AUD/CAD Complete
Statistics & Probabilities
Comprehensive data insights from 5,730 trading days spanning 22 years of market history. Dataset covers 2001–2023 across daily, weekly, and monthly timeframes.
Daily Close Bias
Bull vs Bear Day Split
Historical Data Range
Volatility Statistics
Return distribution: near-symmetric (−0.13 skew) with moderate-to-elevated fat tails (kurtosis 6.56 — GFC commodity shock driven). AUD/CAD is one of the calmer commodity crosses. 9.686% total price change range over 22 years.
Key Trading Insights
52.3% bullish vs 47.8% bearish
AUD/CAD has a consistent daily close bias toward the upside over 22 years — a meaningful edge for day traders, though it inverts sharply at the monthly level.
68.74% higher highs on up days
Bullish days show clean momentum continuation — nearly 7 in 10 sessions push to a fresh higher high, with 69.88% also holding a higher low for strong intraday structure.
70.03% lower highs on down days
On bearish days, sellers cap 7 in 10 sessions with a lower high — the strongest bearish capping rate in this dataset, making AUD/CAD particularly clean for shorting on confirmed red days.
53% of months close bearish
A notable timeframe divergence — despite a 52.3% daily bullish edge, 150 of 283 months (53%) close red. AUD/CAD trends bearish over longer periods while oscillating bullishly day-to-day.
Two commodity currencies — tighter range
Both AUD and CAD are commodity-linked currencies, meaning correlated macro drivers partially cancel out. The result: a contained 9.69% price range and 0.56% daily std dev — the tightest volatility profile in the SFD cross-pair library.
Wednesday peaks in intraday range
Wednesday historically sees the widest intraday ranges for AUD/CAD — aligned with mid-week macro event risk (FOMC, RBA follow-through, CAD data). Key session for intraday traders targeting larger moves.
Explore Related AUD/CAD Data
Daily Close Probability Calendar
Month-by-month calendar view of AUD/CAD daily close probabilities broken down by day of week and date.
Bullish Streak Probabilities
Continuation and reversal odds after consecutive bullish closes on AUD/CAD daily candles.
Higher High Streak Probabilities
Frequency and reversal probability of consecutive daily higher highs forming on AUD/CAD.
Lower Low Streak Probabilities
Frequency and reversal probability of consecutive daily lower lows forming on AUD/CAD.
Open – Close Range Probabilities
How far from the daily open price closes on bullish and bearish days — range percentile distributions for AUD/CAD.
AUD/CAD Data Hub
The full AUD/CAD dataset library — streaks, ranges, calendars, and key statistics in one place.