Gorbie

Daily Range TOP

Top daily range pairs (period 14)
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study(title="Daily Range TOP", shorttitle="Daily range: EURjpy USDjpy CADjpy EURcad USDcad GBPcad GBPUSD", overlay=false, precision=1)
length = input(14, minval=1)
ej = security('EURJPY', "1D", sma(tr, length)*100)
plot(ej,color=fuchsia,title='EURJPY')
uj = security('USDJPY', "1D", sma(tr, length)*100)
plot(uj,color=teal,title='USDJPY')
cj = security('CADJPY', "1D", sma(tr, length)*100)
plot(cj,color=red,title='CADJPY')

ec = security('EURCAD', "1D", sma(tr, length)*10000)
plot(ec,color=purple,title='EURCAD')
uc = security('USDCAD', "1D", sma(tr, length)*10000)
plot(uc,color=green,title='USDCAD')
gc = security('GBPCAD', "1D", sma(tr, length)*10000)
plot(gc,color=blue,title='GBPCAD')

gu = security('GBPUSD', "1D", sma(tr, length)*10000)
plot(gu,color=gray,title='GBPUSD')

Volatility at the extremely low level (25 Aug 2016)
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