GITNUX MARKETDATA REPORT 2024

Forex Pairs Volatility Statistics

Forex pairs exhibit varying levels of volatility, with major pairs generally having higher volatility compared to minor and exotic pairs.

Statistic 1

"The most volatile forex pairs (forex pairs with the highest daily range) as per 7/2021 are GBP/USD, EUR/AUD, and GBP/JPY."

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Statistic 2

"On average, EUR/USD is the least volatile major currency pair, with an average daily range of 0.9%"

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Statistic 3

"Generally, forex pairs are most volatile when shifting market sentiment or major news events affect the currencies involved."

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Statistic 4

"The AUD/JPY has an average daily range of 100 pips, making it a moderately volatile forex pair."

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Statistic 5

"The US 500 index is typically the most correlated with forex pairs volatility, with a correlation of 0.86."

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Statistic 6

"Typically, the forex market experiences the highest volatility from 1:00 to 2:00 GMT."

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Statistic 7

"The average daily volatility of EUR/USD is 65 pips."

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Statistic 8

"The average daily volatility of GBP/JPY is 151 pips, the highest among major forex pairs."

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Statistic 9

"Currency pairs involving emerging markets currencies tend to have higher volatility than those involving major economies."

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Statistic 10

"High impact economic news raises the volatility of forex pairs by an average of 30%."

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Statistic 11

"Among the exotic pairs, USD/ZAR experiences high volatility with a daily range of 809 pips."

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Statistic 12

"EUR/CHF is historically one of the least volatile currency pairs with an average range of only 35 pips."

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Statistic 13

"The USD/JPY is moderately volatile, with a daily range of approximately 50-100 pips."

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Statistic 14

"Historically, exotic pairs have the highest ATR volatility, with GBP/ZAR and EUR/ZAR at the top, exceeding 2000 pips average true range (ATR) value."

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Statistic 15

"EUR/USD commonly experiences peak volatility between 0600 and 1800 GMT."

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Statistic 16

"The daily volatility of CAD/JPY is approximately 0.88%"

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