Ok so I was just playing around in MT4 when I decided to see how volatility has dropped in the recent past (ie ATR has dropped).
I decided to do this by plotting a ATR(365) on each of the daily charts. Here are my results:
For most of these pairs, the first number is from 02/25/2005. I will note if otherwise.
EUR/USD 119 pips-->94 pips -25 pips -22%
USD/JPY 93 pips-->93 pips 0 pips
USD/CHF 135 pips-->98 pips -37 pips -28%
GBP/USD 165 pips-->136 pips -29 pips -18%
USD/CAD 109 pips-->97 pips -12 pips -11% 09/27/05
AUD/USD 89 pips-->58 pips -31 pips -35%
Anybody got an explanation for this??
andersenws
I decided to do this by plotting a ATR(365) on each of the daily charts. Here are my results:
For most of these pairs, the first number is from 02/25/2005. I will note if otherwise.
EUR/USD 119 pips-->94 pips -25 pips -22%
USD/JPY 93 pips-->93 pips 0 pips
USD/CHF 135 pips-->98 pips -37 pips -28%
GBP/USD 165 pips-->136 pips -29 pips -18%
USD/CAD 109 pips-->97 pips -12 pips -11% 09/27/05
AUD/USD 89 pips-->58 pips -31 pips -35%
Anybody got an explanation for this??
andersenws
"Youth is the trustee of prosperity." - Benjamin Disraeli