According to the largest dataset to ever have been made public, AOL Leaked data, The average CTR for the #1 position is about 22.96%, 6.48% for position#2 and around 4.63% for position#3.
Here’s the breakdown of top 10 positions and their CTRs:
Results in:
Total Searches:9,038,794
Total Clicks: 4,926,623
Rank 1: 2,075,765 = 22.96% CTR
Rank 2: 586,100 = 6.48% CTR
Rank 3: 418,643 = 4.63% CTR
Rank 4: 298,532 = 3.30% CTR
Rank 5: 242,169 = 2.67% CTR
Rank 6: 199,541 = 2.20% CTR
Rank 7: 168,080 = 1.86% CTR
Rank 8: 148,489 = 1.64% CTR
Rank 9: 140,356 = 1.55% CTR
Rank 10: 147,551 = 1.63% CTR
From my own data, I can tell you that it varies a great deal from one keyword to another. Searches for branded terms can be much higher, and average CTRs for generic keywords are typically much lower.
For most keyword research you should use numbers that are more conservative than these since you are usually targeting generic keywords. When you remove the relatively higher CTR data from branded searches, your CTRs for generic keywords a quite a bit lower.