並列摘要
Foreign exchange rates are not fluctuated arbitrary, every exchange rates is confined in a certain rage that in case triangular arbitrage would appear. This research discusses the probability of one specific order turning profit. There are many paper documented lots of factors influence foreign exchange rates, however, in short term foreign exchange rates are random walk, it is all about probability. We adopted one-tail Chebyshev's inequality to project the chance of gaining bid and ask orders, probabilities of bid orders are positively relative to hit ratios, but ask orders are not. The result implied that the fluctuation of foreign exchange rates in short-term are profitable, as long as the foreign exchange rate is restricted within some specific range.