ForexCache

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

EURUSD

Basic statistics about EURUSD 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 0.0150345
2011 0.0157713
2012 0.0095300
2013 0.0096623
2014 0.0075024
2015 0.0134707

Yearly Percentage Daily Closing Higher

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

Year Closed Higher
2010 48.5
2011 54.2
2012 50.4
2013 54.4
2014 45.6
2015 48.2

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 0.0121473
2 0.0116626
3 0.0121849
4 0.0109871
5 0.0138194
6 0.0125476
7 0.0112878
8 0.0116197
9 0.0116621
10 0.0128573
11 0.0125494
12 0.0105387