Financial Risk
Economic News Releases
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Average Volatility Throughout the Day for EUR/USD
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Average Volatility 10 Minutes After an Economic Release
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The Average Volatility Throughout History (7 years of data) is Used to Normalize the Volatility Around Economic Releases
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| Centred Eco Currency | Centred Eco Importance | Vol Symbol | |||||||
|---|---|---|---|---|---|---|---|---|---|
| AUD/USD | EUR/JPY | EUR/USD | GBP/USD | NZD/USD | USD/CAD | USD/CHF | USD/JPY | ||
| AUD | HIGH | 1.623 | 0.143 | 0.162 | 0.079 | 0.796 | 0.166 | 0.052 | 0.046 |
| MEDIUM | 0.254 | -0.049 | 0.014 | -0.086 | 0.087 | -0.024 | -0.042 | -0.040 | |
| LOW | 0.208 | 0.047 | 0.013 | 0.011 | 0.075 | 0.013 | -0.024 | 0.207 | |
| CAD | HIGH | 0.320 | 0.327 | 0.337 | 0.219 | 0.304 | 1.131 | 0.305 | 0.313 |
| MEDIUM | 0.234 | 0.271 | 0.285 | 0.157 | 0.150 | 0.491 | 0.211 | 0.247 | |
| LOW | 0.162 | 0.133 | 0.174 | 0.066 | 0.097 | 0.223 | 0.138 | 0.178 | |
| CHF | HIGH | 0.232 | 0.403 | 0.365 | 0.129 | 0.164 | 0.120 | 0.856 | 0.147 |
| MEDIUM | 0.049 | 0.145 | 0.114 | 0.019 | -0.017 | 0.015 | 0.185 | 0.032 | |
| LOW | -0.115 | -0.206 | -0.045 | -0.005 | -0.210 | -0.011 | -0.133 | -0.084 | |
| CNY | HIGH | 0.908 | 0.397 | 0.359 | 0.227 | 0.629 | 0.205 | 0.301 | 0.202 |
| MEDIUM | 0.819 | 0.411 | 0.366 | 0.173 | 0.647 | 0.244 | 0.311 | 0.187 | |
| LOW | 0.337 | 0.135 | 0.201 | 0.126 | 0.211 | 0.075 | 0.106 | 0.010 | |
| EUR | HIGH | 0.337 | 0.890 | 0.861 | 0.281 | 0.306 | 0.191 | 0.574 | 0.261 |
| MEDIUM | 0.101 | 0.222 | 0.247 | 0.101 | 0.038 | 0.031 | 0.173 | 0.046 | |
| LOW | 0.006 | -0.002 | 0.108 | 0.061 | -0.066 | -0.005 | 0.026 | -0.032 |
Can Be Seen That a Greater Number of Economic Releases Clustered on the Same Minute Result in Greater Price Volatility
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The Effect of EUR Economic Releases on Price of EUR/USD
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Volatility Spikes 5 & 10 Minutes After the Releases
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The Effect of US Economic Releases on Price of EUR/USD
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