Daily Volatility

10 Week Volatility (14th Jan 19)

  • For V4 it is imperative that we know the relative market conditions for each pair to calculate respectable Intra-day targets, and calculate our settings going from that. So a fairly accurate way to do that would be to look at the average conditions over a medium timeframe, 10 weeks is perfect for this. As part of Hot-spot it will be updated every 2-5 weeks as time permits but as a general rule these are consistently the most volatile pairs to be traded in FX.

 

  • Important to note that these figures will currently be influenced by the Flash-crash that hit the markets across the AUD/JPY crosses at the start of the year, and I would expect these averages to come down over the next few weeks.