  We have discovered 12 independent new empirical scaling laws in foreign
exchange data-series that hold for close to three orders of magnitude and
across 13 currency exchange rates. Our statistical analysis crucially depends
on an event-based approach that measures the relationship between different
types of events. The scaling laws give an accurate estimation of the length of
the price-curve coastline, which turns out to be surprisingly long. The new
laws substantially extend the catalogue of stylised facts and sharply constrain
the space of possible theoretical explanations of the market mechanisms.
