EUR/NZD Complete
Statistics & Probabilities
Comprehensive data insights from 5,654 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: slightly right-skewed (+0.18) and slightly platykurtic (kurtosis 2.76 — marginally thinner tails than a normal distribution). Zero mean return reflects the pair's trendless drift. 7.29% total price change range over 22 years.
Key Trading Insights
52.8% bearish vs 46.9% bullish
EUR/NZD has the second-strongest bearish daily bias in the SFD library at 52.8% — exceeded only by EUR/NZD's structural bearish lean. The bias is confirmed at every timeframe: weekly (48.1% bullish), monthly (47.9%), and daily all lean the same direction.
71.85% lower highs on down days
On bearish days, over 7 in 10 sessions cap with a lower high (71.85%), with 69.64% also printing a lower low. EUR/NZD's downside structure is among the cleanest in the SFD cross-pair dataset — sellers are consistent and decisive.
69.94% higher lows on up days
Despite the overall bearish drift, bullish days show clean momentum — 7 in 10 sessions hold a higher low, with 67.85% also making a higher high. EUR/NZD trends well in both directions on the day it commits.
Mean of 0.000% — neutral long-run drift
EUR/NZD's mean daily return is precisely 0.000% — the only pair in the SFD dataset with no measurable long-run drift. Despite the directional bearish count bias, the magnitude of bullish days offsets bearish ones exactly over 22 years. Day count and return drift tell different stories.
Kurtosis 2.76 — slightly platykurtic
With kurtosis below 3 (true normal), EUR/NZD is one of only two pairs in the SFD library with platykurtic returns — meaning tail events are actually slightly less common than a normal distribution would predict. Only EUR/NZD has a similarly well-behaved distribution, making EUR/NZD one of the more modellable pairs in the dataset.
From 2.56 to 1.40 over 6 years
EUR/NZD fell 45% from its March 2009 peak of 2.5588 (post-GFC EUR safe-haven surge) to an April 2015 low of 1.3987. The decline reflects NZD's commodity-driven strength, high RBNZ rates attracting carry flows, and the Eurozone's successive crises dampening EUR demand.
Explore Related EUR/NZD Data
Daily Close Probability Calendar
Month-by-month calendar view of EUR/NZD daily close probabilities broken down by day of week and date.
Bullish Streak Probabilities
Continuation and reversal odds after consecutive bullish closes on EUR/NZD daily candles.
Higher High Streak Probabilities
Frequency and reversal probability of consecutive daily higher highs forming on EUR/NZD.
Lower Low Streak Probabilities
Frequency and reversal probability of consecutive daily lower lows forming on EUR/NZD.
Open – Close Range Probabilities
How far from the daily open price closes on bullish and bearish days — range percentile distributions for EUR/NZD.
EUR/NZD Data Hub
The full EUR/NZD dataset library — streaks, ranges, calendars, and key statistics in one place.