Currency Pair Volatility Reference
Historical volatility measures how much a currency pair has typically moved over different time periods. Use this to understand the realistic range of rate movement before your invoice requirement date.
| Currency pair | 1W | 1M ↓ | 3M | 1Y | 3Y | Trend 90d | Typical 30d range | On $100k | Rating | |
|---|---|---|---|---|---|---|---|---|---|---|
USD/BRL Emerging | 7.6% | 9.7% | 10.4% | 10.1% | 10.8% | — | ±3.36% | ±$3,360 | Very high | |
USD/JPY Asian | 0.8% | 9.4% | 6.1% | 6.7% | — | ±3.24% | ±$3,239 | Very high | ||
GBP/JPY Asian | 2.5% | 7.8% | 5.9% | 6.0% | — | ±2.70% | ±$2,698 | Very high | ||
USD/NOK Scandinavian | 4.6% | 7.7% | 7.1% | 7.5% | 9.2% | — | ±2.67% | ±$2,673 | Very high | |
USD/ZAR Emerging | 6.0% | 7.2% | 9.0% | 10.9% | — | ±2.49% | ±$2,493 | Very high | ||
USD/SEK Scandinavian | 6.4% | 6.8% | 7.1% | 8.0% | — | ±2.34% | ±$2,338 | Very high | ||
EUR/HUF European | 8.3% | 6.6% | 7.5% | 7.0% | 5.7% | — | ±2.27% | ±$2,273 | Very high | |
USD/MXN Emerging | 7.1% | 6.4% | 6.0% | 7.0% | 10.0% | — | ±2.19% | ±$2,194 | High | |
EUR/ZAR Emerging | 6.0% | 6.3% | 7.2% | 8.0% | 9.3% | — | ±2.18% | ±$2,182 | High | |
USD/PLN European | 5.3% | 5.8% | 5.8% | 6.4% | 8.4% | — | ±1.99% | ±$1,988 | High | |
NZD/USD Major | 4.9% | 5.6% | 8.0% | 7.8% | 8.5% | — | ±1.95% | ±$1,947 | High | |
AUD/USD Major | 5.2% | 5.6% | 5.9% | 7.3% | — | ±1.92% | ±$1,920 | High | ||
USD/CHF Major | 5.7% | 5.0% | 5.5% | 6.1% | 7.4% | — | ±1.74% | ±$1,739 | High | |
EUR/NOK Scandinavian | 4.0% | 4.9% | 6.3% | 6.0% | — | ±1.71% | ±$1,708 | High | ||
EUR/TRY Emerging | 4.7% | 4.6% | 4.5% | 4.9% | 7.7% | — | ±1.60% | ±$1,597 | High | |
EUR/SEK Scandinavian | 3.9% | 4.5% | 4.5% | 4.7% | 5.2% | — | ±1.54% | ±$1,541 | Moderate | |
USD/INR Asian | 3.9% | 4.4% | 5.3% | 4.9% | 3.7% | — | ±1.53% | ±$1,535 | Moderate | |
EUR/CHF Major | 2.5% | 4.4% | 3.5% | 3.7% | — | ±1.51% | ±$1,511 | Moderate | ||
USD/DKK Scandinavian | 3.5% | 4.3% | 4.3% | 4.7% | 6.4% | — | ±1.47% | ±$1,467 | Moderate | |
EUR/JPY Asian | 4.8% | 4.2% | 4.9% | 5.4% | 7.3% | — | ±1.46% | ±$1,456 | Moderate | |
EUR/USD Major | 1.4% | 4.0% | 4.0% | 4.7% | — | ±1.40% | ±$1,397 | Moderate | ||
GBP/USD Major | 2.6% | 3.8% | 4.6% | 5.4% | — | ±1.30% | ±$1,296 | Moderate | ||
USD/CNH Asian | 2.9% | 3.7% | 3.0% | 2.6% | 3.5% | — | ±1.26% | ±$1,264 | Moderate | |
USD/CAD Major | 3.0% | 3.6% | 3.3% | 3.7% | — | ±1.24% | ±$1,245 | Low | ||
USD/SGD Asian | 2.1% | 3.0% | 2.6% | 3.3% | — | ±1.04% | ±$1,044 | Low | ||
EUR/PLN European | 2.2% | 2.4% | 2.4% | 2.8% | 4.2% | — | ±0.84% | ±$843 | Low | |
EUR/CZK European | 2.3% | 1.9% | 1.6% | 2.1% | 2.8% | — | ±0.65% | ±$653 | Low | |
EUR/GBP Major | 1.6% | 1.7% | 2.6% | 3.0% | — | ±0.60% | ±$603 | Low | ||
USD/TRY Emerging | 2.7% | 1.6% | 1.6% | 1.7% | 3.9% | — | ±0.54% | ±$542 | Low | |
EUR/DKK Scandinavian | 0.3% | 0.6% | 0.7% | 0.9% | 0.6% | — | ±0.19% | ±$192 | Low | |
USD/HKD Asian | 0.2% | 0.2% | 0.4% | 0.6% | 0.7% | — | ±0.09% | ±$86 | Low | |
GBP/CHF Major | — | — | — | — | — | — | — | — | ||
EUR/NZD Major | — | — | — | — | — | — | — | — | ||
GBP/NZD Major | — | — | — | — | — | — | — | — | ||
GBP/SEK Scandinavian | — | — | — | — | — | — | — | — | ||
GBP/NOK Scandinavian | — | — | — | — | — | — | — | — | ||
GBP/DKK Scandinavian | — | — | — | — | — | — | — | — | ||
EUR/CNH Asian | — | — | — | — | — | — | — | — | ||
EUR/HKD Asian | — | — | — | — | — | — | — | — | ||
GBP/HKD Asian | — | — | — | — | — | — | — | — | ||
EUR/SGD Asian | — | — | — | — | — | — | — | — | ||
GBP/SGD Asian | — | — | — | — | — | — | — | — | ||
USD/KRW Asian | — | — | — | — | — | — | — | — | ||
EUR/KRW Asian | — | — | — | — | — | — | — | — | ||
EUR/INR Asian | — | — | — | — | — | — | — | — | ||
USD/THB Asian | — | — | — | — | — | — | — | — | ||
EUR/THB Asian | — | — | — | — | — | — | — | — | ||
USD/MYR Asian | — | — | — | — | — | — | — | — | ||
EUR/MYR Asian | — | — | — | — | — | — | — | — | ||
GBP/ZAR Emerging | — | — | — | — | — | — | — | — | ||
EUR/MXN Emerging | — | — | — | — | — | — | — | — | ||
EUR/BRL Emerging | — | — | — | — | — | — | — | — | ||
GBP/TRY Emerging | — | — | — | — | — | — | — | — | ||
GBP/PLN European | — | — | — | — | — | — | — | — | ||
GBP/CZK European | — | — | — | — | — | — | — | — | ||
GBP/HUF European | — | — | — | — | — | — | — | — |
How to use this
EUR/DKK typically shows very low volatility because DKK is pegged to EUR within a narrow band. Timing matters much less for this currency pair — the rate rarely moves enough to justify significant monitoring effort.
EUR/USD at ~8% annual volatility means a 30-day requirement window carries roughly ±2–3% rate risk. On a €100,000 invoice, that's approximately ±$2,300 — meaningful but manageable with basic monitoring.
GBP/USD at 10–12% annual volatility reflects the pound's sensitivity to UK political and fiscal events. A 30-day window carries roughly ±3–4% rate risk. Finance teams with regular GBP/USD exposure should monitor upcoming UK economic events closely.
USD/TRY shows among the highest volatility of any major currency pair due to Turkey's inflation history and central-bank intervention patterns. Rate moves of 5%+ within a 30-day window are not unusual. Budget rates should be set conservatively and hedging strategies considered carefully.
