ECB fixing of 2026-10-01

USD/HUF volatility

USD/HUF is moving about 194 pips a day, close to close, which is normal for this pair: higher than 49% of the past three years.

Realized vol (20d)9.4%annualized
Typical daily move194 pips0.59% of price
RegimeNormal49th percentile, 3 years
ECB fixing324.9962026-10-01
0%16%32%2026-03-312026-09-24
Realized volatility over each following week, annualized, from ECB reference rates.

A stop at 1.5 times the typical daily move would be about 290 pips. Size a trade with that stop in the position size calculator.

Method and limits

  • Prices are the European Central Bank's euro reference rates, one fixing a business day around 14:10 CET. Crosses are derived through the euro. Volatility estimates and regimes are calculated by FXPM Labs.
  • Realized volatility is the root mean square of daily log returns over 20 fixings, annualized with 252 trading days. The typical daily move is the same figure before annualizing.
  • The regime compares today's 20-day figure with the past three years: below the 25th percentile is low, above the 75th is high and above the 95th is extreme.
  • One fixing a day measures close-to-close moves. Intraday ranges are wider, and fixing-to-fixing data misses moves that reverse within the day.
  • Volatility describes how much a price moves, not which way. Nothing here is a trading recommendation.

Source: European Central Bank euro foreign exchange reference rates; volatility estimates derived by FXPM Labs. Data as of 2026-10-01.

Questions

How many pips does USD/HUF move a day?

Over the last 20 ECB fixings its typical daily move was about 194 pips (0.59%), measured close to close. Intraday ranges are wider.

Is USD/HUF volatility high right now?

It is in the normal regime: the current 20-day figure is above 49% of readings from the past three years.