Forex Daily Volume

Discussion in 'Forex' started by ed_berk, Dec 21, 2006.

  1. ed_berk

    ed_berk

    Is daily volume published anywhwere for the major currency pairs?

    Thanks
     
  2. The market snapsot link in goforex has some statistics, but it is not as current as you might be asking for....but there is some statistical stuff there...

    The forex market is so fragmented and unregulated in the Global picture, that it may not be possible to aggregate the volume and only to estimate...

    As you know, Retail players are just a speck of sand on the beach...

    Michael B.
     
  3. Wait until '07, reuters and cme are getting together over Fx. This will provide volume.
     
  4. The cme has currencies that you can trade. Im sure you can use there daily volume figures as some sort of proxy. Im sure that info is available somewhere on there website
     
  5. ddunbar

    ddunbar Guest

    Good idea.

    Daily settlemet of EuroFX:
    http://www.cme.com/html.wrap/wrappedpages/end_of_day/daily_settlement_prices/ec.html

    Just multiply the volume by 125,000 and you an approximation of the notational retail volume in spot.

    Monthly volume reports. Check the average volume report.

    http://www.cme.com/trading/dta/hist/prcvolrep2420.html