Average Weekly Volatility - FOREX

EURUSD				Average Volatility by Hour of Week 2010-01-08 13:00:00 to 2010-02-08 18:00:00
	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	23	35	31	24	24	17
Mon	21	17	23	31	34	23	29	24	23	25	26	36	20	19	19	17	14	14	19	17	21	19	26	28
Tue	27	23	22	26	26	32	29	32	30	30	36	38	31	25	21	13	14	14	14	19	18	38	25	19
Wed	16	25	19	26	32	30	27	31	23	32	26	44	29	29	21	26	21	11	15	19	27	35	33	19
Thu	13	16	22	34	24	29	32	23	25	35	36	40	60	35	24	23	16	16	16	23	42	43	26	20
Fri	18	22	23	37	37	29	29	33	26	42	46	41	47	31	29	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	19	20	22	31	31	28	29	28	25	32	34	39	36	27	23	23	16	14	18	23	28	31	27	20

GBPUSD				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	30	27	21	21	23
Mon	18	18	35	42	48	36	42	30	31	35	33	47	32	28	24	23	17	20	21	19	38	18	23	30
Tue	20	17	35	35	46	77	38	39	29	36	46	45	27	26	20	21	16	18	15	21	26	31	23	22
Wed	21	24	35	38	35	64	34	37	28	23	33	41	33	27	26	29	22	18	19	22	28	34	30	21
Thu	20	20	30	46	35	41	35	35	41	37	50	59	53	35	27	20	20	19	17	23	35	41	23	26
Fri	21	20	34	52	47	51	35	47	50	51	46	46	47	28	32	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	20	20	34	42	42	53	37	37	35	36	41	48	38	29	26	26	18	19	22	23	30	28	24	24

USDCHF				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	20	25	22	15	17	15
Mon	16	14	17	25	28	19	24	19	20	19	20	31	15	16	14	14	12	11	14	12	16	14	22	20
Tue	20	15	15	18	20	24	23	21	23	21	26	27	24	20	17	11	11	11	12	12	12	30	15	13
Wed	11	15	14	22	27	27	23	22	21	25	20	30	20	22	17	23	15	8	14	12	20	24	23	14
Thu	9	12	16	24	18	20	27	17	17	28	27	27	43	26	21	14	13	14	11	16	28	31	38	45
Fri	16	17	18	27	29	26	25	30	20	31	35	33	34	38	29	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	14	14	16	23	24	23	24	21	20	24	26	30	27	24	20	17	13	11	14	16	20	22	23	21

USDJPY				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	32	24	20	21	16	15
Mon	14	13	18	21	22	19	15	20	16	17	21	31	17	16	11	12	10	10	14	15	20	22	30	26
Tue	20	22	31	30	26	32	23	24	21	21	24	30	22	18	13	13	11	8	14	13	18	26	19	18
Wed	16	15	15	22	26	17	19	16	16	20	32	24	25	12	19	28	15	9	11	16	24	19	22	16
Thu	13	12	20	24	22	20	23	19	17	42	24	42	86	32	22	22	22	16	16	32	29	34	22	17
Fri	13	14	27	36	30	25	16	26	22	51	35	29	30	16	24	18	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	15	22	26	25	22	19	21	18	29	26	31	35	18	18	18	14	11	18	20	22	24	21	18

USDCAD				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	28	21	20	15	16	12
Mon	16	13	19	24	28	26	23	22	26	28	32	32	29	17	19	18	13	16	15	14	13	14	18	22
Tue	16	13	22	27	18	25	19	26	25	43	38	37	25	23	19	21	23	15	12	9	16	24	18	15
Wed	13	16	16	20	26	30	23	23	41	33	31	39	25	22	19	22	19	13	12	12	19	23	22	15
Thu	10	12	15	24	24	23	25	21	22	26	34	36	47	27	23	21	15	14	13	13	21	19	15	14
Fri	13	13	17	27	29	20	18	31	35	62	40	42	43	23	31	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	14	13	18	24	25	25	22	24	30	38	35	37	34	22	23	21	17	15	16	14	18	19	18	15

AUDUSD				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	39	33	25	26	25	17
Mon	19	16	24	26	28	20	29	25	23	20	27	30	21	16	18	16	17	14	18	16	21	17	29	48
Tue	30	22	28	29	25	33	24	33	28	32	31	37	26	29	25	19	21	16	17	22	29	41	30	21
Wed	18	24	26	31	32	25	20	21	28	30	31	41	28	21	22	25	23	17	20	18	44	25	32	25
Thu	15	15	23	37	21	22	32	24	22	24	34	49	58	27	21	25	21	20	18	27	37	37	23	18
Fri	19	21	27	36	33	20	24	38	26	52	43	39	37	22	26	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	20	19	25	31	28	24	26	28	25	31	33	39	33	23	22	23	20	16	23	23	31	29	27	25

EURJPY				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	56	33	39	39	29	26
Mon	24	21	31	42	41	29	31	35	33	25	37	48	29	20	20	14	16	16	22	22	32	39	45	47
Tue	40	37	45	44	43	52	33	29	28	44	37	44	39	30	18	20	21	14	22	24	30	46	39	31
Wed	27	29	27	37	47	35	33	35	24	38	45	51	34	25	22	44	26	14	19	24	35	34	40	29
Thu	20	22	28	47	36	39	37	34	30	61	37	86	118	51	28	32	36	20	26	56	50	64	39	32
Fri	25	29	52	68	58	48	37	56	40	79	61	56	72	34	46	40	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	36	47	45	40	34	38	31	48	43	56	57	31	27	30	24	16	30	31	37	44	38	32

GBPJPY				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	66	42	42	39	30	32
Mon	27	28	50	54	57	47	46	41	42	34	48	59	45	25	30	21	24	27	28	28	49	43	52	57
Tue	40	39	57	62	64	106	48	46	38	54	52	53	34	36	23	25	25	19	28	28	39	50	43	38
Wed	31	32	44	54	59	58	47	37	29	36	66	53	45	30	28	50	30	22	23	31	40	35	44	28
Thu	26	25	30	62	45	44	48	47	46	63	56	104	139	58	33	37	41	33	35	56	51	67	42	41
Fri	29	30	65	83	68	55	40	74	69	88	72	66	78	39	54	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	30	31	49	62	58	61	46	49	44	54	58	66	67	37	34	36	29	25	37	37	44	46	42	39

AUDJPY				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	58	34	31	34	27	23
Mon	22	17	28	31	31	26	29	31	27	20	33	40	29	18	21	16	17	15	22	20	26	31	40	61
Tue	37	32	38	42	35	46	32	27	25	37	33	40	31	34	23	22	23	16	19	25	33	42	36	28
Wed	24	27	29	33	42	27	30	26	27	31	42	47	24	21	21	37	26	18	18	22	52	25	33	32
Thu	20	20	25	43	29	29	38	28	26	45	37	78	109	40	24	34	33	23	23	48	43	51	34	25
Fri	20	25	43	52	42	30	30	49	37	70	55	51	55	28	39	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	24	24	32	40	35	31	31	32	28	40	39	51	48	28	26	28	24	18	29	30	36	36	34	33

EURGBP				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	23	17	14	13	10	11
Mon	10	11	19	23	19	17	21	14	11	19	13	14	17	12	12	11	11	11	12	11	17	8	11	11
Tue	11	12	17	17	25	40	16	17	16	14	17	16	14	14	10	10	9	8	8	9	11	16	10	8
Wed	11	10	16	19	14	29	16	19	15	17	19	20	19	14	10	14	9	9	10	8	14	15	12	12
Thu	9	11	12	19	17	16	13	16	20	19	20	27	22	15	13	11	8	12	12	12	17	16	16	12
Fri	15	16	16	24	20	29	17	19	27	22	22	14	27	14	15	13	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	11	12	16	20	19	26	17	17	17	18	18	18	19	14	12	11	9	10	13	12	15	13	11	11

EURCHF				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	21	19	18	17	18
Mon	14	15	14	23	21	16	15	15	14	14	13	21	15	15	12	13	14	12	16	13	13	13	18	15
Tue	20	15	13	17	18	17	15	14	17	16	15	23	19	11	16	13	13	11	15	12	13	22	13	12
Wed	10	13	11	16	22	15	13	16	19	14	17	19	18	13	12	20	11	12	15	10	12	15	18	12
Thu	9	11	14	18	16	16	17	13	14	21	14	20	23	20	18	18	13	14	14	13	23	40	50	57
Fri	14	16	15	22	20	19	17	21	19	25	25	25	26	46	27	19	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	14	19	20	16	15	16	16	18	17	21	20	21	17	16	13	12	19	14	16	21	23	23

GBPCHF				Average Volatility by Hour of Week 2010-01-08 14:00:00 to 2010-02-08 19:00:00
	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	42	37	32	31	23	28
Mon	23	27	39	53	42	30	44	32	24	43	29	30	37	29	24	20	26	20	24	23	36	23	27	30
Tue	27	22	34	36	49	83	34	34	30	31	38	41	38	29	25	22	22	16	21	23	25	33	21	23
Wed	23	21	30	42	38	59	36	33	34	33	40	37	36	35	22	33	21	21	19	18	29	30	25	21
Thu	21	22	28	47	37	38	31	35	41	37	47	56	41	36	34	21	21	24	25	23	30	44	62	70
Fri	35	36	37	45	46	62	41	45	54	43	51	39	51	54	46	30	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	25	34	45	42	53	38	36	36	38	40	40	40	36	31	25	22	20	27	25	30	32	31	34

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&squot;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: Mon Feb 08, 2010 19:00:13 EST