Forex Statistics 2010-2013

FOREX TRADING  RESEARCH

 Forex Volatility 2010 2013

Year 2010: Forex Statistics

Market Volatility: The Average Market Volatility was relative high, at 1.38% Daily and at 1.39% Intraday.

Daily Volume: The Average daily volume drops 27.71% compared to 2009.

Yearly Exchange Rate Change: The year 2010 was a good year for AUD and NZD and a bad year for the Japanese Yen. 

  Yearly Change % INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume
EURUSD -6.64% 1.26% -5.44% 1.24% -8.37% 301,771 -21.42%
GBPUSD -3.46% 1.15% -28.23% 1.14% -31.13% 229,536 -27.26%
AUDUSD 14.01% 1.47% -26.73% 1.52% -28.02% 301,769 -23.63%
NZDUSD 7.33% 1.54% -29.94% 1.57% -31.60% 121,120 -6.44%
USDJPY -12.77% 1.13% -23.04% 1.08% -27.39% 366,582 -36.83%
USDCAD -5.13% 1.19% -23.63% 1.17% -22.13% 181,845 -6.08%
USDCHF -9.77% 1.25% -9.95% 1.21% -12.34% 312,551 -39.05%
               
Yearly Average   1.29% -22.18% 1.28% -24.23% 259,311 -27.71%

  

Year 2011: Forex Statistics

Market Volatility: The Average Market Volatility for 2011 at 1.24% Intraday and Daily.

Daily Volume: The total average daily volume continues to drop at 147.7 billions USD.

Yearly Exchange Rate Change: Not important changes in the values of the 7 major exchange rates. 

  Yearly Change % INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume
EURUSD -3.27% 1.24% -1.36% 1.23% -0.33% 237,719 -21.23%
GBPUSD -0.69% 0.96% -17.22% 0.95% -16.50% 182,638 -20.43%
AUDUSD -0.06% 1.46% -0.71% 1.46% -4.15% 125,901 -58.28%
NZDUSD -0.19% 1.53% -0.51% 1.53% -2.42% 100,777 -16.80%
USDJPY -5.04% 0.95% -16.22% 0.93% -14.03% 113,658 -69.00%
USDCAD 2.02% 1.06% -10.82% 1.07% -8.59% 114,097 -37.26%
USDCHF 0.42% 1.51% 20.68% 1.52% 24.94% 158,773 -49.20%
               
Yearly Average   1.24% -3.19% 1.24% -2.71% 147,652 -43.06%

 

Year 2012: Forex Statistics 

Market Volatility: The Average Market Volatility drops at 0.86% Intraday and 0.87% Daily.

Daily Volume: The average daily volume was unchanged compared to 2011, at about 142.3 billions USD.

Yearly Exchange Rate Change: Not important changes except the USDJPY. 

  Yearly Change % INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume
EURUSD 2.08% 0.91% -26.73% 0.92% -25.26% 210,165 -11.59%
GBPUSD 4.73% 0.67% -29.91% 0.69% -27.73% 153,458 -15.98%
AUDUSD 1.24% 0.97% -33.48% 0.98% -33.00% 112,812 -10.40%
NZDUSD 5.85% 1.05% -31.62% 1.07% -29.93% 133,958 32.92%
USDJPY 12.76% 0.79% -17.06% 0.84% -9.91% 90,664 -20.23%
USDCAD -2.43% 0.70% -33.77% 0.69% -35.21% 131,406 15.17%
USDCHF -2.66% 0.91% -40.08% 0.90% -40.89% 163,655 3.08%
               
Yearly Average   0.86% -31.19% 0.87% -29.97% 142,302 -3.62%

 

Year 2013: Forex Statistics (8 month) 

Market Volatility: The Average Market Volatility for the first 8 months of 2013 was increased at 1.01% Intraday and 1.01% Daily.

Daily Volume: The average daily volume at 136.9 billions USD.

Yearly Exchange Rate Change: The US Dollar moves strong against the Japanese Yen and the Australlian Dollar and drops against the Euro. 

  Yearly Change % INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume
EURUSD 5.12% 0.86% -5.42% 0.86% -6.15% 203,273 -3.28%
GBPUSD -2.31% 0.82% 21.95% 0.79% 14.68% 135,078 -11.98%
AUDUSD -13.75% 1.09% 12.52% 1.00% 2.36% 132,319 17.29%
NZDUSD -3.81% 1.26% 20.32% 1.22% 13.76% 101,444 -24.27%
USDJPY 25.20% 1.40% 78.27% 1.48% 76.90% 164,114 81.01%
USDCAD 6.83% 0.67% -5.19% 0.70% 1.30% 84,213 -35.91%
USDCHF -2.62% 0.99% 8.81% 1.00% 11.17% 137,737 -15.84%
               
Yearly Average   1.01% 18.20% 1.01% 15.89% 136,882 -3.81%

 

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: » More Forex Statistics » Market Volatility Analysis

More Research at FxPros.net: » Rating Brokers Formula v4.0

   

Researched and Edited by Giorgos Protonotarios, Financial Analyst

Forex Statistics 2010-2013

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