Currency Statistics Indicator

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Hi,

Does anyone know of any indicator that provides statistics about any given currency pair on things like:

  • average daily range
  • most active hour
  • largest range day (over the past X days)
  • smallest range day
  • ... and things like that

Much appreciated!

 

hi buddy,

there are basically 3 sessions in forex

asia - 00h00-09h00 GMT

europe 07h00-17h00 GMT

us - 13h00-22h00 GMT

these times are approximate because Tokyo mergers with Hong Kong/Sing and Frankfurt merges with London etc.

the highest volume and volitility occures during overlapping sessions

the average daily range (ADR) for the major currency pairs are as follows:

EUR/USD - 120

USD/JPY - 92

GBP/USD - 142

USD/CHF - 150

The average high/low range by day of week:

EUR/USD - High = fri Low = mon

USD/JPY - High = tues,fri Low = thurs

GBP/USD - High = tues Low = mon

USD/CHF - High = fri Low = Mon

The average range by hour - EST

EUR/USD - High = 11h00 Low = 23h00/00h00

USD/JPY - High = 11h00 Low = 23h00/00h00

GBP/USD - High = 09h00 Low = 23h00/00h00

USD/CHF - High = 11h00 Low = 23h00/00h00

I hope this helps. sorry there are two different time frames. please note that if there are holidays in the differnt zones then this will change the price ranges especially US holidays.

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