SMARTFINANCEDATA

Latest Updates New

UPDATE: Daily Analysis Is Still in Beta — We’re Working to Get It Up and Running ASAP. New

Aug 21, 2026

FIXED: EUR/USD Daily Close Calendar Now Showing High-Probability Days New

The EUR/USD Daily Close Calendar has been fixed and now correctly displays high-probability days based on the underlying historical data.…

Aug 21, 2026

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

Core Pages

AUD/CAD Data Pillars

Each pillar is a dedicated analytical page built around a specific AUD/CAD statistical theme — from streak reversal probabilities to session range distributions. Start with any pillar to explore the data in depth, or use the full dataset library below to browse all available tables.

Market Statistics & Probability Metrics

Core stats: close rate, daily range, streak averages & more across 6,400+ sessions

Bullish Streak Reversal Probabilities

How likely is AUD/CAD to reverse after 2–10 consecutive bullish daily closes?

Higher High Sequence Analysis

Consecutive daily higher high streaks — structural patterns & failure rates by length

Bullish Day Open-Close Distance

Full pip-range distribution on bullish sessions — percentile breakdown from open to close

Bullish Day Open-High Distance

Pip distribution from open to daily high on bullish sessions

Bullish Day Open-Low Distance

Pip distribution from open to daily low on bullish sessions

Weekday High/Low Break Statistics

Day-of-week patterns for breaking previous session highs and lows

Bearish Streak Reversal Probabilities

Mirror of the bullish streak page — reversal odds after sustained selling pressure

Lower Low Sequence Analysis

Consecutive daily lower low streaks — structural patterns & failure rates by length

Bearish Day Open-Close Distance

Full pip-range distribution on bearish sessions — percentile breakdown from open to close

Bearish Day Open-High Distance

Pip distribution from open to daily high on bearish sessions

Bearish Day Open-Low Distance

Pip distribution from open to daily low on bearish sessions

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

Market Statistics & Probabilities

Key statistical metrics and probability distributions for AUD/CAD.

Full metricsView →

Bullish Streak Reversal Probabilities

Probability of reversal after 2–10 consecutive bullish closes.

Streak analysisView →

Bearish Streak Reversal Probabilities

Probability of reversal after 2–10 consecutive bearish closes.

Streak analysisView →

Higher High Streak Reversal Probabilities

Consecutive daily higher highs — success rate & reversal probability.

HH analysisView →

Lower Low Streak Reversal Probabilities

Consecutive daily lower lows — success rate & reversal probability.

LL analysisView →

Bullish Day Range (Open–Close)

Daily bullish session range distribution from open to close.

Range analysisView →

Bullish Day Range (Open–High)

Distance from open to daily high on bullish days.

OH rangeView →

Bullish Day Range (Open–Low)

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

OL rangeView →

Bearish Day Range (Open–Close)

Daily bearish session range distribution from open to close.

Range analysisView →

Bearish Day Range (Open–High)

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

OH rangeView →

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

Metric	Value	Date
Highest Close	1.07504	08 Feb 2012
Lowest Close	0.7487	08 Oct 2008
Largest Daily Gain	+5.84%	13 Oct 2008
Largest Daily Loss	-5.46%	06 Oct 2008
Highest Volume Day	1,032,184	10 Oct 2012

Volatility & Distribution

Statistic	Value
Standard Deviation	0.56%
Skewness	-0.13
Kurtosis	6.56
Mean Daily Change	0.002%
Price Change Range	9.686%

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

Upgrade to Pro Download CSV →

Free vs Pro

Feature	Free	Pro
Row limit	100	All
Streak datasets	✓	✓
Calc columns	✗	✓
CSV export	✗	✓
Pro-only datasets	✗	✓