2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/210216We show that time-dependent fluctuations $\{Δx\}$ in foreign exchange rates are accurately described by a random walk in a complex plane that is demarcated into the gain (+) and loss (-) sectors. $\{Δx\}$ is the outcome of $N$ random steps from the origin and $|Δx|$ is the square of the Euclidean distance of the final $N$-th step position. Sign of $\{Δx(t)\}$ is set by the $N$-th step location in the plane. The model explains not only the exponential statistics of the probability density of $\{Δx\}$ for G7 markets but also its observed asymmetry, and power-law dependent broadening with increasing time delay.Computational PhysicsStatistical Financetext