Largest Top 5 Daily Range by year- AUD/JPY

Here are three types of Daily Range in this article.
[Daily Range 1] Difference between High and Close*1 (=High – Close*1)
[Daily Range 2] Difference between Close*1 and Low (=Close*1 – Low)
[Daily Range 3] Difference between High and Low (=High – Low)

*1 Closing price in the previous trading day
** Data till November 15, 2024 is used
** Refer to “Largest Top 5 Daily Range by year” for the description of tables below

Daily Range 1: Difference between High and Close(=High – Close)

There is just one day when Daily Range exceeds 4.0 since 2005 except the 2008 financial crisis; this figure, 4.0, can be an indicator in an upward direction for FX Swap Point Arbitrage trading.

2024	Range	3	2.33	2.12	1.85	1.72
	Date	8/7	4/29	10/2	8/6	4/26
2023	Range	2.74	2.35	2	1.81	1.69
	Date	1/4	1/18	7/31	12/19	1/20
2022	Range	2.44	2	1.86	1.81	1.81
	Date	3/28	4/28	3/22	10/3	4/19
2021	Range	1.55	1.15	1.13	1.12	1.08
	Date	10/11	9/23	2/24	3/1	2/19
2020	Range	3.16	2.45	2.1	2.09	1.86
	Date	3/19	3/13	3/20	11/9	6/2
2019	Range	1.89	1.87	1.15	1.13	1.1
	Date	8/13	1/4	1/25	8/6	8/15
2018	Range	1.38	1.24	1.23	1.19	1.12
	Date	11/1	3/9	12/26	4/10	6/4
2017	Range	1.42	1.33	1.18	1.12	1.05
	Date	4/24	7/18	1/3	9/11	9/15
2016	Range	2.91	2.46	2.22	1.86	1.86
	Date	7/12	6/23	1/29	3/11	1/21
2015	Range	2.43	1.94	1.81	1.78	1.61
	Date	8/25	4/28	9/8	8/4	6/2
2014	Range	2.59	2.4	1.96	1.76	1.38
	Date	2/4	10/31	3/6	11/11	2/11
2013	Range	3.27	2.2	2.14	1.94	1.91
	Date	4/4	4/16	9/2	5/3	6/12
2012	Range	2.11	1.96	1.41	1.37	1.31
	Date	6/29	6/6	9/6	9/14	4/12
2011	Range	4.13	2.83	2.72	2.41	2.41
	Date	3/18	10/31	10/12	10/27	11/28
2010	Range	3.76	3.75	3.22	2.61	2.22
	Date	5/27	5/10	5/7	9/15	5/21
2009	Range	3.28	3.2	3.06	2.86	2.76
	Date	2/6	4/29	2/5	3/31	3/23
2008	Range	7.32	6.62	6.36	4.84	4.65
	Date	10/28	10/13	10/9	9/19	11/13
2007	Range	3.54	3.43	3.21	2.96	2.72
	Date	11/13	12/12	9/18	8/23	8/20
2006	Range	1.26	1.23	1.08	1.02	0.94
	Date	6/8	5/3	1/25	7/12	4/19
2005	Range	1.24	1.17	0.97	0.94	0.88
	Date	12/1	9/8	7/20	12/28	7/22

Daily Range 2: Difference between Close and Low (=Close – Low)

There are four days when Daily Range exceeds 6.0 since 2005 except the 2008 financial crisis; this figure, 6.0, can be an indicator in a downward direction for FX Swap Point Arbitrage trading.

2024	Range	5.43	2.43	2.3	2.16	2.13
	Date	8/5	7/31	5/1	9/3	7/25
2023	Range	2.74	2.34	2.33	1.98	1.87
	Date	12/7	3/15	10/3	1/3	7/27
2022	Range	4.74	2.93	2.32	2.15	2.05
	Date	12/20	5/12	7/1	6/13	8/15
2021	Range	2.48	1.64	1.52	1.48	1.45
	Date	11/26	2/26	3/23	12/3	7/8
2020	Range	5.88	3.4	2.96	2.7	2.7
	Date	3/9	3/16	3/18	3/12	2/28
2019	Range	3.7	1.55	1.52	1.28	1.25
	Date	1/3	8/1	2/6	8/14	1/2
2018	Range	1.56	1.49	1.46	1.46	1.42
	Date	5/23	5/29	2/14	6/19	2/5
2017	Range	1.67	1.31	1.3	1.25	1.23
	Date	5/17	8/29	10/25	4/11	7/21
2016	Range	8.81	4.81	2.97	2.89	2.88
	Date	6/24	11/9	6/16	1/15	2/11
2015	Range	7.69	2.57	2.41	2.14	2.05
	Date	8/24	9/1	2/3	9/4	1/14
2014	Range	2.31	2.07	1.78	1.62	1.6
	Date	1/23	1/24	10/16	1/16	12/9
2013	Range	4.5	3.44	3.02	2.73	2.63
	Date	4/15	6/11	2/25	5/23	6/7
2012	Range	2.17	1.85	1.79	1.72	1.66
	Date	3/6	3/22	6/1	7/12	6/25
2011	Range	4.33	3.17	3.16	2.92	2.7
	Date	3/17	3/15	8/8	9/22	8/9
2010	Range	8.39	5.3	4.09	3.63	3.22
	Date	5/6	5/20	2/4	5/19	6/4
2009	Range	3.88	3.67	3.52	2.99	2.94
	Date	7/8	2/10	4/20	1/12	10/28
2008	Range	11.06	10.14	7.95	5.22	5.19
	Date	10/6	10/24	10/8	10/15	10/10
2007	Range	7.91	5.76	4.45	4.21	3.84
	Date	8/16	11/12	11/21	8/17	11/9
2006	Range	2.05	2.02	1.62	1.33	1.22
	Date	4/24	3/17	5/15	2/10	5/8
2005	Range	2.15	1.9	1.25	1.2	1.07
	Date	12/14	12/15	10/5	7/21	12/16

Daily Range 3: Difference between High and Low (=High – Low)

2024	Range	5.23	4.12	3.02	2.89	2.78
	Date	8/5	4/29	8/7	5/1	7/31
2023	Range	2.99	2.88	2.87	2.77	2.6
	Date	7/28	1/4	3/15	12/7	1/18
2022	Range	5.01	3.01	2.84	2.74	2.65
	Date	12/20	5/12	9/22	10/21	3/28
2021	Range	2.47	1.84	1.72	1.64	1.59
	Date	11/26	2/26	10/11	6/17	3/23
2020	Range	5.69	5.05	3.22	2.94	2.86
	Date	3/19	3/9	3/18	3/12	2/28
2019	Range	3.67	2.12	2.07	1.95	1.92
	Date	1/3	8/26	1/4	8/13	8/1
2018	Range	1.68	1.64	1.61	1.6	1.59
	Date	2/6	2/5	5/30	2/14	5/23
2017	Range	1.7	1.7	1.67	1.58	1.45
	Date	8/29	5/17	7/18	9/15	9/21
2016	Range	9.6	5.19	3.33	3.27	3.15
	Date	6/24	11/9	2/11	1/15	7/12
2015	Range	7.36	2.82	2.72	2.68	2.59
	Date	8/24	9/1	8/25	2/3	9/10
2014	Range	2.67	2.56	2.42	2.35	2.12
	Date	2/4	10/31	1/23	1/24	1/29
2013	Range	4.66	3.71	3.65	3.61	3.27
	Date	4/15	6/11	2/25	4/4	6/13
2012	Range	2.46	2.28	2.03	2.02	1.98
	Date	6/29	3/6	3/22	6/6	4/10
2011	Range	4.09	4.03	3.45	3.42	3.39
	Date	3/18	3/17	9/22	8/9	3/15
2010	Range	8.69	5.56	4.06	3.92	3.74
	Date	5/6	5/20	2/4	5/27	5/7
2009	Range	3.96	3.86	3.79	3.67	3.55
	Date	7/8	4/20	2/6	2/10	2/5
2008	Range	11.08	10.85	8.97	7.65	6.53
	Date	10/24	10/6	10/8	10/28	10/9
2007	Range	7.69	5.83	4.64	4.62	4.42
	Date	8/16	8/17	11/21	11/12	11/9
2006	Range	2.19	1.47	1.47	1.44	1.44
	Date	3/17	4/24	2/10	5/3	9/7
2005	Range	2.2	2.17	1.5	1.32	1.24
	Date	12/14	12/15	7/21	12/22	10/5