ForexCache

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

NZDUSD

Basic statistics about NZDUSD 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 0.0100303
2011 0.0111063
2012 0.0067302
2013 0.0090395
2014 0.0073026
2015 0.0098307

Yearly Percentage Daily Closing Higher

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

Year Closed Higher
2010 53.5
2011 52.3
2012 44.6
2013 50.2
2014 46.7
2015 46.1

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 0.0087674
2 0.0085924
3 0.0082872
4 0.0084247
5 0.0101839
6 0.0100096
7 0.0089002
8 0.0097036
9 0.0094649
10 0.0101020
11 0.0094159
12 0.0082501