Volatility heatmap
Average daily move over 7 days against its 90 day average, for every instrument.
Loading Volatility heatmap
Average daily move over 7 days against its 90 day average, for every instrument.
Whether each market is moving more or less than usual: its average daily move over 7 days against 90. 34 high, 15 average, 3 low.
| Last close | |||||
|---|---|---|---|---|---|
| FX pairs | |||||
AUDCADAustralian dollar / Canadian dollar | 0.9764 | 0.38% | 0.28% | 137% | High |
AUDCHFAustralian dollar / Swiss franc | 0.5692 | 0.49% | 0.34% | 142% | High |
AUDJPYAustralian dollar / Japanese yen | 109.222 | 0.42% | 0.41% | 104% | Average |
AUDNZDAustralian dollar / New Zealand dollar | 1.2285 | 0.32% | 0.28% | 116% | High |
AUDUSDAustralian dollar / US dollar | 0.6859 | 0.57% | 0.31% | 184% | High |
CADCHFCanadian dollar / Swiss franc | 0.5830 | 0.24% | 0.24% | 100% | Average |
CADJPYCanadian dollar / Japanese yen | 111.863 | 0.29% | 0.32% | 90% | Average |
CHFJPYSwiss franc / Japanese yen | 191.878 | 0.27% | 0.31% | 85% | Average |
EURAUDEuro / Australian dollar | 1.6222 | 0.31% | 0.26% | 119% | High |
EURCADEuro / Canadian dollar | 1.5839 | 0.31% | 0.20% | 153% | High |
EURCHFEuro / Swiss franc | 0.9234 | 0.29% | 0.21% | 139% | High |
EURGBPEuro / British pound | 0.8362 | 0.11% | 0.14% | 75% | Low |
EURJPYEuro / Japanese yen | 177.180 | 0.31% | 0.30% | 104% | Average |
EURNZDEuro / New Zealand dollar | 1.9928 | 0.42% | 0.28% | 147% | High |
EURUSDEuro / US dollar | 1.1127 | 0.46% | 0.24% | 194% | High |
GBPAUDBritish pound / Australian dollar | 1.9400 | 0.33% | 0.25% | 135% | High |
GBPCADBritish pound / Canadian dollar | 1.8942 | 0.23% | 0.21% | 112% | Average |
GBPCHFBritish pound / Swiss franc | 1.1043 | 0.19% | 0.22% | 86% | Average |
GBPJPYBritish pound / Japanese yen | 211.892 | 0.29% | 0.32% | 90% | Average |
GBPNZDBritish pound / New Zealand dollar | 2.3832 | 0.38% | 0.27% | 141% | High |
GBPUSDBritish pound / US dollar | 1.3307 | 0.39% | 0.25% | 155% | High |
NZDCADNew Zealand dollar / Canadian dollar | 0.7948 | 0.42% | 0.29% | 146% | High |
NZDCHFNew Zealand dollar / Swiss franc | 0.4634 | 0.53% | 0.30% | 173% | High |
NZDJPYNew Zealand dollar / Japanese yen | 88.910 | 0.51% | 0.41% | 125% | High |
NZDUSDNew Zealand dollar / US dollar | 0.5584 | 0.61% | 0.38% | 161% | High |
USDCADUS dollar / Canadian dollar | 1.4235 | 0.35% | 0.20% | 169% | High |
USDCHFUS dollar / Swiss franc | 0.8299 | 0.34% | 0.29% | 115% | High |
USDJPYUS dollar / Japanese yen | 159.234 | 0.22% | 0.32% | 70% | Low |
USDZARUS dollar / South African rand | 16.5639 | 0.57% | 0.40% | 141% | High |
| Indices | |||||
US-DOLLARUS Dollar Index | 102.91 | 0.45% | 0.24% | 182% | High |
SPX500S&P 500 | 7,619.38 | 1.52% | 0.64% | 240% | High |
NASDAQNasdaq-100 | 28,374.25 | 2.23% | 1.05% | 212% | High |
DOWDow Jones Industrial Average | 52,486.49 | 1.46% | 0.63% | 233% | High |
RUSSELLRussell 2000 | 2,846.26 | 1.69% | 0.80% | 212% | High |
DAXDAX | 26,662.77 | 1.18% | 0.65% | 181% | High |
UK100FTSE 100 | 10,835.50 | 0.92% | 0.48% | 192% | High |
NIKKEINikkei 225 | 61,248.59 | 2.29% | 1.42% | 161% | High |
| Spot metals | |||||
XAUUSDSpot gold | 3,952.10 | 0.99% | 1.10% | 90% | Average |
XAGUSDSpot silver | 50.31 | 1.38% | 1.97% | 70% | Low |
| Futures | |||||
GOLDGold futures | 4,000.50 | 1.40% | 1.07% | 131% | High |
SILVERSilver futures | 51.88 | 2.02% | 1.93% | 105% | Average |
PLATINUMPlatinum futures | 1,539.00 | 1.72% | 1.62% | 106% | Average |
COPPERCopper futures | 6.27 | 1.46% | 1.03% | 141% | High |
USOILWTI crude oil futures | 86.53 | 2.52% | 2.47% | 102% | Average |
NATGASNatural gas futures | 3.22 | 2.56% | 2.14% | 120% | High |
| Crypto | |||||
BITCOINBitcoin | 73,927.63 | 1.47% | 1.44% | 102% | Average |
ETHEREUMEther | 2,053.73 | 2.44% | 1.86% | 131% | High |
| Rates | |||||
US10TUS 10-year Treasury yield | 4.98 | 4.6 bp | 4.0 bp | 115% | Average |
| ETFs and stocks | |||||
GLDSPDR Gold Shares | 365.17 | 1.66% | 1.20% | 138% | High |
SLViShares Silver Trust | 46.65 | 1.99% | 1.98% | 100% | Average |
SPYSPDR S&P 500 ETF Trust | 759.81 | 1.53% | 0.63% | 242% | High |
NVDANVIDIA | 173.73 | 4.30% | 2.04% | 211% | High |