AUD/USD Complete
Statistics & Probabilities
Comprehensive data insights from 8,049 trading days spanning 32 years of market history. Dataset covers 1993–2023 across daily, weekly, and monthly timeframes.
Daily Close Bias
Bull vs Bear Day Split
Historical Data Range
Bullish vs Bearish Counts
Volatility Statistics
AUD/USD sits between AUD/USD and USD/JPY — moderate tail risk driven by commodity cycle shocks and risk-off episodes. The GFC (Nov 2008) produced both the largest single-day gain (+7.86%) and loss (−7.59%) within just 13 days of each other.
Near-symmetric distribution with mild negative skew (−0.25) and moderate fat tails (kurtosis 2.14). 6.75% total return range — the tightest across all four tracked pairs.
Key Trading Insights
52.2% bullish — strongest daily bias of all four pairs
AUD/USD has the most pronounced daily bullish tilt in the dataset. The 4.4% gap between bulls and bears is meaningful over 32 years.
53.1% weekly · 51.4% monthly closes bullish
Unlike AUD/JPY which flips bearish monthly, the Aussie maintains a bullish lean across daily, weekly, and monthly timeframes simultaneously.
65.15% higher highs on up days
On bullish days, 2 in 3 sessions print a higher high. Consistent with AUD/USD, USD/JPY, and AUD/JPY — a universal forex pattern.
64.34% lower lows on down days
Sellers control structure on bearish days — nearly 2 in 3 red closes make lower lows. A near-identical pattern to AUD/JPY.
Kurtosis 2.14 — most contained tails
AUD/USD has the lowest kurtosis across all four pairs, meaning extreme daily moves occur less frequently than in AUD/JPY or USD/JPY.
+7.86% and −7.59% within 13 days
The largest single-day gain and loss in the dataset both occurred in November 2008 during the GFC — a rare symmetric crash-and-rally event.
Explore Related AUD/USD Data
Daily Close Probability Calendar
Month-by-month calendar view of AUD/USD daily close probabilities broken down by day of week and date.
Bullish Streak Probabilities
Continuation and reversal odds after consecutive bullish closes on AUD/USD daily candles.
Higher High Streak Probabilities
Frequency and reversal probability of consecutive daily higher highs forming on AUD/USD.
Lower Low Streak Probabilities
Frequency and reversal probability of consecutive daily lower lows forming on AUD/USD.
Open – Close Range Probabilities
How far from the daily open price closes on bullish and bearish days — range percentile distributions for AUD/USD.
AUD/USD Data Hub
The full AUD/USD dataset library — streaks, ranges, calendars, and key statistics in one place.