Average Weekly Volatility - FOREX

EURUSD				Average Volatility by Hour of Week 2010-08-05 05:00:00 to 2010-09-03 08:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	22	15	17	21	22	12
Mon	12	16	13	28	29	26	29	23	23	30	40	44	22	24	16	17	14	12	12	16	18	26	21	25
Tue	16	17	22	28	38	31	34	23	20	41	36	58	26	22	20	52	21	24	15	9	20	34	17	15
Wed	17	17	23	37	32	44	46	27	27	48	42	57	34	23	17	19	12	19	20	13	31	28	21	24
Thu	18	19	28	37	42	45	38	26	24	51	44	40	37	28	20	17	21	13	13	11	14	15	16	16
Fri	14	12	17	25	30	36	34	29	21	60	39	51	36	26	19	16	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	15	16	20	31	34	36	36	26	23	46	40	50	31	25	19	24	17	17	16	13	20	24	19	18

GBPUSD				Average Volatility by Hour of Week 2010-08-05 05:00:00 to 2010-09-03 08:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	31	17	19	25	24	12
Mon	16	18	22	43	42	33	35	23	24	35	40	54	28	29	25	17	16	14	15	15	17	26	34	26
Tue	24	21	29	36	35	35	39	35	32	33	39	51	42	24	20	54	27	24	20	13	23	33	20	26
Wed	16	16	34	33	36	70	58	34	32	54	49	46	44	21	15	18	14	17	25	15	23	24	22	24
Thu	29	21	30	42	51	60	44	31	30	39	38	46	38	26	20	18	19	12	16	12	16	19	21	16
Fri	17	12	24	31	34	50	32	32	26	53	40	38	37	22	17	15	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	20	17	27	37	39	50	41	31	29	43	41	47	38	25	20	24	19	16	21	14	19	25	24	20

USDCHF				Average Volatility by Hour of Week 2010-08-05 05:00:00 to 2010-09-03 08:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	24	21	14	14	16	10
Mon	11	12	10	42	33	26	23	31	21	32	36	31	20	26	13	16	13	10	11	11	14	19	17	15
Tue	16	16	16	25	35	31	30	28	27	37	36	44	23	19	19	42	20	17	16	10	15	26	20	11
Wed	13	15	24	30	28	32	26	23	24	51	27	65	29	16	17	18	17	14	19	12	18	12	16	13
Thu	12	13	25	35	33	32	25	22	21	57	36	32	27	19	17	19	22	15	18	10	13	13	11	11
Fri	10	15	13	19	22	33	30	25	23	57	29	38	34	20	17	23	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	12	14	17	29	30	31	27	25	23	47	33	41	26	20	16	23	18	14	18	13	15	17	16	12

USDJPY				Average Volatility by Hour of Week 2010-08-05 05:00:00 to 2010-09-03 08:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	11	20	15	19	14	9
Mon	19	7	12	17	12	19	14	10	20	17	15	16	13	12	9	10	13	12	10	11	16	19	16	12
Tue	11	14	12	15	29	22	19	20	18	33	19	44	23	12	18	32	16	18	16	10	12	24	14	15
Wed	10	14	13	16	22	21	21	18	19	28	24	45	18	13	17	12	12	12	14	14	12	21	18	17
Thu	15	19	14	21	15	23	21	15	16	34	22	25	19	15	12	14	12	11	12	13	14	17	12	12
Fri	15	16	12	14	14	16	16	15	15	51	25	45	24	17	11	14	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	14	14	12	17	18	20	18	15	17	33	21	34	19	14	13	16	13	13	12	14	14	20	14	13

USDCAD				Average Volatility by Hour of Week 2010-08-05 06:00:00 to 2010-09-03 09:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	21	17	11	16	16	12
Mon	16	17	13	21	22	22	24	29	15	26	29	35	24	14	15	16	15	10	11	13	10	15	18	16
Tue	15	17	16	19	24	26	25	26	30	41	33	44	28	28	20	36	22	15	13	8	10	15	14	16
Wed	11	14	15	22	26	23	29	19	27	39	29	44	26	18	17	20	18	21	17	13	16	14	19	15
Thu	11	15	19	26	23	28	22	22	21	43	25	41	33	20	20	19	18	15	12	8	9	12	15	9
Fri	12	10	15	23	20	21	20	29	27	63	37	55	37	23	19	21	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	13	14	15	22	23	24	23	25	24	43	30	43	30	21	18	22	18	15	15	12	11	14	16	13

AUDUSD				Average Volatility by Hour of Week 2010-08-05 05:00:00 to 2010-09-03 08:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	30	18	19	23	23	13
Mon	19	16	20	22	27	25	20	26	14	22	30	36	21	17	14	18	17	11	11	16	16	20	31	22
Tue	17	19	22	31	31	23	27	18	23	25	24	40	28	19	16	37	25	18	18	11	16	28	32	25
Wed	17	19	25	25	31	23	35	20	26	30	27	38	21	19	17	22	20	20	20	15	27	20	34	22
Thu	21	17	29	23	31	30	20	15	16	27	26	34	29	18	17	18	23	14	12	16	14	19	17	23
Fri	16	15	20	20	23	24	21	25	20	38	31	55	27	21	15	29	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	18	17	23	24	28	25	24	21	20	28	27	40	25	19	16	24	21	16	18	15	18	22	27	21

EURJPY				Average Volatility by Hour of Week 2010-08-05 06:00:00 to 2010-09-03 09:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	25	26	26	31	30	15
Mon	30	17	21	33	33	33	30	24	27	29	37	47	24	25	20	19	24	17	15	18	25	39	32	25
Tue	22	20	26	28	55	43	38	30	29	52	40	79	36	22	30	33	22	35	24	17	25	46	26	27
Wed	21	29	25	37	43	43	46	31	35	48	44	49	34	23	25	19	19	21	25	21	30	38	30	30
Thu	26	26	34	39	49	57	39	28	28	48	42	44	36	25	23	21	25	16	16	20	20	27	18	23
Fri	28	25	21	29	30	34	39	27	22	75	49	67	36	27	18	22	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	26	23	25	33	41	42	38	28	28	51	42	57	33	24	23	23	23	22	20	21	25	36	27	24

GBPJPY				Average Volatility by Hour of Week 2010-08-05 06:00:00 to 2010-09-03 09:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	31	32	32	41	34	18
Mon	37	18	30	44	44	42	41	26	33	35	46	58	33	27	29	19	27	20	21	22	28	41	44	28
Tue	31	27	36	39	59	50	39	37	42	58	44	82	52	26	30	40	28	42	32	21	31	52	30	36
Wed	22	29	35	36	52	63	58	37	39	57	43	79	44	28	27	21	22	24	30	24	28	45	35	31
Thu	41	33	40	36	54	79	53	35	31	55	42	56	42	30	24	26	26	20	20	24	24	33	26	25
Fri	34	29	30	32	34	46	38	33	27	94	58	75	44	33	21	24	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	33	27	34	37	48	55	46	34	34	61	46	69	43	29	26	26	26	26	26	24	28	42	34	27

AUDJPY				Average Volatility by Hour of Week 2010-08-05 05:00:00 to 2010-09-03 08:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	31	27	23	31	27	14
Mon	30	16	26	28	28	32	21	28	24	24	31	36	25	18	17	17	23	14	15	17	22	29	33	25
Tue	20	24	26	30	45	32	25	23	30	40	31	52	34	21	23	24	26	27	24	15	20	38	32	30
Wed	20	26	26	24	40	29	34	22	30	37	37	57	24	22	24	23	21	21	24	19	25	32	37	26
Thu	25	25	32	28	37	37	27	19	19	45	33	43	28	19	19	21	27	14	15	21	18	25	22	27
Fri	26	24	23	22	24	24	25	22	20	62	44	71	34	25	18	32	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	24	23	26	26	34	31	26	23	24	42	35	51	29	21	20	24	24	19	21	20	21	31	30	25

EURGBP				Average Volatility by Hour of Week 2010-08-05 05:00:00 to 2010-09-03 08:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	17	8	11	14	9	7
Mon	8	7	11	23	17	10	18	12	13	16	17	16	14	12	10	8	8	6	8	8	9	11	12	10
Tue	9	9	12	15	21	16	20	16	13	20	18	23	22	11	10	23	12	12	11	7	9	11	12	9
Wed	7	10	13	17	15	36	21	16	17	20	18	27	14	10	9	8	7	7	12	8	11	13	11	11
Thu	12	10	15	18	17	30	19	15	14	25	17	15	19	18	12	8	10	8	9	7	9	8	8	8
Fri	8	8	10	17	17	27	18	18	13	21	16	21	17	9	12	10	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	9	9	12	18	17	24	19	16	14	20	17	20	17	12	11	11	9	8	11	7	10	11	10	9

EURCHF				Average Volatility by Hour of Week 2010-08-05 05:00:00 to 2010-09-03 08:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	37	26	18	17	21	13
Mon	18	18	16	46	34	36	24	36	31	37	39	36	25	28	15	21	19	15	15	16	15	29	21	19
Tue	20	16	24	33	25	37	40	35	32	36	36	54	37	22	24	53	26	19	21	14	15	31	26	17
Wed	21	25	30	36	41	44	42	24	26	44	38	56	28	24	26	25	20	19	23	15	28	22	26	19
Thu	18	22	39	40	51	43	34	29	25	57	37	41	35	26	22	23	26	20	23	14	15	17	18	19
Fri	19	22	22	30	34	44	45	31	29	53	32	64	34	21	19	23	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	19	21	26	37	37	41	37	31	28	46	36	50	32	24	21	29	23	18	23	17	18	23	22	17

GBPCHF				Average Volatility by Hour of Week 2010-08-05 05:00:00 to 2010-09-03 08:00:00
	0	1	2	3	4	5	6	7	8	9	10	11	12	13	14	15	16	17	18	19	20	21	22	23
Sun	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	51	37	21	32	28	17
Mon	26	23	27	63	51	48	39	45	36	50	57	56	32	35	29	27	21	16	17	18	19	34	36	26
Tue	31	24	33	46	53	46	58	42	48	52	58	62	53	28	29	50	39	21	28	16	22	34	39	25
Wed	22	29	40	42	57	94	62	45	32	70	49	95	44	29	28	30	27	21	25	23	28	25	34	24
Thu	31	28	54	54	67	75	46	40	37	83	42	58	46	39	31	30	30	23	28	17	21	21	26	20
Fri	25	27	29	41	39	68	61	51	43	70	48	63	53	26	29	33	0	0	0	0	0	0	0	0
Sat	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0

Week	27	26	36	49	53	67	53	45	39	65	50	66	46	32	29	34	29	20	30	22	22	29	32	22

These charts show the average price swing (peak to peak) in 'pips' for each currency pair for each hour of the week.

The period analyzed is noted in the title of each chart.

Charts are dynamic with current data ingested and analyzed hourly. All times are EST/EDT.

A composite hourly swing value is located for each pair in the Weekly row that averages all price swings for that hour of the day over the entire month.

Why?

This chart is useful to both manually and automatically traded systems by providing data to help determine patterns in daily market volatility.

Having the ability to forecast the depth and volatility expected in the market can help decide when to trade and which trade plan to execute.

The charts also provide data that can be used to modify a trading plan's parameters which are affected by market volatility.

Money Hackers is one of several online projects of Mark and Greg Thompson.

Mark has worked full time on developing analytical models for feature recognition of financial data specifically focusing on high resolution FOREX quote data for MoneyHackers.com for the last 10 years.

Greg currently provides MLS photography, marketing, and website development for www.SearchLawrence.com. SearchLawrence.com provides local real estate and housing information for Lawrence, KS and features several Yahoo and Google Map API mashups to search for homes for sale and Lawrence, KS real estate.

Last Updated: Fri Sep 03, 2010 09:00:14 EDT