x
Breaking News
0

Forex Volatility Calculator

 Weeks
Pair Pips %
AUD/CAD 78.00 0.78
AUD/CHF 67.60 0.89
AUD/JPY 80.46 0.94
AUD/NZD 80.84 0.75
AUD/USD 67.20 0.85
BTC/EUR 2,086.73 0.72
BTC/USD 3,015.44 0.88
CAD/CHF 70.54 0.93
CAD/JPY 82.96 0.97
CHF/JPY 79.46 0.70
EUR/AUD 116.12 0.78
EUR/CAD 119.36 0.80
EUR/CHF 71.32 0.63
EUR/GBP 71.42 0.79
EUR/JPY 104.46 0.81
EUR/NZD 151.54 0.94
EUR/USD 85.88 0.73
GBP/AUD 149.32 0.91
GBP/CAD 154.58 0.94
GBP/CHF 116.60 0.93
GBP/JPY 143.86 1.02
Pair Pips %
GBP/NZD 177.84 1.00
GBP/USD 105.36 0.81
NZD/JPY 80.86 1.02
NZD/USD 71.78 0.99
USD/BRL 276.52 0.87
USD/CAD 97.48 0.77
USD/CHF 75.70 0.79
USD/CNY 231.64 0.35
USD/DKK 446.80 0.71
USD/HKD 53.04 0.07
USD/ILS 216.58 0.60
USD/INR 182.93 0.28
USD/JPY 86.78 0.79
USD/MXN 1,814.52 1.01
USD/RUB 4,651.26 0.77
USD/SEK 687.84 0.85
USD/SGD 61.40 0.45
USD/TRY 378.44 1.07
USD/ZAR 1,636.66 1.22
XAG/USD 287.30 1.68
XAU/USD 1,325.78 1.03
EUR/USD - Daily Volatility (In Pips)

Time Frames (Months):

EUR/USD - Hourly Volatility (Pips/GMT Hours)
EUR/USD - Weekday Volatility (In Pips)
  • Monday
  • Tuesday
  • Wednesday
  • Thursday
  • Friday

What is volatility?

Volatility is a term used to refer to the variation in a trading price over time. The broader the scope of the price variation, the higher the volatility is considered to be. For example, a security with sequential closing prices of 5, 20, 13, 7, and 17, is much more volatile than a similar security with sequential closing prices of 7, 9, 6, 8, and 10. Securities with higher volatility are deemed riskier, as the price movement--whether up or down--is expected to be larger when compared to similar, but less volatile, securities. The volatility of a pair is measured by calculating the standard deviation of its returns. The standard deviation is a measure of how widely values are dispersed from the average value (the mean).

The importance of volatility for traders

Being aware of a security's volatility is important for every trader, as different levels of volatility are better suited to certain strategies and psychologies. For example, a Forex trader looking to steadily grow his capital without taking on a lot of risk would be advised to choose a currency pair with lower volatility. On the other hand, a risk-seeking trader would look for a currency pair with higher volatility in order to cash in on the bigger price differentials that volatile pair offers. With the data from our tool, you will be able to determine which pairs are the most volatile; you can also see which are the most – and least – volatile days and hours of the week for specific pairs, thus allowing you to optimize your trading strategy.

What affects the volatility of currency pairs?

Economic and/or markets related events, such as a change in the interest rate of a country or a drop in commodity prices, often are the source of FX volatility. The degree of volatility is generated by different aspects of the paired currencies and their economies. A pair of currencies—one from an economy that’s primarily commodity-dependent, the other a services-based economy—will tend to be more volatile because of the inherent differences in each country’s economic drivers. Additionally, different interest rate levels will cause a currency pair to be more volatile than pairs from economies with similar interest rates. Finally, crosses (pairs which do not include the US dollar) and ‘exotic’ crosses (pairs that include a non-major currency), also tend to be more volatile and to have bigger ask/bid spreads. Additional drivers of volatility include inflation, government debt, and current account deficits; the political and economic stability of the country whose currency is in play will also influence FX volatility. As well, currencies not regulated by a central bank—such as Bitcoin and other cryptocurrencies—will be more volatile since they are inherently speculative.

How to use the Forex Volatility Calculator?

At the top of the page, choose the number of weeks over which you wish to calculate pairs volatility. Notice that the longer the timeframe chosen, the lower the volatility compared to shorter more volatile periods. After the data is displayed, click on a pair to see its average daily volatility, its average hourly volatility, and a breakdown of the pair’s volatility by day of the week.

Continue with Google
or
Sign up with Email