Average Weekly Volatility - FOREX

EURUSD				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	21	30	33	28	21
Mon	22	18	29	41	46	36	48	32	31	31	40	52	40	34	32	29	27	16	19	16	34	26	30	30
Tue	24	21	34	48	45	37	38	38	56	47	48	62	40	55	30	37	18	14	13	13	19	28	29	21
Wed	22	22	33	52	44	31	44	30	61	63	53	37	50	47	42	71	36	17	21	20	22	33	26	27
Thu	19	25	23	40	40	37	38	33	51	61	56	58	46	30	61	29	27	18	33	15	22	32	24	20
Fri	21	22	30	34	42	35	39	26	35	75	57	53	58	38	37	38	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	22	21	29	43	43	35	41	32	47	56	51	52	47	40	41	40	27	16	22	17	25	31	27	24

GBPUSD				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	35	30	33	34	25
Mon	23	27	28	64	71	61	64	44	49	55	63	72	57	47	42	32	39	19	22	24	44	46	40	45
Tue	43	33	57	93	53	83	52	52	78	70	61	89	47	66	35	43	24	23	17	21	32	47	29	27
Wed	34	30	56	57	71	71	71	51	71	75	76	61	47	57	49	81	45	23	21	23	27	37	37	32
Thu	29	38	38	62	72	96	57	51	96	87	77	57	53	47	62	34	30	23	39	33	32	41	28	26
Fri	26	29	50	54	70	44	62	48	57	103	65	80	74	49	47	42	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	31	32	45	66	68	72	61	49	71	79	69	71	55	53	48	46	34	22	26	27	33	40	34	31

USDCHF				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	20	24	24	22	14
Mon	17	14	21	37	38	33	36	27	22	29	32	37	31	24	32	22	21	13	16	12	23	19	22	22
Tue	18	15	24	41	32	31	31	32	44	37	36	45	30	43	20	27	15	12	10	12	15	21	20	17
Wed	19	17	25	35	33	23	34	38	75	48	41	25	39	68	38	56	26	16	15	15	15	25	18	19
Thu	16	20	17	34	41	29	40	27	42	57	45	41	36	29	50	25	19	15	24	12	18	23	20	18
Fri	16	16	25	26	33	34	31	22	27	59	40	38	47	33	36	35	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	17	17	22	34	35	30	35	29	42	47	39	37	36	39	36	32	20	14	17	14	19	23	20	18

USDJPY				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	20	22	27	23	19
Mon	13	20	21	23	26	31	22	14	18	21	22	28	24	19	25	21	16	10	12	10	32	32	29	20
Tue	24	25	31	36	26	23	33	25	30	41	33	38	32	28	21	28	12	8	9	17	28	35	32	17
Wed	22	14	20	27	26	24	28	19	30	31	30	28	23	26	20	37	22	16	18	16	22	27	24	20
Thu	15	16	17	25	25	21	20	23	21	41	34	36	22	18	37	21	15	16	20	12	19	17	16	18
Fri	13	14	14	26	23	24	21	22	17	54	29	29	38	20	18	20	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	17	18	20	27	25	24	24	21	23	38	30	32	27	22	25	25	16	13	17	15	24	27	24	19

USDCAD				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	24	21	18	20
Mon	17	18	21	34	46	26	36	36	33	56	51	49	38	31	30	25	29	20	17	14	28	17	21	23
Tue	18	15	25	52	31	31	33	33	45	50	46	72	35	42	33	30	31	20	18	14	21	28	24	19
Wed	24	14	27	41	39	45	45	31	61	73	51	48	44	43	44	57	31	28	30	19	16	22	24	26
Thu	19	23	22	36	42	32	37	35	46	68	54	69	40	30	47	29	34	22	22	12	16	21	21	19
Fri	15	13	20	27	39	29	30	32	38	82	57	60	58	40	39	39	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	17	23	38	39	32	36	33	45	66	52	60	43	37	39	36	32	22	22	15	20	22	22	22

AUDUSD				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	34	25	24	30	22	18
Mon	17	18	27	29	54	27	31	26	28	30	41	42	32	25	31	24	28	18	20	27	36	27	29	27
Tue	24	26	35	44	29	31	30	30	43	46	35	48	41	47	32	32	23	20	19	14	30	32	30	18
Wed	21	18	34	42	31	33	33	24	38	56	45	41	37	34	45	53	40	25	22	22	24	29	38	25
Thu	19	30	23	36	36	35	25	35	51	59	59	48	40	34	42	25	29	18	28	19	17	34	23	18
Fri	23	17	28	27	31	23	29	26	27	58	38	48	38	31	30	39	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	21	22	29	36	36	30	29	29	38	50	45	46	38	34	36	34	30	20	25	21	26	30	29	21

EURJPY				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	27	34	40	34	28
Mon	24	33	27	50	55	56	44	35	27	35	48	56	43	40	41	23	36	18	19	22	61	50	44	43
Tue	46	38	50	74	55	45	65	46	51	64	53	61	66	40	32	36	21	16	16	25	43	57	43	30
Wed	41	26	43	58	52	48	43	34	53	53	52	53	39	37	40	52	39	24	24	24	40	55	42	33
Thu	29	27	30	48	53	42	39	38	45	78	71	53	46	32	43	35	27	22	34	20	24	33	33	28
Fri	23	19	33	39	37	30	33	37	33	91	66	65	51	44	33	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	32	28	36	53	50	44	44	38	42	65	58	57	49	38	38	36	30	20	25	23	40	47	39	32

GBPJPY				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	38	38	52	49	34
Mon	25	45	29	66	85	68	58	51	50	60	78	82	64	53	51	27	48	23	26	31	78	70	55	64
Tue	66	53	72	112	62	91	68	70	72	78	78	89	82	55	42	48	28	25	23	32	59	76	56	38
Wed	53	39	70	68	80	78	71	56	72	70	71	66	41	53	45	66	55	30	31	29	45	64	53	38
Thu	37	42	46	70	89	103	62	54	91	110	94	65	50	44	62	44	35	32	39	34	32	41	38	34
Fri	29	35	56	68	67	48	55	65	57	114	75	101	60	54	41	41	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	42	43	54	76	77	79	63	59	69	87	80	80	59	51	49	45	41	27	30	33	49	60	50	41

AUDJPY				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	26	26	34	27	22
Mon	20	27	28	30	56	38	29	30	27	34	49	43	37	30	34	25	34	22	22	29	52	44	42	35
Tue	34	35	42	58	38	36	44	35	40	51	43	56	57	40	31	40	25	20	20	21	44	46	40	24
Wed	32	21	41	46	39	40	32	25	37	47	46	50	35	32	42	47	38	32	25	24	35	40	47	30
Thu	24	30	28	40	43	39	31	33	53	74	69	54	42	36	39	28	28	23	32	22	20	31	29	23
Fri	26	19	30	32	33	28	23	34	28	71	44	57	39	33	29	38	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	27	33	41	42	36	32	31	38	56	51	52	42	34	35	35	31	24	26	24	35	39	37	27

EURGBP				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	13	14	12	12	14	12
Mon	9	10	11	19	24	29	32	23	21	23	21	24	23	19	14	9	10	9	12	11	14	16	14	15
Tue	13	11	19	29	27	31	25	20	26	23	24	26	20	20	12	11	9	11	13	9	11	19	9	10
Wed	10	12	19	21	30	27	25	21	24	20	25	27	21	17	13	18	12	12	10	9	10	10	11	9
Thu	11	14	15	20	31	41	25	16	39	31	17	27	24	20	24	15	13	11	21	15	12	12	11	10
Fri	8	14	23	29	26	22	22	24	21	24	30	29	22	14	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	10	12	17	23	28	30	26	20	27	24	23	27	22	18	17	14	11	11	14	12	12	13	12	11

EURCHF				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	21	16	18	16	15
Mon	13	11	14	30	23	28	20	22	17	21	22	21	23	24	22	16	17	15	18	15	17	13	14	13
Tue	14	14	18	25	25	20	22	19	19	20	19	23	21	17	14	16	12	13	12	11	15	12	13	14
Wed	13	13	16	22	22	19	19	37	60	25	24	24	30	64	28	27	16	20	17	14	15	14	17	13
Thu	18	15	18	20	39	30	37	27	25	64	32	32	29	27	31	23	16	17	20	14	14	14	17	14
Fri	12	13	21	24	22	24	20	18	16	35	32	25	24	25	33	31	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	13	17	24	27	24	24	24	27	34	26	25	26	31	26	22	15	16	18	15	15	14	16	14

GBPCHF				Average Volatility by Hour of Week 2009-06-03 19:00:00 to 2009-07-02 22:00:00
	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	35	36	29	32	30	25
Mon	16	26	24	49	63	61	68	47	49	56	56	55	51	43	35	25	29	24	27	28	35	36	29	35
Tue	33	24	47	69	64	66	51	46	63	52	52	53	48	43	26	28	22	27	21	21	30	40	26	21
Wed	23	30	45	44	59	67	56	72	96	57	60	59	53	93	46	41	28	31	23	22	23	24	28	21
Thu	30	30	35	44	82	104	75	53	93	108	55	58	58	44	60	37	29	28	40	34	26	28	31	25
Fri	20	29	48	63	60	55	58	54	48	59	71	59	50	45	46	49	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	28	39	53	66	72	62	54	71	68	58	57	52	53	44	36	27	27	29	28	28	31	29	25

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: Thu Jul 02, 2009 22:15:13 EDT