GBP/JPY Complete
Statistics & Probabilities
Comprehensive data insights from 5,730 trading days spanning 23 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 left-skewed (−0.18) with pronounced fat tails (kurtosis 8.00 — driven by the June 2016 Brexit flash crash of −12.83%). 13.40% total price change range over 23 years.
Key Trading Insights
51.4% bullish vs 48.5% bearish
GBP/JPY shows a narrow but consistent bullish daily close bias across 23 years — amplified significantly on the monthly timeframe where 56.3% of months close green.
74.40% higher lows on up days
On bullish days, nearly 3 in 4 sessions hold a higher low — the strongest intraday support-holding rate in the SFD major pairs dataset.
71.63% lower highs on down days
Sellers cap price decisively — on 71.63% of bearish days, GBP/JPY fails to reclaim the prior day's high, confirming clean downside structure.
56.3% of months close bullish
160 bullish vs 124 bearish months over 23 years — the strongest monthly directional edge among the pairs in the SFD dataset. Position traders take note.
−12.83% in a single day (Jun 2016)
The Brexit referendum result produced the largest single-day loss in the dataset. Kurtosis of 8.00 reflects this extreme tail event — GBP/JPY carries elevated gap risk around macro catalysts.
0.76% daily std dev — widest in G10
GBP/JPY's standard deviation of 0.76% per day is the highest among tracked pairs, driven by the compounding of GBP volatility with JPY carry dynamics. Not a pair for tight stops.
Explore Related GBP/JPY Data
Daily Close Probability Calendar
Month-by-month calendar view of GBP/JPY daily close probabilities broken down by day of week and date.
Bullish Streak Probabilities
Continuation and reversal odds after consecutive bullish closes on GBP/JPY daily candles.
Higher High Streak Probabilities
Frequency and reversal probability of consecutive daily higher highs forming on GBP/JPY.
Lower Low Streak Probabilities
Frequency and reversal probability of consecutive daily lower lows forming on GBP/JPY.
Open – Close Range Probabilities
How far from the daily open price closes on bullish and bearish days — range percentile distributions for GBP/JPY.
GBP/JPY Data Hub
The full GBP/JPY dataset library — streaks, ranges, calendars, and key statistics in one place.