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Complete Analysis · 24 Years of Market History

EUR/USD Complete
Statistics & Probabilities

Comprehensive data insights from 6,420 trading days spanning 24 years of market history. Dataset covers 1999–2023 across daily, weekly, and monthly timeframes.

Updated 31 Mar 2026 n = 6,420 days 1999–2023
Sample
6,420
Total trading days
Weekly
1,229
Total weeks analysed
Monthly
284
Total months in dataset
Coverage
24
Years of price history
Market Direction

Daily Close Bias

50.7% Bullish
49.2% Bearish
3,243 days 3,146 days
🟢 Bullish Day Structure 3,243 days
Higher High 66.54% 2,158 days
Higher Low 69.41% 2,251 days
Lower High 33.27% 1,079 days
Lower Low 30.03% 974 days
🔴 Bearish Day Structure 3,146 days
Lower Low 67.29% 2,117 days
Lower High 68.28% 2,148 days
Higher Low 32.64% 1,027 days
Higher High 31.12% 979 days
24-Year Distribution

Bull vs Bear Day Split

6,420 days
🟢 Bullish closes 50.7%
3,243
days out of 6,420
🔴 Bearish closes 49.2%
3,146
days out of 6,420
📅 Monthly bias 52.2%
Slightly bullish monthly closes. Weekly bias sits at 47.1%.
Dataset Overview

Historical Data Range

Start of range
04 Jan 1999
End of range
01 Jan 2023
Highest close
1.5990
22 Apr 2008
Lowest close
0.8274
25 Oct 2000
Largest gain
+3.46%
18 Mar 2009
Largest loss
−2.59%
03 Jan 2001
Avg daily volume
129,728
Peak volume day
2,763,921
20 Jun 2013
Statistical Distribution

Volatility Statistics

Daily returns · 6,420 obs.
0.001%
Mean
0.000%
Median
0.59%
Std Dev
0.007%
Std Error
1.83
Kurtosis
0.08
Skewness
+3.5%
Max Gain
−3.2%
Max Loss

Return distribution: near-symmetric with slight positive skew (0.08) and fat tails (kurtosis 1.83 above normal). 6.7% total price change range over 24 years.

Observations

Key Trading Insights

Nearly Even Split

50.7% bullish vs 49.2% bearish

EUR/USD shows near-perfect balance over 24 years — no dominant long-run directional edge on the daily close.

Bullish Momentum

66.54% higher highs on up days

On bullish days, 2 in 3 sessions make a higher high — suggesting strong upward momentum continuation on green days.

Bearish Conviction

67.29% lower lows on down days

Sellers control structure on bearish days — 67% of red closes make lower lows, confirming downside follow-through.

Monthly Bias

52.2% bullish monthly closes

Monthly timeframe shows a slight bullish tilt vs weekly data at 47.1%, suggesting macro drift favours longs over time.

Mid-Week Volatility

Wednesday peaks in volatility

Wednesday historically sees the highest intraday ranges, making it the key day for traders seeking larger directional moves.

Fat Tails

Kurtosis of 1.83 (leptokurtic)

Return distribution has fatter tails than a normal curve — extreme daily moves happen more often than models predict.

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