ForexCache

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

EURJPY

Basic statistics about EURJPY 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 1.6629269
2011 1.4464923
2012 1.1181034
2013 1.5198378
2014 0.9850116
2015 1.5016754

Yearly Percentage Daily Closing Higher

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

Year Closed Higher
2010 46.9
2011 48.8
2012 54.4
2013 54.1
2014 51.0
2015 51.8

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 1.532867
2 1.542041
3 1.495613
4 1.470341
5 1.623204
6 1.475985
7 1.227759
8 1.177576
9 1.226579
10 1.212692
11 1.265794
12 1.058156