Euro Futures Volatility Forecast (24/10/2010)

The Euro Futures is now experiencing a bit of a sideways market and the TGARCH volatility clearly captures this.

However, the volatility is fluctuating between 0.5 % and 1% and it is signalling that the retracement we were talking about the last week could hit the market even the next one.

This is a market that should be carefully watched because during the G20 meeting held on the 23rd of October, many finance ministers declared their will to limit exchange rates fluctuations in order to avoid sharp depreciations due to speculative actions.Hence, the next week we will see how investors and traders are going to react to such an announcement.

HyperVolatility still considers the volatility in this market to be too low.However, a decisive intervention of the ECB or the Chinese Government could seriously affect the Euro Futures market fluctuations.

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