You are on page 1of 1

50 Week Average Volatility/ATR (Pips)

Pair 50W Avg ATR (Pips) Session Hour (GMT) Hour (EST) Hour (MST) GBPAUD GBPCAD GBPJPY GBPUSD EURJPY USDCAD EURUSD USDJPY EURGBP AUDUSD USDCHF NZDUSD
GBPAUD 159.91 Sydney+Tokyo 0:00 8:00 PM 6:00 PM 19.2 10.9 17.6 8.2 15.1 8.6 7.1 14.9 4.7 8.3 7.8 8.7
GBPCAD 139.34 Sydney+Tokyo 1:00 9:00 PM 7:00 PM 25 11.7 15.3 8.1 13.1 8.8 6.9 12.1 4 10.6 6.9 9.6
GBPJPY 125.49 Sydney+Tokyo 2:00 10:00 PM 8:00 PM 18.1 9.9 13.9 7.3 11.2 7.5 5.9 9.7 4.2 8.2 6 8.9
GBPUSD 101.46 Sydney+Tokyo 3:00 11:00 PM 9:00 PM 15.1 8 10.4 5.6 8.5 5.2 4.6 7.6 3.1 6.1 5.5 5.5
EURJPY 83.65 Tokyo 4:00 12:00 AM 10:00 PM 13.9 8.7 11.3 6.6 9.8 5.1 5.2 7.9 3.8 5.7 4.4 5
USDCAD 72.91 Tokyo+London 5:00 1:00 AM 11:00 PM 15.4 10.4 11.1 8.2 8.8 6.1 6.2 7.7 4.7 6.2 6.4 5.7
EURUSD 65.55 Tokyo+London 6:00 2:00 AM 12:00 AM 16.1 23.1 21.1 17.7 12.9 10.2 10.7 10.3 10.5 7.8 11.6 7.7
USDJPY 59.89 Tokyo+London 7:00 3:00 AM 1:00 AM 19.5 27.1 28.1 20.7 17.9 11.9 13 12.2 13.3 7.9 15.2 8.4
EURGBP 56.69 Tokyo+London 8:00 4:00 AM 2:00 AM 30.1 26.2 23.5 19 15.3 10.9 11.9 10.2 12.5 7.8 12.8 8
AUDUSD 53.82 London 9:00 5:00 AM 3:00 AM 26.6 23.6 21.6 18.1 13.8 9.5 11.3 9.3 11.8 7.1 11.4 6.8
USDCHF 53.71 London 10:00 6:00 AM 4:00 AM 28.2 26.2 22.1 19.5 12.8 10.2 11.4 9.1 12.9 7.6 11.4 7.7
NZDUSD 52.1 London 11:00 7:00 AM 5:00 AM 28.3 26.4 21.8 19.1 14.1 10.9 12.7 8.7 12.7 7.4 12.2 6.3
London+NY 12:00 8:00 AM 6:00 AM 28.9 35 23.6 24.2 17.1 22.8 19.1 16.9 13.5 10.6 18.3 11.9
London+NY 13:00 9:00 AM 7:00 AM 29.3 32.3 24.4 21.3 17.4 19.8 14.9 15.6 12.3 10 16.4 10.9
London+NY 14:00 10:00 AM 8:00 AM 39 45.2 31.4 29.2 19.8 23.5 18.2 15.7 18.2 12 19.7 11.7
London+NY 15:00 11:00 AM 9:00 AM 27.2 28.3 21.7 20.5 12.8 16.5 13.6 12.4 12.1 8.8 14.2 9
NY 16:00 12:00 PM 10:00 AM 20.8 23.1 16 16.8 11.9 14.1 12.1 10.9 9.9 6.5 12.4 6.9
NY 17:00 1:00 PM 11:00 AM 17.4 19.1 13.9 13.7 9.4 12.5 10.4 9.9 7.6 6.5 10.5 7
NY 18:00 2:00 PM 12:00 PM 17.3 19.1 12.4 13.7 9.2 13.6 9.9 10.8 7 6.8 10.1 7.2
NY 19:00 3:00 PM 1:00 PM 14.2 15.2 12.1 9.3 8.8 9.8 7.4 9.3 5.3 4.8 8.1 4.6
NY 20:00 4:00 PM 2:00 PM 12.7 15.1 11 7.1 7.4 8.9 5.2 6.8 4.8 3.8 5.2 4.3
Sydney 21:00 5:00 PM 3:00 PM 14.5 14 11.3 8.3 8 6.7 4.3 5.8 6.2 3.2 5.7 4.6
Sydney 22:00 6:00 PM 4:00 PM 11.6 7.9 9 5.4 7.2 5.6 4.6 7.7 3.6 4.2 4.7 5.9
Sydney 23:00 7:00 PM 5:00 PM 13.2 7.9 10.3 4.8 8.5 5.9 3.7 8.2 2.7 5.4 3.9 5.3
Monday 130.9 122 111.3 90.9 76.4 62.9 58.1 52.9 52.1 42.7 49.9 42.6
Tuesday 152.4 139.6 128.1 106 80 70.1 63.1 54.2 56 50.8 48.4 48
Wednesday 208.1 146.4 132.9 102.3 90.1 85.1 70 69.7 54.4 66.3 57.6 64.4
Thursday 148.7 134.7 127.4 104.4 93.6 72.1 77.4 68 56.9 58.5 62 54.5
Friday 140.4 140.3 113.4 99.8 87.4 85.6 73.1 59.1 55.6 58.5 53.9 53.1
Weekly 159.91 139.34 125.49 101.46 83.65 72.91 65.55 59.89 56.69 53.82 53.71 52.1
The volatility calculated on this page is called average true range (ATR). It is calculated by taking the average of the difference between the highest and the lowest of each day over a given period

You might also like