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 billion USD is normal. The average daily volume for all the 7 currencies, totals at 628 billion 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 2001: Forex Statistics
■ Market Volatility: The Average Market Volatility for 2001 was at 1.04% Intraday (-4.21% compared to the year 2000) and at 1.01% Daily (-2.65% compared to the year 2000).
■ Daily Volume: The total average daily volume at 98.5 billion USD was up 9.77% compared to the 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 is weak against the 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 2002: Forex Statistics
■ Market Volatility: The Average Market Volatility for 2002 was 0.89% Intraday (-12.3%) and 0.91% Daily (-10.7%).
■ Daily Volume: The average daily volume was significantly increased in 2002 and average at about 108.77 billion USD, on 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 2003: Forex Statistics
■ Market Volatility: The Average Market Volatility for 2003 was 1.08% Intraday (a high increase of 22.06%) and 1.11% Daily (+22.33%).
■ Daily Volume: The average daily volume at 110.18 billion 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 indicates a good year for trading Forex.
■ Daily Volume: The average daily volume dropped 44.38%, average daily volume at 61.25 billion 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
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ANALYTICAL RESEARCH RESULTS 3-PERIODS |
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» 2000-2004
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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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