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High minus Low Average Daily Ranges foe 28 currency pairs for the year 2009

Discussion in 'Market Predictions and Reports' started by oscar lopez, Feb 18, 2010.

  1. oscar lopez

    oscar lopez Recruit

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    Hello fellow traders. The following is a study of the high minus low average daily range for 28 currency pairs for the twelve months of the year 2009. I made this study because I want to know what pairs are the ones that has the greatest movement in a daily basis. I calculated them using the following formula.
    Average Daily Range=ABS(daily high-daily low)*100 for JPY pairs and *10000 for the other pairs. The values are in pips daily. Soon I am going to make other analysis and statistical research in the pairs that I hope share with you. I take the data from the FXCM platform. If you need the tables please email me to lopezoscari@gmail.com, they are in openoffice.org format. All yur comments, ideas or doubts are welcome. Oscar Cabo Rojo PR, USA
    GBP/NZD 414.94
    EUR/NZD 343.59
    GBP/AUD 295.10
    GBP/JPY 287.38
    GBP/CAD 249.59
    EUR/AUD 233.23
    GBP/USD 225.06
    GBP/CHF 223.82
    EUR/JPY 214.06
    EUR/CAD 189.64
    EUR/USD 169.28
    AUD/JPY 169.04
    USD/CAD 165.44
    CAD/JPY 162.47
    NZD/JPY 143.95
    AUD/USD 142.21
    USD/CHF 137.84
    CHF/JPY 136.23
    AUD/NZD 134.12
    CAD/CHF 129.84
    AUD/CHF 127.92
    NZD/USD 125.61
    USD/JPY 124.01
    NZD/CHF 118.57
    AUD/CAD 118.19
    EUR/GBP 104.69
    EUR/CHF 81.62
    NZD/CAD 55.65
     

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