Forex Statistics 2000-2004

FOREX TRADING  RESEARCH

Forex Volatility 2000 2004

Year 2000: Forex Statistics

Market Volatility: The Average Market Volatility was normal, yearly average volatility at 1.04% Daily and at 1.06% Intraday.

■ Daily Volume: The Average daily volume of 89.72 billions USD is normal. The average daily volume for all the 7 currencies, totals at 628 billions per day.

■ Yearly Exchange Rate Change: The year 2000 was a good year for the Japanese Yen, while the US Dollar moved up against the Euro and especially against the AUD and the NZD.

  INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume Yearly Change (%)
EURUSD 1.24% N/A  1.22% N/A  48,804 N/A  -6.38%
GBPUSD 0.87% N/A  0.84% N/A  93,228 N/A  -7.54%
AUDUSD 1.20% N/A  1.14% N/A  178,529 N/A  -14.90%
NZDUSD 1.33% N/A  1.27% N/A  96,337 N/A  -14.93%
USDJPY 1.01% N/A  1.06% N/A  47,051 N/A  11.94%
USDCAD 0.54% N/A  0.55% N/A  125,910 N/A  3.54%
USDCHF 1.21% N/A  1.21% N/A  38,176 N/A  1.28%
               
Yearly Average 1.06%   1.04%   89,719    

 

Year 2001Forex Statistics

■ Market Volatility: The Average Market Volatility for 2001 was at 1.04% Intraday (-4.21% compared to year 2000) and at 1.01% Daily  (-2.65% compared to year 2000).

■ Daily VolumeThe total average daily volume at 98.5 billions USD was up 9.77% compared to year 2000. Increase in the volume activity of USD/JPY (+34.5%) and EURUSD (+38.9%)

■ Yearly Exchange Rate Change: Another good year for the Japanese Yen. The US Dollar weak against Euro and other currencies.

  INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume Yearly Change (%)
EURUSD 1.11% -10.59% 1.09% -10.58% 67,803 38.93% -5.60%
GBPUSD 0.80% -7.99% 0.79% -5.82% 101,546 8.92% -2.59%
AUDUSD 1.26% 4.69% 1.22% 7.38% 198,396 11.13% -8.67%
NZDUSD 1.29% -3.11% 1.27% -0.15% 94,963 -1.43% -6.02%
USDJPY 0.98% -2.93% 1.04% -1.79% 63,269 34.47% 15.15%
USDCAD 0.53% -0.46% 0.56% 1.42% 125,288 -0.49% 6.27%
USDCHF 1.12% -7.68% 1.13% -7.08% 38,132 -0.12% 3.20%
               
Yearly Average 1.01% -4.21% 1.01% -2.65% 98,485 9.77%  

 

Year 2002Forex Statistics

■ Market Volatility: The Average Market Volatility for 2002 was 0.89% Intraday (-12.3%) and 0.91% Daily  (-10.7%).  

■ Daily VolumeThe average daily volume was significantly increased in 2002 and average at about 108.77 billions USD, in a daily basis.  

■ Yearly Exchange Rate Change:  Another bad year for the US Dollar, highest yearly changes on NZDUSD, EURUSD and USDCHF.

  INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume Yearly Change (%)
EURUSD 0.91% -17.83% 0.98% -10.19% 105,965 56.28% 17.99%
GBPUSD 0.69% -13.47% 0.73% -7.26% 109,856 8.18% 10.74%
AUDUSD 0.95% -24.27% 0.99% -18.85% 200,206 0.91% 10.15%
NZDUSD 1.10% -14.82% 1.19% -5.98% 101,767 7.16% 25.88%
USDJPY 0.97% -1.02% 0.93% -10.24% 80,046 26.52% -9.84%
USDCAD 0.60% 12.19% 0.59% 6.37% 124,626 -0.53% -1.24%
USDCHF 0.99% -11.46% 0.92% -18.86% 38,925 2.08% -16.77%
               
Yearly Average 0.89% -12.34% 0.91% -10.69% 108,770 10.44%  

 

Year 2003Forex Statistics

■ Market Volatility: The Average Market Volatility for 2003 was 1.08% Intraday (high increase of 22.06%) and 1.11% Daily  (+22.33%). 

■ Daily VolumeThe average daily volume at 110.18 billions USD, almost unchanged compared to 2003. 

■ Yearly Exchange Rate Change: The US Dollar continues to drop against almost all majors. Highest changes on AUDUSD and NZDUSD.

  INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume Yearly Change (%)
EURUSD 1.15% 25.97% 1.22% 24.82% 80,655 -23.89% 19.85%
GBPUSD 0.93% 34.36% 0.97% 32.82% 92,839 -15.49% 10.84%
AUDUSD 1.14% 19.49% 1.26% 26.62% 214,715 7.25% 33.81%
NZDUSD 1.23% 11.64% 1.32% 10.63% 108,736 6.85% 24.87%
USDJPY 0.95% -2.66% 0.91% -2.68% 70,503 -11.92% -9.59%
USDCAD 0.94% 57.57% 0.87% 45.89% 151,617 21.66% -17.69%
USDCHF 1.25% 26.73% 1.21% 32.02% 51,826 33.14% -10.36%
               
Yearly Average 1.08% 22.06% 1.11% 22.33% 110,127 1.25%  

 

Year 2004: Forex Statistics

■ Market Volatility: The Average Market Volatility for 2004 at 1.21% (both daily and intraday). High volatility which indicates a good year for trading Forex. 

■ Daily VolumeThe average daily volume dropped 44.38%, average dialy volume at 61.25 billions USD. 

■ Yearly Exchange Rate Change: US Dollar drops against all majors. 

  INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume Yearly Change (%)
EURUSD 1.09% -5.42% 1.12% -8.16% 91,968 14.03% 7.73%
GBPUSD 1.04% 12.29% 1.07% 10.40% 82,394 -11.25% 6.98%
AUDUSD 1.43% 25.39% 1.44% 14.96% 29,310 -86.35% 2.98%
NZDUSD 1.55% 26.15% 1.58% 20.37% 17,825 -83.61% 8.97%
USDJPY 1.08% 13.75% 1.06% 17.00% 81,370 15.41% -4.15%
USDCAD 1.02% 8.20% 0.99% 14.67% 36,511 -75.92% -6.70%
USDCHF 1.25% -0.02% 1.22% 0.97% 89,387 72.47% -7.95%
               
Yearly Average 1.21% 11.45% 1.21% 9.69% 61,252 -44.38%  

 

Forex Historic Volatility

The results of the analysis are divided into 3 main periods: 2000-2004, 2005-2009, 2010-2013

ANALYTICAL RESEARCH RESULTS

3-PERIODS

 

 » 2000-2004 

 

 

 » 2005-2009 

 

 » 2010-2013 

More on Forex Statistics: » Check more General Forex Statistics » Market Volatility

More Research at FxPros.net: » The Rating Brokers Formula version 4.0

 

■ Researched and Edited by Giorgos Protonotarios, Financial Analyst

Forex Statistics 2000-2004

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