2011 KES to DJF Historical Review

YEARLY HIGH

2.2036 DJF

YEARLY LOW

1.6725 DJF

YEARLY AVERAGE

2.0131 DJF

2011 KES to DJF Performance & Market Timing Review

Analysis of key historical highlights and timing insights for 2011

During 2011, the KES to DJF exchange rate experienced significant fluctuation. The market reached its absolute peak on January 1, valuing the pair at 2.2036. Conversely, the yearly low was recorded on October 11, dropping to 1.6725.

This high-to-low spread represents a total annual volatility of 0.5311 DJF. From a start-to-finish perspective, comparing the January average rate of 2.1950 to the December average rate of 2.0633, the exchange rate registered a net change of -6.00% (reflecting a weakening trend).

Looking at year-over-year peak valuations, the 2011 high of 2.2036 was down 6.62% compared to the 2010 peak of 2.3598, indicating shifts in long-term support levels.

Transfer Payout Power Comparison

Comparing the value generated converting 5,000 KES based on timing:

Yearly Peak High 11,018 DJF

2010 Average 11,224 DJF

Yearly Trough Low 8,362 DJF

Transaction Impact: A difference of 2,655.59 DJF purely based on transaction execution date.

Trend Visualization

Monthly average fluctuations over the course of 2011.

2.2385

1.7169

JanuMarcMayJulySeptNove

KES to DJF Seasonal Trends & Volatility Analysis

A structured review of seasonal halves, trading extremes, consecutive streaks, and historical baselines.

Seasonal Halves (H1 vs H2)

Seasonal

The average exchange rate in the first half of the year (H1: Jan–Jun) was 2.1144, compared to 1.9118 in the second half (H2: Jul–Dec). This shows that the rate was stronger in the first half (Jan–Jun) by a margin of 0.2026 points.

H1 Avg (Jan–Jun) 2.1144

H2 Avg (Jul–Dec) 1.9118

Volatility Range Comparison

Volatility

The most volatile month in 2011 was November, with a trading range of 0.1849 DJF (High: 1.9924 / Low: 1.8075). On the other end, January was the most stable month, with a tight range of 0.0167 DJF (High: 2.2036 / Low: 2.1869).

November Spread (Volatile) ±0.1849

January Spread (Stable) ±0.0167

Growth Streaks & Declines

Trends

Between October and December, the exchange rate recorded its longest consecutive growth streak of the year, climbing for 2 straight months. Conversely, the sharpest month-over-month decline occurred between September and October, when the average rate fell by 0.0870 points.

Longest Streak 2 Mo.

Sharpest MoM Drop -0.0870

Same-Month Historical Baseline

YoY Baseline

Comparing the current year's strongest month average (January 2011: 2.1950) against the same month in 2010 (average: 2.3459), the exchange rate shifted by -0.1509 (-6.43%).

2011 Avg (January) 2.1950

2010 Avg (January) 2.3459

Monthly Breakdown

Statistical summary for each calendar month.

Month	High	Low	Average
January	2.2036	2.1869	2.1950
February	2.1957	2.1574	2.1803
March	2.1480	2.0664	2.1087
April	2.1342	2.1099	2.1203
May	2.1342	2.0473	2.0839
June	2.0693	1.9422	1.9984
July	2.0062	1.9498	1.9768
August	1.9501	1.8719	1.9135
September	1.8976	1.7282	1.8473
October	1.7916	1.6725	1.7603
November	1.9924	1.8075	1.9095
December	2.1429	1.9769	2.0633