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NEW UPDATE: Weekday High/Low Break Probability data is now being uploaded. Update
These new statistics show the probability of each weekday's high or low being broken, segmented by the size of that…
Jul 26, 2026
Bullish/Bearish Consecutive Streaks Spreadsheets Issue! New
We're currently investigating an issue where the Bullish/Bearish Consecutive Streaks spreadsheets are only loading the OHLC (Open, High, Low, Close)…
Jul 3, 2026
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AUD/CAD · 22 Years of Market Intelligence

AUD/CAD Data Hub:
5,730 Trading Days, Streak Probabilities & Statistical Edge

Complete dataset from August 2001 to 2023. Access bullish/bearish streak reversal odds, daily high/low break bias, volatility percentiles, and conditional probabilities — built from 5,730 raw trading days. Used by systematic traders & quant researchers.

22 Years of Data 10+ Core Datasets 5,730 Trading Days Free Preview + Pro
Days
5,730
Trading days (2001–2023)
Bull %
52.3%
Bullish close frequency
Bear %
47.8%
Bearish close frequency
Std Dev
0.56%
Daily price volatility
Probability Data

Daily Bias & Bullish/Bearish Edge

Bullish Days (2,985 occurrences)
Higher Low Probability69.88%
Higher High Probability68.74%
Lower Low Probability29.48%
On bullish days, price shows strong higher-high & higher-low momentum.
Bearish Days (2,729 occurrences)
Lower Low Probability67.57%
Lower High Probability70.03%
Higher Low Probability32.25%
Bearish sessions consistently print lower lows & lower highs.
Volatility Snapshot

Daily Returns Distribution Shape

Kurtosis: 6.56 | Skew: -0.13
Data Library

All AUD/CAD Datasets

Free

Market Statistics & Probabilities

Key statistical metrics and probability distributions for AUD/CAD.

Full metricsView →
Free

Bullish Streak Reversal Probabilities

Probability of reversal after 2–10 consecutive bullish closes.

Streak analysisView →
Free

Bearish Streak Reversal Probabilities

Probability of reversal after 2–10 consecutive bearish closes.

Streak analysisView →
Preview

Higher High Streak Reversal Probabilities

Consecutive daily higher highs — success rate & reversal probability.

HH analysisView →
Preview

Lower Low Streak Reversal Probabilities

Consecutive daily lower lows — success rate & reversal probability.

LL analysisView →
Free

Bullish Day Range (Open–Close)

Daily bullish session range distribution from open to close.

Range analysisView →
Free

Bullish Day Range (Open–High)

Distance from open to daily high on bullish days.

OH rangeView →
Free

Bullish Day Range (Open–Low)

Distance from open to daily low on bullish days (pullback depth).

OL rangeView →
Free

Bearish Day Range (Open–Close)

Daily bearish session range distribution from open to close.

Range analysisView →
Free

Bearish Day Range (Open–High)

Distance from open to daily high on bearish days (bounce/retrace).

OH rangeView →
Free

Bearish Day Range (Open–Low)

Distance from open to daily low on bearish days.

OL rangeView →
Pro tip: Combine streak reversal odds with day range distributions to build session-aware filters. Upgrade to Pro →
Statistical Summary

AUD/CAD Key Metrics (2001–2023)

Historical Extremes
MetricValueDate
Highest Close1.0750408 Feb 2012
Lowest Close0.748708 Oct 2008
Largest Daily Gain+5.84%13 Oct 2008
Largest Daily Loss-5.46%06 Oct 2008
Highest Volume Day1,032,18410 Oct 2012
Volatility & Distribution
StatisticValue
Standard Deviation0.56%
Skewness-0.13
Kurtosis6.56
Mean Daily Change0.002%
Price Change Range9.686%
Monthly Bullish Close Frequency
Based on 5,730 trading days (2001–2023)
Pro Access

Unlock Complete AUD/CAD Dataset

SFD Pro Dataset Access
Full 5,730 rows · No limits · CSV export
Complete OHLC + streak columns, range stats
All Pro datasets: Open-to-Range, Close Calendar, Continuation Odds
CSV export for Python / R backtesting
Access all major FX pairs & cross rates
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Free vs Pro
FeatureFreePro
Row limit100All
Streak datasets✓✓
Calc columns✗✓
CSV export✗✓
Pro-only datasets✗✓