Average Daily Price Range ranking

Discussion in 'Trading' started by rollsafe, Dec 1, 2007.

  1. rollsafe

    rollsafe

    Hi

    I am looking for a list/ranking or filter where I can find the major Futures or currency Markets both US and EU ranked by Daily Percentage Range.

    I need a list of markets that shows me what the highest ranking ( percentage based ) markets are.

    I want to trade the markets with the widest intraday range in percentage !

    Most active traders usually trade in markets that will get them the most bang for the buck i.e. what markets have the largest intraday ranges (from high to low).
    In a table, I want to highlight the markets with the highest average intraday range over the last X number of days ( 5 days, week, month).


    Where can I find such a List/Filter ?

    Thanks
     
  2. I'm actually looking for the same thing, but in the US equities market. It'd be great if the MSN advanced stock screener would give a stock's average daily range in it's results. I'd love to find a filter for average daily range for stocks over the last 3 months or 6 months, whatever. It would be even better if I could specify other variables like price, volume, etc.

    Anyone know of a good website, screener, software, etc. that can do this?