In this work we have considered the study of the exchange rate series for the specific case where the formal financial market is not active. In those situations, we would be interested in the parallelization of the exchange rate with financial indexes for stabilized financial market. We observed that the stationarity of the distribution for some the exchange rate of currencies traded in the country differs significantly. The time dynamics shows the presence of the elements of local critical behavior, but those tendencies attenuate and fade away in an a periodic fashion. Next, we considered and evidenced the correlation distances and dissimilarity between exchange rates of national currencies versus euro and dollar and golden prices. It resulted that two exchange rates do have different distance from golden price taken for references. The correlation distance between the series of the return in different period has evidenced that there is not a regular behavior in this respect.

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