Sunday Open Volatility

[snackly 10]

What is the principal reason that Sunday opens seem to be so volatile lately? Does anyone trade these sessions or do they wait until more regular liquidity returns during the week?

[sevensa 10]

What studies have you done to determine that Sundays are more volatile than in the past? Can you please share your findings? Which markets specifically are you looking at when you say Sundays are more volatile?

[snackly 10]

What studies have you done to determine that Sundays are more volatile than in the past? Can you please share your findings? Which markets specifically are you looking at when you say Sundays are more volatile?

 

I haven't done any studies, just observation of the EUR/USD. There was some wild spiking of volatility in price in 10 minute and lower time frames. Over 100 pips in one hour last night, sustained over several hours. This is not typical volatility is it?

[brownsfan019 17]

I haven't done any studies, just observation of the EUR/USD. There was some wild spiking of volatility in price in 10 minute and lower time frames. Over 100 pips in one hour last night, sustained over several hours. This is not typical volatility is it?

 

Easy way to find out - look at past charts.

[wasp 10]

What is the principal reason that Sunday opens seem to be so volatile lately? Does anyone trade these sessions or do they wait until more regular liquidity returns during the week?

 

The last couple of weeks have been manic thanks to Alistair Darling and Freddie and Fannie news...