EURUSD Average Volatility by Hour of Week
2009-06-03 19:00:00   to   2009-07-02 22:00:00
 01234567891011121314151617181920212223
Sun000000000000000000252130332821
Mon221829414636483231314052403432292716191634263030
Tue242134484537383856474862405530371814131319282921
Wed222233524431443061635337504742713617212022332627
Thu192523404037383351615658463061292718331522322420
Fri2122303442353926357557535838373800000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000303530333425
Mon232728647161644449556372574742323919222444464045
Tue433357935383525278706189476635432423172132472927
Wed343056577171715171757661475749814523212327373732
Thu293838627296575196877757534762343023393332412826
Fri26295054704462485710365807449474200000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000172024242214
Mon171421373833362722293237312432222113161223192222
Tue181524413231313244373645304320271512101215212017
Wed191725353323343875484125396838562616151515251819
Thu162017344129402742574541362950251915241218232018
Fri1616252633343122275940384733363500000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000242022272319
Mon132021232631221418212228241925211610121032322920
Tue2425313626233325304133383228212812891728353217
Wed221420272624281930313028232620372216181622272420
Thu151617252521202321413436221837211516201219171618
Fri1314142623242122175429293820182000000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000221524211820
Mon171821344626363633565149383130252920171428172123
Tue181525523131333345504672354233303120181421282419
Wed241427413945453161735148444344573128301916222426
Thu192322364232373546685469403047293422221216212119
Fri1513202739293032388257605840393900000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000342524302218
Mon171827295427312628304142322531242818202736272927
Tue242635442931303043463548414732322320191430323018
Wed211834423133332438564541373445534025222224293825
Thu193023363635253551595948403442252918281917342318
Fri2317282731232926275838483831303900000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000302734403428
Mon243327505556443527354856434041233618192261504443
Tue463850745545654651645361664032362116162543574330
Wed412643585248433453535253393740523924242440554233
Thu292730485342393845787153463243352722342024333328
Fri2319333937303337339166655144333300000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000303838524934
Mon254529668568585150607882645351274823263178705564
Tue6653721126291687072787889825542482825233259765638
Wed533970688078715672707166415345665530312945645338
Thu37424670891036254911109465504462443532393432413834
Fri293556686748556557114751016054414100000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000312626342722
Mon202728305638293027344943373034253422222952444235
Tue343542583836443540514356574031402520202144464024
Wed322141463940322537474650353242473832252435404730
Thu243028404339313353746954423639282823322220312923
Fri2619303233282334287144573933293800000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000131412121412
Mon910111924293223212321242319149109121114161415
Tue131119292731252026232426202012119111391119910
Wed1012192130272521242025272117131812121091010119
Thu111415203141251639311727242024151311211512121110
Fri814232926222224212430292214191600000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000252116181615
Mon131114302328202217212221232422161715181517131413
Tue141418252520221919201923211714161213121115121314
Wed131316222219193760252424306428271620171415141713
Thu181518203930372725643232292731231617201414141714
Fri1213212422242018163532252425333100000000
Sat000000000000000000000000
 
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
 01234567891011121314151617181920212223
Sun000000000000000000353629323025
Mon162624496361684749565655514335252924272835362935
Tue332447696466514663525253484326282227212130402621
Wed233045445967567296576059539346412831232223242821
Thu30303544821047553931085558584460372928403426283125
Fri2029486360555854485971595045464900000000
Sat000000000000000000000000
 
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