
at the top of your Excel workbook.

By using this formula, copying it down, and converting to percent-age, you have created a
listing of the change in the percentage movements in FXE from one day's closing price to the next
day's closing price. These percentages will serve as the "Data Points" of your system and will become
the inputs in your regression analysis. Follow along with the instructions for all of your ETF Excel
workbooks separately, all the while making sure that the first date of the data is the same on all of the
spreadsheets.