EUR/CAD Complete
Statistics & Probabilities
Comprehensive data insights from 5,731 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-perfectly normal — kurtosis of 2.98 is the closest to 3.0 (true normal) of any pair in the SFD dataset. Slightly right-skewed (+0.17) with a negative mean reflecting the long-run bearish drift. 7.29% total price change range over 22 years.
Key Trading Insights
52.3% bearish vs 47.5% bullish
EUR/CAD has a consistent bearish daily close bias across 22 years — one of only a handful of pairs in the SFD library where sellers have the structural daily edge. Confirmed by weekly data (50.8% bearish weeks) and a negative mean daily return.
71.64% lower highs on down days
On bearish days, sellers cap the rally on over 7 in 10 sessions, with 69.57% also printing a lower low. The bearish intraday structure is decisive and clean — well-suited to momentum-based short strategies.
70.34% higher lows on up days
When EUR/CAD does close bullish, 7 in 10 sessions hold a higher low — clean intraday support structure. The pair trends well in both directions once committed, making it strong for breakout trading.
Kurtosis of 2.98 — closest to normal
With kurtosis of 2.98 (true normal = 3.0), EUR/CAD has the most normally distributed daily returns in the SFD dataset — no single black-swan event dominates the tail profile. A modeller's pair.
0.54% daily std dev — second tightest
EUR/CAD's 0.54% standard deviation is the second lowest in the SFD cross-pair library, just below AUD/CAD's 0.56%. Both currencies have deep institutional liquidity, dampening daily volatility relative to other cross pairs.
Mean and median both negative
Both mean (−0.002%) and median (−0.001%) daily returns are negative — EUR/CAD has been in a structural long-term downtrend over the 22-year sample, from a peak of 1.7185 in December 2008 to 1.2155 by August 2012.
Explore Related EUR/CAD Data
Daily Close Probability Calendar
Month-by-month calendar view of EUR/CAD daily close probabilities broken down by day of week and date.
Bullish Streak Probabilities
Continuation and reversal odds after consecutive bullish closes on EUR/CAD daily candles.
Higher High Streak Probabilities
Frequency and reversal probability of consecutive daily higher highs forming on EUR/CAD.
Lower Low Streak Probabilities
Frequency and reversal probability of consecutive daily lower lows forming on EUR/CAD.
Open – Close Range Probabilities
How far from the daily open price closes on bullish and bearish days — range percentile distributions for EUR/CAD.
EUR/CAD Data Hub
The full EUR/CAD dataset library — streaks, ranges, calendars, and key statistics in one place.