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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
Core Pages

AUD/JPY Data Pillars

Market Statistics & Probability Metrics
Key statistical metrics and probability distributions
Free
Bullish Streak Reversal Probabilities
2–10 consecutive bullish candles — reversal probabilities
Free
Higher High Sequence Analysis
Higher high streak probabilities and sequence patterns
Free
Bearish Day Range Distribution (Open–Close)
Daily bearish session range analysis and distribution
Pro
Daily Close Probability Calender
Historical Close Outcome Probabilities for Each Trading Day
Pro
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

Free

Market Statistics & Probabilities

Key statistical metrics and probability distributions for AUD/JPY.

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/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
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Free vs Pro
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Row limit100All
Streak datasets✓✓
Calc columns✗✓
CSV export✗✓
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Full 5,708 rows + CSV

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