ForexCache

Cache: A hiding place, especially one in the ground, for treasures

AUDUSD

Basic statistics about AUDUSD for the period starting from 2010-01-01 up until 2015-09-26.

Yearly Mean Daily Range

The average (mean) of the Daily Range is the average movement from the Low-of-the-day to the High-of-the-day. This can be useful to add some perspective to a movement that you see in the market, whether that is to confirm that there is more room for movement, or to fade a strong move where you feel the market has overdone it.

Yearly Mean Daily Range

Year Mean Daily Range
2010 0.0121236
2011 0.0136004
2012 0.0075898
2013 0.0093733
2014 0.0068818
2015 0.0098055

Yearly Percentage Daily Closing Higher

This tells you the average times that the symbol closes higher on the day.

Year Closed Higher
2010 54.6
2011 53.5
2012 51.9
2013 49.8
2014 48.4
2015 43.5

Monthly Mean Daily Range

Similar to the Yearly Daily Range, but this focuses on mean for the Month. Obvious patterns usually include Summer months having lower activity and the month of December where trading slows down greatly.

Month Mean Daily Range
1 0.0098269
2 0.0093305
3 0.0089854
4 0.0086561
5 0.0112083
6 0.0114222
7 0.0098026
8 0.0098672
9 0.0103435
10 0.0113293
11 0.0111189
12 0.0089007