The most volatile forex pairs?
- Thread starter cornix
- Start date
63 day vol
AUD.USD 7%
GBP.USD 4%
USD.CAD 6%
EUR.USD 5%
USD.JPY 6%
USD.MXN 6%
USD.TRY 11%
USD.ZAR 11%
GBP.AUD 6%
GBP.JPY 6%
GBP.CAD 6%
EUR.AUD 7%
EUR.GBP 5%
EUR.JPY 7%
EUR.CAD 7%
AUD.JPY 8%
CAD.JPY 8%
AUD.USD 7%
GBP.USD 4%
USD.CAD 6%
EUR.USD 5%
USD.JPY 6%
USD.MXN 6%
USD.TRY 11%
USD.ZAR 11%
GBP.AUD 6%
GBP.JPY 6%
GBP.CAD 6%
EUR.AUD 7%
EUR.GBP 5%
EUR.JPY 7%
EUR.CAD 7%
AUD.JPY 8%
CAD.JPY 8%
I see. Where did you get the above statistics. There are other most versatile currency pairs. This is also depends on the volume traded each day, week and month.
Track price and calculate myself.
thats a good read! thanks for sharing 
This is information is so easy to find on the web and you can get the exact answer down to the last decimal vs just asking someone blindly. The over/under on locating this info is about 60 seconds.
hi. I am running volatility indicators on 20 fx pairs and it seems like certain fx pairs are more volatile at certain times than others- EURUSD would be busy 1am to 11am EST while jpy based ones seem busier later on.
If one were trading fx pairs on a 1-4 hour timeframe, do you think it would be more accurate to base stops based on mkt sessions. IOW, instead of just basing stops/target areas on lets say avg true range of past x bars, would it not be better to set the stop/profit envelopes on avg true range of past x bars BUT only the bars that match the time the trade got executed?
ex. USDJPY that traded 9am (NY session)uses stops of avg true range of x bars back only of NY session. EURCHF that traded 2am (London) uses stops of ATR based only on past X bars for only London session,etc?
Thoughts?
If one were trading fx pairs on a 1-4 hour timeframe, do you think it would be more accurate to base stops based on mkt sessions. IOW, instead of just basing stops/target areas on lets say avg true range of past x bars, would it not be better to set the stop/profit envelopes on avg true range of past x bars BUT only the bars that match the time the trade got executed?
ex. USDJPY that traded 9am (NY session)uses stops of avg true range of x bars back only of NY session. EURCHF that traded 2am (London) uses stops of ATR based only on past X bars for only London session,etc?
Thoughts?
Gabby, I suppose that is a good enough plan. Currencies are so mean reverting I would honestly try to avoid stops. I just think 4 hour ATR stops is going to get you out of trades right at the perfect time to get in them. Just my opinion.
You are right. I put the question incorrectly. Was more interested in particularly intraday volatility aka "fluid" price action vs. "chop".
For example: TF and CL may have similar range in ticks, but TF overall offers much smoother action "inside" the session that CL, which is pretty choppy lately.