Where can I find a list of forex volatility ranking, which is the most volatile and which is next etc?
Found one thing a bit funny, read across the rows, 1-days, 5-days, 10-days, 20-days pip are about the same order of magnitude. it could mean trading for 1 day is equivalent to trading for 20 days(one month). you just need to work 1 day a month, great
These are the entry ranges for each hour (NY EST) But mainly used to short...cause I belive its heading to 1.15 GL KaL Wed 10/05/05 04:00 AM 1.2015 1.1943 Wed 10/05/05 05:00 AM 1.2027 1.1955 Wed 10/05/05 06:00 AM 1.2014 1.1942 Wed 10/05/05 07:00 AM 1.2026 1.1954 Wed 10/05/05 08:00 AM 1.2031 1.1959 Wed 10/05/05 09:00 AM 1.2032 1.1960 Wed 10/05/05 10:00 AM 1.2042 1.1970 Wed 10/05/05 11:00 AM 1.2048 1.1976 Wed 10/05/05 12:00 PM 1.2050 1.1978 Wed 10/05/05 01:00 PM 1.2048 1.1976 Wed 10/05/05 02:00 PM 1.2050 1.1978 Wed 10/05/05 03:00 PM 1.2044 1.1972 Wed 10/05/05 04:00 PM 1.2043 1.1971 Wed 10/05/05 05:00 PM 1.2040 1.1968 Wed 10/05/05 06:00 PM 1.2042 1.1970 Wed 10/05/05 07:00 PM 1.2049 1.1977 This is eurCad... again used to short for the month Wed 10/05/05 04:00 AM 1.4063 1.3969 Wed 10/05/05 05:00 AM 1.4056 1.3962 Wed 10/05/05 06:00 AM 1.4050 1.3956 Wed 10/05/05 07:00 AM 1.4062 1.3968 Wed 10/05/05 08:00 AM 1.4075 1.3981 Wed 10/05/05 09:00 AM 1.4080 1.3986 Wed 10/05/05 10:00 AM 1.4090 1.3996 Wed 10/05/05 11:00 AM 1.4098 1.4004 Wed 10/05/05 12:00 PM 1.4101 1.4007 Wed 10/05/05 01:00 PM 1.4101 1.4007 Wed 10/05/05 02:00 PM 1.4097 1.4003 Wed 10/05/05 03:00 PM 1.4100 1.4006 Wed 10/05/05 04:00 PM 1.4094 1.4000 Wed 10/05/05 05:00 PM 1.4094 1.4000 Wed 10/05/05 06:00 PM 1.4101 1.4007 Wed 10/05/05 07:00 PM 1.4106 1.4012 Wed 10/05/05 08:00 PM 1.4077 1.3983 Wed 10/05/05 09:00 PM 1.4124 1.4030 Wed 10/05/05 10:00 PM 1.4124 1.4030 Wed 10/05/05 11:00 PM 1.4140 1.4046 Thu 10/06/05 12:00 AM 1.4146 1.4052 Thu 10/06/05 01:00 AM 1.4139 1.4045
Well, the way those tables are constructed, the 5-day volatility for a given currency pair is the average daily range over the most recent 5 days. Similarly for 10 and 20 days. And the 5-hour vol. is the average hourly range over the most recent 5 hours; ditto for 10 and 20 hours. If the numbers across a row are close, it just means that the volatility for that currency pair has been stable over the period in question, neither contracting nor expanding.
It mean that Euro Dollar moved in a daily range of 48 pips yesterday. In a daily range (average) of 83 pips during the last 5 days...etc It's the average of daily range not the total range of 5 days edit: late apex was faster
should compute in terms of percent...Cause when anything is more expensive...(ie. euro at 1.36...not the same when at .800) the percent st Deviation will solve that for U. I just that for U The daily...stdev(=68% of variation) EURUSD 0.455% USDJPY 0.391% GBPUSD 0.315% USDCHF 0.435% EURCHF 0.212% AUDUSD 0.532% USDCAD 0.296% NZDUSD 0.532% EURGBP 0.405% EURJPY 0.587% GBPJPY 0.467% CHFJPY 0.552% GBPCHF 0.408% EURAUD 0.553% EURCAD 0.524% AUDCAD 0.484% AUDJPY 0.657%
another thing is that to change the daily into weekly Just multily sqr(n) Eur/USD Weekly=0.455%*6^.5 to do hourly divide daily by 24^.5 hope that helps
I added the "volatility" in percent (High-Low)/low : http://www.mataf.net/en/analysis-volatility.htm But I think it's not important, most of traders buy and sell 100k contract. The variation in pip or $ seems most important. (excuse my poor english)