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Least volatile pairs? 4 replies

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Which pairs are least volatile?

  • Post #1
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  • First Post: Sep 2, 2009 5:04am Sep 2, 2009 5:04am
What currency pairs travel sideways the most (range bound / least volatile)?

Below is a graph on Daily ATR of currency pairs, which is interesting.
Attached Image
Probability Professor
In other words, what currency pair TRENDS the LEAST?
Probability Professor
Can someone please post the most recent update to such data? I don't think GBPAUD and GBPJPY are as volatile as back in 2009 in above picture.
No longer trading forex. Looking for full time job.
Are these values just the "current" ATR when the chart was made?
If not, how were these values calculated? (as a moving average over x months? or just the average of the last x months?)

Thanks,
-Darwin
  • Post #5
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  • Edited 10:14am Nov 14, 2013 5:10am | Edited 10:14am
Quoting Darwin-FX
Are these values just the "current" ATR when the chart was made? If not, how were these values calculated? (as a moving average over x months? or just the average of the last x months?) Thanks, -Darwin
That 2009 chart was taken from FX360.com, a site started by Kathy Lien and Boris Schlossberg and sponsored by GFT Forex. Both have since left the company. I'm sure it is Average Daily Trading Range (ATR or ADR) measured over a year. I asked because I wanted to compare the same data with current 2013.
No longer trading forex. Looking for full time job.
GBPUSD is indeed most volatile from my very own experience. I almost lost my money the first day I traded this pair, not recognizing it was not suitable for my strategy.
The least volatile currency pairs are EUR/GBP, NZD/USD and EUR/CHF.
Quoting melaniehamil
The least volatile currency pairs are EUR/GBP, NZD/USD and EUR/CHF.
I shared an Excel spreadsheet from a friend's blog at this thread,
http://www.forexfactory.com/showthre...58#post7053558

The least volatile pairs as of Aug 31st are USD/CAD, EUR/GBP, EUR/CHF.
Attached Image
No longer trading forex. Looking for full time job.
lol, who would use ATR as a measure of volatility when its expressed in pips? This is just too funny.

Do people not understand that you could not even remotely compare the ATR of EURGBP with GBPNZD!!! people need to go and some maths lesson
Quoting JeremyWS
lol, who would use ATR as a measure of volatility when its expressed in pips? This is just too funny. Do people not understand that you could not even remotely compare the ATR of EURGBP with GBPNZD!!! people need to go and some maths lesson
Maybe you should explain it to us, of course if you have time…...
Wherever you go, there you are.
Quoting JeremyWS
lol, who would use ATR as a measure of volatility when its expressed in pips? This is just too funny. Do people not understand that you could not even remotely compare the ATR of EURGBP with GBPNZD!!! people need to go and some maths lesson
Good point. If pair A/B is valued at 1.000 while pair C/D is valued at 2.000 but the two pairs have the same daily ATR, relatively speaking pair A/B is twice as volatile.

To use ATR to comapare volatility of different pairs accurately it would need to be converted into a percentage of the pairs value.
si hoc legere scis nimium eruditionis habes
Quoting numbnuts
{quote} Good point. If pair A/B is valued at 1.000 while pair C/D is valued at 2.000 but the two pairs have the same daily ATR, relatively speaking pair A/B is twice as volatile. To use ATR to comapare volatility of different pairs accurately it would need to be converted into a percentage of the pairs value.
Wherever you go, there you are.
  • Post #13
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  • Last Post: Dec 5, 2013 2:39am Dec 5, 2013 2:39am
Try USD/HKD.
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