data on london session avg daily range

Discussion in 'Data Sets and Feeds' started by milktruck, Jan 29, 2009.

  1. anybody know where I can find this data? I'm thinking of mixing my discretionary gunslinger take profit levels with some quant jockage.
  2. Topgun_1


    I have a notebook full of trading and forex articles, and I have an article that lists the avg number of pips per hour, for all 24 hours of a day (but for only 4 currencies). I could add up all the pips in a 24 hr day for a currency and that would produce the ADR for that pair. HOWEVER, the article was written in 2004 and is outdated. Now the pip movement is larger than it was back then.

    But, you can do what I did, which is to purchase a ADR Calculator (Average Daily Range Calulator) from

    It will give you real time data of the ADR, instead of outdated info from an article. It costs $49, but in my opinion it's worth it.