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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 |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | -- |
