Which ten minutes move more than usual — in crypto, the currencies and the foreign indices?

The rest of the Ostium board: bitcoin and ether (every hour of every day), the five currency pairs AUD · EUR · GBP · NZD · USD/JPY (round the clock, five days a week), and the four foreign cash indices DAX 40 · FTSE 100 · Hang Seng · Nikkei 225 (their own city's session). Each is cut into 10-minute columns of the hours it actually trades — and that frame is MEASURED from its own stored tape, never taken from published exchange hours. Where a market shuts for lunch or overnight, the jump across the break is its own column, so a stretch can be held through it. Where a market never closes there is no gap column at all, because there is nothing to jump across. Every stretch is scored against that instrument's own average column of the same length, so what stands out is deviation, not drift. The S&P 500 and Nasdaq 100 futures ride behind everything on their own scale. Every row prints its own n and its own dates — depth here runs from 60 sessions to 765 and is never averaged away.