Forex Volatility

The table shows the average daily range of each instrument — the gap between the high and the low of each daily candle — in pips, in $ for a contract of $100,000 and in %. Choose below the number of weeks the average is computed over.

Formula: volatility = simple moving average of (High − Low) of the daily candles over the chosen number of weeks, 5 trading days per week; Saturday and Sunday candles are excluded.