ForexCache

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

EURCHF

Basic statistics about EURCHF 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 0.0108453
2011 0.0141480
2012 0.0019676
2013 0.0055396
2014 0.0023521
2015 0.0103969

Yearly Percentage Daily Closing Higher

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

Year Closed Higher
2010 43.8
2011 47.7
2012 45.4
2013 48.6
2014 44.0
2015 51.4

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 0.0104250
2 0.0069161
3 0.0065562
4 0.0051951
5 0.0075083
6 0.0081445
7 0.0073927
8 0.0104645
9 0.0080209
10 0.0059892
11 0.0059447
12 0.0056144