Average Daily Pip Moves Of Currencies

iscuba11 · #1 (**permalink**) 08-29-2006, 03:42 AM

I always wanted this information, and now I did the research and calculated the average daily move of most of the currencies played. Whether it be from high to low or low to high, these are the pip moves both in last 2 months and as far back historically that my history file has data (515 Days). For your information and curiosity - Enjoy!

Dave
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Maji · #2 (**permalink**) 08-29-2006, 04:18 AM

Thanks for the spreadsheet.

fxcruiser · #3 (**permalink**) 08-29-2006, 04:23 AM

Thanks, Dave. Good reference material.

sovo1970 · #4 (**permalink**) 08-29-2006, 05:08 AM

Quote:

Originally Posted by iscuba11

I always wanted this information, and now I did the research and calculated the average daily move of most of the currencies played. Whether it be from high to low or low to high, these are the pip moves both in last 2 months and as far back historically that my history file has data (515 Days). For your information and curiosity - Enjoy!

Dave
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Nice research....thanks so very much...

apfx · #5 (**permalink**) 08-29-2006, 07:04 AM

Is average true range outdated?

holyguy7 · #6 (**permalink**) 08-29-2006, 08:03 AM

Quote:

Originally Posted by iscuba11

I always wanted this information, and now I did the research and calculated the average daily move of most of the currencies played. Whether it be from high to low or low to high, these are the pip moves both in last 2 months and as far back historically that my history file has data (515 Days). For your information and curiosity - Enjoy!

Dave
<><<<

Dave,

Thanks for the info, could you also add other pairs too. I am curious about particularly the GBPJPY and most of the other JPY pairs as well.

Thanks.