Choppiest pairs- Most Volatile within Range

[joseclar]

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I have been doing a lot of research on volatility. What would your approach be to determing the volatility within the daily range?. For instance say the daily range on the eur/gbp is mid 80s and the daily range on gbp/jpy is high 200's, what techniquies would you use to determine, how many times within that high and low range the pair moved 10 pips, 20 pip, 30 pips in on direction and so on. I suppose some form of regression could work. I could all use a brute force analysis but that seems very time consuming. Please let me know what you think. If you can think of any indicators or statistical analysis techniques that could give me the data I am looking for. Thank so much for the reply.

Basically I am looking for your opinion on what pairs are most choppy, meaning most likely to retrace frequently during their ranges or trends, and what techniques you would use to evluate this special form of volatility. It seems that some of the cross pairs are pretty choppy. I have been looking at nzd, aud, eur, and gbp crosses, as well as majors.

I would love any input to my overall question. But most importantly I would like suggestions on pairs that are choppy. Cross pairs are fine. I am looking as mentioned for pairs that wont go on large single directional runs, with out retracing. Thanks

 

[DumbAsArock]

SEK is ridiculous. NOK is not far behind.

 

[Pharaoh]

Check the MXN if you want to see real insanity.

Exotic currencies lack liquidity and are a LOT less stable.

In terms of volatility of major currencies, lack of correlation helps. The GBP and EUR often have the same general events affect them, so they tend to not move as much in comparison to each other as they do to other currencies.

The US and Japan are at least a little more economically tied together than Japan and either the EU or UK. That makes the GBPJPY and EURJPY better targets if you like volatility than the USDJPY. Enhancing this is the larger relatively value of the Pound and Euro vs the dollar. It takes more Yen to cover a percentage change in the value of a larger valued currency than in a smaller one.