Historical Volatility
Euro FX Historical Volatility
 
Historical volatility data is no longer available on this page. Historical volatility data is available in our End-of-Day product in CME Datamine

 

 

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average

2003 7.1 9.1 12.7 9.1 10.9 10.9 9.9 9.2 12.5 9.7 12.0 5.0 9.8
2004 14.2 12.9 12.4 11.5 12.3 10.8 9.3 9.9 7.9 8.3 7.2 10.1 10.6
2005 10.1 8.3 8.9 6.6 10.4 9.9 10.3 7.5 8.4 11.0 9.5 6.9 9.0
2006 10.3 6.3 9.4 8.7 8.7 9.5 7.8 5.7 5.3 5.9 6.1 7.5 7.6
2007 6.7 4.9 5.4 4.0 3.9 5.4 5.7 6.9 5.5 6.7 7.2 9.7 6.0
2008 8.9 9.2  10.8  9.3 8.8 10.9 8.4 10.2 17.7 18.8 21.3 20.9  12.9
2009 17.6 16.8  16.7  15.1  11.5  14.6  10.9  8.8  7.5  8.2  10.8  8.8  12.3
2010 8.4 9.4 9.1 8.4 17.5 10.9 9.2 10.6  10.7 12.7 11.9 8.9 10.6
2011 11.5 8.7 8.6 9.7 13.2 13.1 11.6 -- -- -- -- -- 10.9
Mean 10.5 9.5 10.4 9.2 10.8 10.7 9.2 8.6 9.4 10.2 10.7 9.7 --
High 17.6 16.8 16.7 15.1 17.5 14.6 10.9 10.6 17.7 18.8 21.3 20.9 --
Low 6.7 4.9 5.4 4.0 3.9 5.4 5.7 5.7 5.3 5.9 6.1 5.0 --