Forex Statistics 2005-2009


FOREX TRADING  RESEARCH

Forex Volatility 2005 2009

Year 2005: Forex Statistics

Market Volatility: The Average Market Volatility at 1.00% Daily and at 1.01% Intraday.

Daily Volume: The Average daily volume booms compared to 2004, and averages at 564.64 billions USD

Yearly Exchange Rate Change: The US Dollar comes back and appreciates against all majors. 

 

  Yearly Change % INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume
EURUSD -12.62% 0.97% -10.98% 0.92% -18.20% 971,481 956.32%
GBPUSD -10.19% 0.86% -17.26% 0.82% -23.45% 520,892 532.20%
AUDUSD -6.15% 1.06% -25.89% 1.03% -28.33% 50,324 71.69%
NZDUSD -4.82% 1.19% -22.87% 1.18% -25.79% 295,764 1559.24%
USDJPY 14.77% 0.93% -13.83% 0.99% -7.18% 966,732 1088.07%
USDCAD -3.25% 0.97% -5.46% 0.96% -3.89% 489,915 1241.85%
USDCHF 15.16% 1.06% -15.16% 1.12% -7.94% 657,393 635.45%
               
Yearly Average   1.01% -16.76% 1.00% -17.47% 564,643 821.83%


Year 2006
: Forex Statistics

Market Volatility: The Average Market Volatility decreased compared to 2005, at 0.94% Intraday and 0.95% Daily.

Daily Volume: The average daily volume at a new record high (1,633 billions USD).

Yearly Exchange Rate Change: After a good year (2006) for the US Dollar, the Euro and the British Pound gain ground against USD. 

 

  Yearly Change % INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume
EURUSD 11.55% 0.81% -16.63% 0.85% -7.34% 3,203,327 229.74%
GBPUSD 13.97% 0.82% -5.31% 0.87% 5.75% 1,365,904 162.22%
AUDUSD 7.88% 1.02% -3.95% 1.04% 1.05% 61,194 21.60%
NZDUSD 3.22% 1.25% 4.95% 1.27% 7.74% 1,137,845 284.71%
USDJPY 0.99% 0.92% -1.36% 0.92% -6.64% 2,655,830 174.72%
USDCAD 0.15% 0.81% -16.02% 0.81% -14.96% 1,455,308 197.05%
USDCHF -7.36% 0.95% -10.83% 0.92% -18.36% 1,555,289 136.58%
               
Yearly Average   0.94% -6.71% 0.95% -4.75% 1,633,528 189.30%


Year 2007
: Forex Statistics

Market Volatility: The Average Market Volatility increases compared to the previous year but still remains low, 0.99% Intraday and 0.99% Daily.

Daily Volume: The average daily volume was significantly decreased 33.12% at 1,092.5 billions USD.

Yearly Exchange Rate Change: Another bad year for the US Dollar. 

  Yearly Change % INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume
EURUSD 10.63% 0.67% -16.98% 0.71% -16.39% 1,186,611 -62.96%
GBPUSD 1.21% 0.72% -11.83% 0.73% -16.42% 906,474 -33.64%
AUDUSD 10.93% 1.21% 19.54% 1.26% 20.11% 1,016,979 1561.89%
NZDUSD 8.92% 1.50% 19.98% 1.54% 21.25% 556,044 -51.13%
USDJPY -5.95% 0.97% 5.37% 0.94% 2.05% 2,090,489 -21.29%
USDCAD -14.73% 1.01% 24.81% 0.95% 16.76% 441,053 -69.69%
USDCHF -6.99% 0.85% -9.82% 0.83% -9.99% 1,450,012 -6.77%
               
Yearly Average   0.99% 5.67% 0.99% 3.90% 1,092,523 -33.12%


Year 2008
: Forex Statistics
 

Market Volatility: The Average Market Volatility booms at 1.72% Intraday and 1.66% Daily.

Daily Volume: The average daily volume drops 55.86% at 482 billions USD.

Yearly Exchange Rate Change: The US Dollar recovers against all majors except against the Japanese Yen and the Swiss Franc. 

  Yearly Change % INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME Δ% Volume
EURUSD -4.88% 1.40% 109.01% 1.39% 94.96% 955,422 -19.48%
GBPUSD -25.67% 1.46% 101.85% 1.33% 83.40% 324,798 -64.17%
AUDUSD -20.27% 2.27% 86.58% 2.18% 73.43% 471,282 -53.66%
NZDUSD -24.82% 2.15% 42.79% 2.04% 32.54% 208,052 -62.58%
USDJPY -17.03% 1.64% 69.78% 1.55% 65.30% 704,849 -66.28%
USDCAD 22.89% 1.55% 53.11% 1.63% 72.36% 189,308 -57.08%
USDCHF -4.90% 1.55% 81.81% 1.53% 85.13% 521,663 -64.02%
               
Yearly Average   1.72% 73.05% 1.66% 67.78% 482,196 -55.86%


Year 2009
:
Forex Statistics
 

Market Volatility: The Average Market Volatility for 2009 remains very high at 1.65% Intraday and 1.68% Daily.

Daily Volume: The average daily volume down by 25.61% at 358.7 billions USD.

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

  Yearly Change % INTRADAY VOLATILITY Δ% Intraday-Volatility DAILY VOLATILITY Δ% Daily-Volatility AVERAGE VOLUME (million USD) Δ% Volume
EURUSD 2.40% 1.33% -4.85% 1.35% -2.74% 384,023 -59.81%
GBPUSD 9.77% 1.61% 10.50% 1.66% 24.39% 315,566 -2.84%
AUDUSD 27.32% 2.01% -11.44% 2.12% -2.78% 395,118 -16.16%
NZDUSD 24.62% 2.20% 2.46% 2.29% 12.76% 129,460 -37.78%
USDJPY 2.60% 1.47% -10.29% 1.49% -4.39% 580,328 -17.67%
USDCAD -13.93% 1.56% 0.34% 1.50% -8.21% 193,607 2.27%
USDCHF -2.75% 1.39% -10.36% 1.39% -9.39% 512,791 -1.70%
               
Yearly Average   1.65% -3.71% 1.68% 1.20% 358,699 -25.61%

 

Forex Historic Volatility Results

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: » General Forex Statistics » Fx Market Volatility

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

 

■ Researched and Edited by Giorgos Protonotarios, Financial Analyst

Forex Statistics 2005-2009

FxPros.net

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

FxPros.net

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