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Technical Analysis Guide

Technical Analysis Tools –Full Overlay and Indicator List

 

Technical Analysis is a set of tools and techniques used either to identify the market trend and / or either to identify if the market is trading in overbought or oversold levels. Here are the basic categories and tools of technical analysis used by traders worldwide.

■ Overlays

■ Price-based indicators

■ Volume-based indicators

■ Market and Breadth Indicators

Hundreds of different indicators are available today. Most traders nowadays use technical analysis inside MetaTrader4. Other trading platforms offer a wide variety of indicators as well, for example the NinjaTrader platform, which includes additionally astonishing charting capabilities. Even Ms Excel can be used as the basic framework for implementing Technical analysis.

Review Trading Systems: » Forex Trendy | » TradeMiner | » Forex Mentor Pro

Read more: Forex Technical Analysis

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

Forex Market Historic Volatility

Forex Market Historic Volatility

Forex Market Volatility

Forex Historic Volatility Research of FxPros.net

This research is based on data and analysis of the most popular pairs in the Forex market. The data used are corresponding to a wide time frame beginning in the first day of the millennium (1/1/2000) and ending in August 2013. The total time frame covers about 13.5 years.

■ Daily Statistics → Time Frame Between January, 2000 and August, 2013.

 

Measuring Historic Forex Volatility

For Measuring Forex Volatility we are using two methods that are based on Average True Range (ATR).

What is the Average True Range (ATR)?

The Average True Range (ATR) is an indicator developed by J. Welles Wilder to measure market volatility. {Book, “New Concepts in Technical Trading Systems”, 1978}

The True Range according to Wilder can be measured using two main methods:

■ 1-Method: Current High minus the Current Low

■ 2-Method: Current High minus the Previous Close

 Our Variation Model to Measure Volatility

In order to measure volatility we are using two methods similar to ATR:

1) Intraday Volatility

■ Intraday Volatility (%) = {(Intraday High – Intraday Low) / Intraday Low}%

2) Daily Volatility

■ Daily Volatility (%) = {(Current Daily High – Previous Daily Low) / Previous Daily Low}%

 

Forming our Sample to Measure Forex Volatility

Our currency sample contains 7 major Forex Pairs. Here is how our sample to measure Forex Volatility is formed.

 

The most Traded Forex Currencies

The most traded currencies in the world are the US Dollar (USD), the euro (EUR), the British Pound (GBP), the Japanese Yen (JPY), the Canadian Dollar (CAD), the Swiss Franc (CHF), the Australian Dollar (AUD) and the New Zealand Dollar (NZD). Note that the US Dollar Currency is involved in more that 80% of all transactions made.

Here are the weights of the most traded Forex Currencies in the world:

  • US Dollar (USD), 80% of the total volume
  • Euro (EUR), 37% of the total volume
  • Japanese yen (JPY), 20% of the total volume
  • British Pound (GBP), 16% of the total volume
  • Swiss Franc (CHF), 6% of the total volume
  • Australian Dollar (AUD), 5 % of the total volume
  • Canadian Dollar (CAD), 4% of the total volume
  • Swedish krona (SEK) 2.3% of the total volume
  • Hong Kong Dollar (HKD) 1.9% of the total volume
  • Norwegian Krone (NOK) 1.4% of the total volume

 

Research Focuses on the 7 Forex Majors

As the above currencies are traded against it other we are provided with the most liquid currency pairs. Liquidity means tight spreads and lower transactional cost. As an outcome high-liquid Forex pairs attract Forex scalpers and arbitrage-traders. That means further liquidity in favor of all traders. Here are the seven (7) Forex pairs that this analysis is focus on:

1) EUR/USD | 2) USD/JPY | 3) USD/CAD | 4) USD/CHF | 5) GBP/USD | 6) NZD/USD | 7) AUD/USD

» Check more General Forex Statistics

 

Forex Volatility Research Results

In the following table we can see the historic average volatility of the 7 major Forex pairs. The data concerns the period 2010 (January) - 2013 (August)

Here are all the Results of FxPros.net Research: 

CURRENCY PAIR  INTRADAY VOLATILITY DAILY VOLATILITY AVERAGE VOLUME (million USD)
EURUSD 1.07% 1.08% 574,928
GBPUSD 0.96% 0.96% 329,586
AUDUSD 1.32% 1.33% 249,204
NZDUSD 1.44% 1.45% 228,864
USDJPY 1.09% 1.09% 576,820
USDCAD 0.94% 0.93% 274,622
USDCHF 1.16% 1.15% 409,022
       
Average Volatility 1.140% 1.141%  

 

Forex Historic Volatility -Analytical 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 Research on FxPros.net: » The Rating Brokers Formula version 4.0

 

 

Forex Historic Volatility

FxPros.net

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