📈 Forex Volatility Calculator

計算 historical volatility, ATR, and optimal stop-loss levels for major currency pairs

Daily Volatility
Weekly Volatility
Monthly Volatility
ATR (14)
Volatility %
annualized
Volatility Level
📉 20-Day Volatility Trend (Daily Range in Pips)
📊 Volatility Comparison by Period

🎯 Recommended Stop-Loss Levels

StrategyStop-LossPipsRisk

如何使用波動率計算器

  1. Select your currency pair from the 9 major pairs available
  2. Choose a timeframe (1H, 4H, Daily, Weekly, Monthly)
  3. Click Calculate to generate volatility analysis instantly

What You’ll Get

  • Daily Volatility — Average daily price range in pips (based on 20-day historical data)
  • Weekly Volatility — Estimated weekly range using √5 scaling
  • Monthly Volatility — Estimated monthly range using √22 scaling
  • ATR (14) — Average True Range, the industry-standard volatility measure
  • Volatility % — Annualized volatility as a percentage
  • Stop-Loss Recommendations — ATR-based stop-loss levels for different risk appetites

理解ATR(平均真實範圍)

ATR measures market volatility by decomposing the entire range of an asset price for a given period. It is calculated as:

  1. True Range = max of (High − Low), |High − Previous Close|, |Low − Previous Close|
  2. ATR = 14-period exponential moving average of True Range

Higher ATR = more volatile market = wider stop-loss needed.

為什麼波動率對交易者很重要

  • Risk Management — Set stop-losses based on actual market movement, not guesswork
  • Position Sizing — Adjust lot size according to volatility to maintain consistent risk
  • Session Selection — Trade during higher or lower volatility depending on your strategy
  • Pair Selection — Compare volatility across pairs to find the best fit for your style

Volatility Scaling Rules

Volatility scales with the square root of time:

  • Weekly ≈ Daily × √5
  • Monthly ≈ Daily × √22

This is a standard approximation used by professional traders and risk managers.


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