AUD/JPY · 22 Years of Market Intelligence

AUD/JPY Data Hub:
5,708 Trading Days, Streak Probabilities & Statistical Edge

Complete dataset from 2001 to 2023. Access bullish/bearish streak reversal odds, daily high/low break bias, volatility percentiles, and conditional probabilities — built from 5,708 raw trading days. Ideal for systematic traders & quant researchers.

22 Years of Data 10+ Core Datasets 5,708 Trading Days Free Preview + Pro
Days
5,708
Trading days (2001–2023)
Bull %
52.3%
Bullish close frequency
Bear %
47.8%
Bearish close frequency
Std Dev
0.93%
Daily price volatility
Probability Data

Daily Bias & Bullish/Bearish Edge

Bullish Days (3,063 occurrences)
Higher Low Probability74.99%
Higher High Probability69.51%
Lower Low Probability24.16%
On bullish days, price shows strong upward momentum (higher lows & higher highs).
Bearish Days (2,645 occurrences)
Lower Low Probability66.35%
Lower High Probability67.64%
Higher Low Probability33.31%
Bearish sessions exhibit strong lower-low & lower-high continuation.
Volatility Snapshot

Daily Returns Distribution Shape

Kurtosis: 17.34 | Skew: -0.38
Fat tails (kurtosis 17.34) indicate extreme moves occur more frequently than normal distribution.
Data Library

All AUD/JPY Datasets

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

AUD/JPY Key Metrics (2001–2023)

Historical Extremes
MetricValueDate
Highest Close107.8131 Oct 2007
Lowest Close55.85627 Oct 2008
Largest Daily Gain+11.16%28 Oct 2008
Largest Daily Loss-11.10%24 Oct 2008
Highest Volume Day1,488,94618 Oct 2012
Volatility & Distribution
StatisticValue
Standard Deviation0.93%
Skewness-0.38
Kurtosis17.34
Mean Daily Change0.010%
Price Change Range22.22%
Max Gain %12.28%
Max Loss %-9.94%
Monthly Bullish Close Frequency (2001–2023)
Based on 5,708 trading days (Aug 2001 – Jan 2023)
Pro Access

Unlock Complete AUD/JPY Dataset

SFD Pro Dataset Access
Full 5,708 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
Free vs Pro
FeatureFreePro
Row limit100All
Streak datasets
Calc columns
CSV export
Pro-only datasets