Monthly Currency Trading Volumes

Hey,

did anyone know a source where i could get the monthly forex trading volumes ?

Thanks for your help.

Best Regards
Tim

There isn’t one. There isn’t a central exchange for trading forex so there isn’t any way of measuring it.

Sure, but maybe some big broker are will show theyr trading balance ?
Iam sure i cant get the total volume, but i want to know what currency pairs will me the most important and move the market.

Your questions are based on a misapprehension about how the market works and what moves prices.

The balance of any big broker isn’t going to tell you what you need to know. Even all the retail brokers’ balances added together or averaged out represent only a tiny fraction of the interbank market.

Retail traders’ volumes aren’t what moves the market, and institutional traders’ volumes aren’t available.

Volumes are available for forex futures, not for spot forex.

Dear,

many thanks for your answer.
I know you are right.
Do you think the futures reflect a important part of the total volume ?
Iam thinking about a strenght Indicator.
I cant imagine that the indicators are out there reflect the real currency strenght.
You dont think a 1% EURUSD is more important then a 1% EURNZD Move ?

Given that, do you know any brokers that offer forex futures as a demo on Metatrader?

Just go to the CME group’s website and there you will find currency futures contracts by expiry month with charts displaying total closing volume (colour coded)… It does not get any better than that…

Also,you can see the CME monthly volume reports for FX futures here:

Volume & Open Interest Reports

On the document, FX data starts at page 13, listed by last two months, the last month the previous year, and the rate of change…

Fantic,if you have time please take a look at this thread:

http://forums.babypips.com/trading-discussion/66260-brief-share-questions-around-volume-any-contribution-welcome.html

PipMeHappy thanks for your efforts.
Will check that tomorrow.

Do you think the CME stuff will give a small realistic outlook in the Volumes ?
Is there some of these information where the HFT happen ?
Or do you believe it is complete useless ?

I dont need the realtime - “only” the most traded pairs descend sortet :slight_smile:

You have no idea what futures are do you, compared to spot FX markets.

Maybe he/she does, but it is whether he/she knows how to use the forex futures volume data…
I am not sure that said.volume data will help him/her because he/she is after scalping…

I do not trade currency futures so these queations would best be asked to someone who does…
Interpreting forex futures volume figures is not the same as looking at, say, level 2 order flow for stocks… However, it can be interpreted to your advantage… I am not sure if it can support HFT but the CME charts with volume go down to the smallest timescale so you could
in theory use them for scalping… You could have one window open with 1m currency futures and another with 1m spot forex charts, and buy/sell spot forex depending on whether the move up or down was confirmed by strong volume in the same direction as price action on the futures chart.

Perhaps this will help, from CME Group - Think of it as an introduction, Fantic.

Spot FX cash markets against Futures is not a clean cut comparison; I’d go as far to say that it’s not even comparing ‘apples with apples’. This is especially true when you stated that your intentions are to look into HFT, which takes place far more often in Spot markets, certainly not futures for a number of reasons.

Agreed…thanks for that…

I found a very useful thread about this very issue:

https://www.forexfactory.com/showthread.php?t=466035

Most futures brokers will give a free trial as a demo, but it’s going to be a short one, because exchanges charge for futures data-feeds and that cost will be coming out of the broker’s pocket while you’re using it on a demo account.

Still, they’ll probably provide it for a month, if they take you seriously and think you might fund an account with them.

I don’t know which ones have Metatrader. AMP Futures might offer it.

Futures and Metatrader are rather at the opposite ends of the experience-spectrum, among retail traders.

There are certainly traders using forex future volumes to trade spot forex, and that’s a perfectly sensible thing to do, but as far as I know they’re paying CME about $10 a month for a futures data-feed “for research purposes”, i.e. not trading from it, which greatly reduces the price.

You < Im sure understand that Fx markets are not centralised… and consquently there is no single source for the information you are looking for.
This is further complicated by the reality that there are a number of markets in which FX exchange values are effectively determined and specifically traded other than the Spot Market.which in reality only accounts for 1/3 of the oveall activity that reflects the foreign exchange activity volumes.
To understand the big picture I suggest you need to source and study resources from The BIS IMF etc. I

I dont know your reason for interest in monthly macro volumes but activity of a individual brokerage offering retail access you may understand is of limited value in seeing the big picture.