DislikedYou cannot get Volume for Forex.
Some brokers will show "volume" on a chart, but it only local volume that they can measure, and probably has little relevance to actual Interbank volume, which is worldwide, 24/5 and completely decentalized (can't be tracked).Ignored
Hence initially, I was very skeptical when I read the VSA threads on forums like this, at least with its possible usefulness in spot forex. But, to my surprise, I've found that, despite these limitations, the volume offered by MT4 (my br0ker is Pepperstone) is a useful addition to my analysis toolbox. See my comments in post #15. That's assuming that, as with all technical tools, we're talking in terms of a small 'edge' as opposed to anything approaching 'holy grail' certainty. As WideEyed describes it, they all have "the potential to deceive".
@WideEyed: MT5 (which I haven't bothered to look at, yet) supposedly offers L2, but (as pt49 points out) this is going to be local at best. I don't know what data is provided by Oanda or IGM. I've read that some traders use volume data from forex futures as a proxy.