As I understand, the effects that influence the Forex prices (for the major pairs) can be described as:

  • inside effects - short term speculations by humans/robots
  • real world events - larger scale events influencing the price of the pairs

My questions:

  1. is it possible to prove that the inside effects play a role in prices? Can market price be significantly self-influenced by traders that react to the actual value?

  2. If yes, on what granularity I can observe it? In other words, what granularity let us observe market behavior that is least influenced by "real world" events?

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