Modern financial and economic system extremely complex, and the creation of accurate adequate models from first principles is very difficult. In recent times, in financial mathematics for the analysis of these time series are increasingly using methods of statistical physics, nonlinear dynamics and chaos theory. One of the most effective tools - this a symbolic dynamics, which allows you to explore a variety of complex phenomena in dynamical systems: chaos, strange attractors, hyperbolic, structural stability, controllability, etc. This report illustrates the basic features of the symbolic CTQ-analysis applied to the study of the dynamics of financial indicators. As an example, we study the structure and parameters of the synchronization rates of world currencies (the U.S. Dollar [USD], Euro [EUR], Japanese Yen [JPH], Swiss Franc [CHF], and the British Pound [GBP]) against the ruble of the Russian Federation [RUB] for period from 01.01.1999 on 31.03.2013.