ForexCache

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

USDCAD

Basic statistics about USDCAD 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 0.0112257
2011 0.0096676
2012 0.0052682
2013 0.0060067
2014 0.0068241
2015 0.0121755

Yearly Percentage Daily Closing Higher

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

Year Closed Higher
2010 48.1
2011 46.2
2012 52.7
2013 50.6
2014 53.3
2015 58.1

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 0.0087866
2 0.0092831
3 0.0085854
4 0.0080793
5 0.0099872
6 0.0092887
7 0.0080787
8 0.0087029
9 0.0088262
10 0.0089685
11 0.0083500
12 0.0070649