AUD/NZD Data Hub:
22 Years of Price Action Statistics & Datasets
The AUD/NZD data hub delivers structured access to 5,154 trading days of historical forex data. Includes daily streak reversal odds, higher high/lower low probabilities, volatility metrics, and session bias analysis — designed for systematic traders and quantitative research.
AUD/NZD Data Pillars
Each pillar is a dedicated analytical page built around a specific AUD/NZD 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.
Daily Conditionals: Bullish & Bearish Probabilities
Empirical probabilities for AUD/NZD: what happens on bullish days vs bearish days. Based on 5,154 trading sessions (2003–2023).
All AUD/NZD Datasets
Market Statistics & Probabilities
Key statistical metrics and probability distributions for AUD/NZD.
Bullish Streak Reversal Probabilities
Probability of reversal after 2–10 consecutive bullish closes.
Bearish Streak Reversal Probabilities
Probability of reversal after 2–10 consecutive bearish closes.
Higher High Streak Reversal Probabilities
Consecutive daily higher highs — success rate & reversal probability.
Lower Low Streak Reversal Probabilities
Consecutive daily lower lows — success rate & reversal probability.
Bullish Day Range (Open–Close)
Daily bullish session range distribution from open to close.
Bullish Day Range (Open–High)
Distance from open to daily high on bullish days.
Bullish Day Range (Open–Low)
Distance from open to daily low on bullish days (pullback depth).
Bearish Day Range (Open–Close)
Daily bearish session range distribution from open to close.
Bearish Day Range (Open–High)
Distance from open to daily high on bearish days (bounce/retrace).
Bearish Day Range (Open–Low)
Distance from open to daily low on bearish days.
AUD/NZD Key Metrics
| Metric | Value | Notes |
|---|---|---|
| Total trading days | 5,154 | 2003–2023 |
| Bullish close % | 48.5% | 2,491 days |
| Bearish close % | 51.4% | 2,644 days |
| Mean daily change | -0.001% | Near zero drift |
| Std deviation | 0.44% | Daily volatility |
| Skewness | 0.28 | Slight positive skew |
| Kurtosis | 3.18 | Fat tails present |
| Max daily gain | +2.98% | Largest up move |
| Max daily loss | -2.79% | Largest down move |
| Highest close price | 1.37253 | 04 March 2011 |
| Lowest close price | 1.00469 | 21 April 2015 |
Avg. Daily Volume & Range
Daily Returns Histogram (Conceptual)
Unlock the Complete AUD/NZD Dataset
| Feature | Free | Pro |
|---|---|---|
| Row limit | 100 | All |
| Streak pages | ✓ | ✓ |
| Calc columns | — | ✓ |
| CSV export | ✗ | ✓ |
| Pro datasets | ✗ | ✓ |