Lt;HR style=COLOR: #d1d1e1 SIZE lt;! -- / icon and name -lt;! -- message -I have been doing bucket plenty of shine analysis on MT4 data that is hourly running back to 1999 around the Eur/Usd, Usd/jpy and Eur/jpy.

I have used info from Alpari, Interbank and SBFX (on various sheets).

Apart from the inevitable holes which arise from time to time, my issue is that the accuracy of data from the past three months.

I would presume that the data is accurate, however, I one of the things I've been testing is that the typical hourly volatitlity of those markets of over set periods of time.

It seems there has never been as stable a time at the market since there's now.

This holds true for the last few weeks in all of the markets I have covered.

If we take the Eur/Jpy as an example, since 2001, the average hourly motion is right below 30 pips

the breakdown for 3 month periods is as follows

2001
01 Jan - 01 April = 38 pips
01 April - 01 july = 33 pips
01 July - 01 oct = 32 pips
01 Oct - 01 Jan =27 pips

2002
01 Jan - 01 April = 29.5 pips
01 April - 01 july = 25.7 pips
01 July - 01 oct = 27 pips
01 Oct - 01 Jan = 26 pips

2003
01 Jan - 01 April = 28 pips
01 April - 01 july = 31 pips
01 July - 01 oct = 34 pips
01 Oct - 01 Jan = 33 pips

2004
01 Jan - 01 April = 41 pips
01 April - 01 july = 40 pips
01 July - 01 oct = 31 pips
01 Oct - 01 Jan = 28 pips

2005
01 Jan - 01 April = 26 pips
01 April - 01 july = 24 pips
01 July - 01 oct = 25 pips
01 Oct - 01 Jan = 25 pips

2006
01 Jan - 01 April = 26 pips
01 April - 01 july = 27 pips
01 July - 01 oct = 24 pips

however, the typical hourly volatility to the interval

01 October (06)- 01 Jan (07)

is just 15 pips!

How is it?

Is this an actual event, or will be the 3 weeks before real time fudged figures?

It is a whole 9 pips under the previous lowest.

What is going on. Apart from nothing.