Which pairs are least volatile? | Forex Factory

Options

Permalinks
Print Thread

Similar Threads

Least volatile pairs? 4 replies

Least volatile times to trade 4 replies

At Least: 30~60 PIPS Daily / Pair At Least * All Pairs 20 replies

Which Indicators to Which Pairs ?? 17 replies

which pairs to watch at which open/close 5 replies

Attachments: Which pairs are least volatile?
Exit Attachments

Which pairs are least volatile?

  • #1
  • First Post: Sep 2, 2009 4:04am Sep 2, 2009 4:04am
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
  • #2
  • Sep 2, 2009 4:24am Sep 2, 2009 4:24am
In other words, what currency pair TRENDS the LEAST?
Probability Professor
  • #3
  • Nov 8, 2013 1:14pm Nov 8, 2013 1:14pm
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.
  • #4
  • Nov 11, 2013 12:08pm Nov 11, 2013 12:08pm
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
  • #5
  • Edited 9:14am Nov 14, 2013 4:10am | Edited 9:14am
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.
  • #6
  • Nov 14, 2013 6:59am Nov 14, 2013 6:59am
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.
  • #7
  • Nov 20, 2013 4:33pm Nov 20, 2013 4:33pm
The least volatile currency pairs are EUR/GBP, NZD/USD and EUR/CHF.
  • #8
  • Nov 21, 2013 3:27am Nov 21, 2013 3:27am
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.
  • #9
  • Dec 4, 2013 5:38pm Dec 4, 2013 5:38pm
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
  • #10
  • Dec 4, 2013 11:12pm Dec 4, 2013 11:12pm
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.
  • #11
  • Dec 4, 2013 11:13pm Dec 4, 2013 11:13pm
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
  • #12
  • Dec 4, 2013 11:58pm Dec 4, 2013 11:58pm
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.
  • #13
  • Last Post: Dec 5, 2013 1:39am Dec 5, 2013 1:39am
Try USD/HKD.
0 traders viewing now