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joan178
01-02-2023 17:02,
Ok so I was only playing around in MT4 when I decided to determine how volatility has dropped in the recent past (ie ATR has dropped).

I chose to do so by plotting a ATR(365) on each of the daily charts. Below are my results:

For the majority of these pairs, the first number is from 02/25/2005. I'll note if differently.

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 -11percent 09/27/05
AUD/USD 89 pips-58 pips -31 pips -35%

Anybody got an explanation for this??