tool or info for intraday volatility

tool or info for the intraday volatility

i want to know the % intraday movement for the currency
: ie: silver , what's the average intraday movement for last 1 mon, 1 q, 1 y, etc

thanks

Hello,

From what I understand you are trying to find out what is the average price movement within a day, over a period of 1 month, 1 quarter or 1 year.

The easiest way of doing this would be using excel.

You can do this by collecting the closing price intraday-data over the period you would like to find the average.

Next find out the difference between each data point from its previous data point. Divide the difference from the previous data point, these would give you %change on intraday basis i.e. % intraday return.

Average of these returns would be your average price movement over that period. ( Use 'mean' function in excel )

You can also find out max and min movements by using 'max' and 'min' function on your returns data.

I hope this helps.

( Just one more thought, if you are trying to use these results for using them as your trading pivot points, I think you would be better using daily data rather than intraday data. Using intraday data over large period like month or quarter wouldn't give you correct representation of intraday movements in reality. I might be wrong here and am happy for someone to helps us improve. )



Regards,
gj6n68

http://www.mataf.net/en/tools/02-01-volatility

I know this site , but the chart could not show the % ,only pip, it's pity .