  This work studies the symmetry between colloidal dynamics and the dynamics of
the Euro--US Dollar currency exchange market (EURUSD). We consider the EURUSD
price in the time range between 2001 and 2015, where we find significant
qualitative symmetry between fluctuation distributions from this market and the
ones belonging to colloidal particles in supercooled or arrested states. In
particular, we find that models used for arrested physical systems are suitable
for describing the EURUSD fluctuation distributions. Whereas the corresponding
mean squared price displacement (MSPD) to the EURUSD is diffusive for all
years, when focusing in selected time frames within a day, we find a two-step
MSPD when the New York Stock Exchange market closes, comparable to the dynamics
in supercooled systems. This is corroborated by looking at the price
correlation functions and non-Gaussian parameters, and can be described by the
theoretical model. We discuss the origin and implications of this analogy.
