USD/CAD Statistics & Probabilities
Comprehensive data insights from 11,179 trading days spanning 43 years of market history. Dataset covers 1980–2023 across daily, weekly, and monthly timeframes.
Daily Close Bias
Bull vs Bear Day Split
USD/CAD shows a slight bullish tilt — 51.6% of days close green over 43 years. 5,761 bullish vs 5,418 bearish days counted.
Historical Data Range
Bullish vs Bearish Counts
Volatility & Distribution
USD/CAD carries moderate tail risk — kurtosis of 4.91 sits well above USD/JPY and AUD/USD. The pair's fat tails reflect sensitivity to oil price shocks and North American macro events. The largest single-day loss (−8.12%) occurred 07 Oct 1998 during the Russia/LTCM crisis — an extreme outlier in a 43-year dataset.
Near-symmetric distribution with slight negative skew (−0.05) and moderate fat tails (kurtosis 4.91). 9.58% total return range — the Oct 1998 crash dominates the extreme loss tail.
Key Trading Insights
51.6% bullish — almost perfect market balance
USD/CAD shows near-perfect balance with a 51.6% bullish close rate across 43 years — one of the tightest splits across all tracked pairs.
65.39% higher highs on bullish days
Nearly two-thirds of bullish days push to a higher high — strong momentum continuation on green sessions, driven by oil and macro flows.
69.60% lower highs on bearish days
On red days, sellers drive a lower high nearly 70% of the time — clean bearish structure that traders can anticipate with high confidence.
Wednesday typically peaks in volatility
Wednesday consistently sees the highest intraday range across 43 years — driven by USD data events and mid-week liquidity expansion.
−8.12% on 07 Oct 1998 — LTCM crisis
The largest single-day loss in the dataset occurred during the Russia default and LTCM collapse — a systemic shock unlike any other in 43 years of history.
50.7% bullish months — fractional tilt
Monthly data shows a near-perfect split (144 bull / 140 bear) with only a fractional bullish edge — reinforcing USD/CAD's range-oscillating character.
Explore Related USD/CAD Data
Daily Close Probability Calendar
Month-by-month calendar view of USD/CAD daily close probabilities broken down by day of week and date.
Bullish Streak Probabilities
Continuation and reversal odds after consecutive bullish closes on USD/CAD daily candles.
Higher High Streak Probabilities
Frequency and reversal probability of consecutive daily higher highs forming on USD/CAD.
Lower Low Streak Probabilities
Frequency and reversal probability of consecutive daily lower lows forming on USD/CAD.
Open – Close Range Probabilities
How far from the daily open price closes on bullish and bearish days — range percentile distributions for USD/CAD.
USD/CAD Data Hub
The full USD/CAD dataset library — streaks, ranges, calendars, and key statistics in one place.