FX Tool

Largest Top 5 Daily Range by year- ZAR/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 0.6 since 2009; this figure, 0.6, can be an indicator in an upward direction for FX Swap Point Arbitrage trading.

2024Range0.270.220.20.160.16
Date8/74/2610/26/288/15
2023Range0.230.210.20.190.18
Date10/317/284/131/1812/19
2022Range0.290.250.240.230.22
Date9/136/173/283/2412/5
2021Range0.160.160.150.140.14
Date6/226/21/299/238/2
2020Range0.380.340.280.220.22
Date3/133/1011/910/298/3
2019Range0.280.220.210.210.2
Date1/410/118/134/19/4
2018Range0.250.240.230.220.21
Date8/147/1211/132/69/20
2017Range0.490.250.240.210.2
Date12/1812/154/242/146/1
2016Range0.290.280.280.260.26
Date6/281/2911/76/243/1
2015Range0.470.30.290.220.21
Date12/144/38/252/59/8
2014Range0.270.260.230.210.2
Date12/1710/312/43/41/30
2013Range0.460.310.280.260.25
Date4/44/82/16/274/16
2012Range0.350.320.250.250.24
Date6/298/34/172/249/6
2011Range0.560.470.390.390.37
Date3/189/239/2710/3110/4
2010Range0.650.520.480.390.33
Date5/105/75/279/155/26
2009Range0.480.470.470.470.45
Date11/44/25/282/55/18
2008Range1.611.170.830.790.63
Date10/2910/2812/2511/2411/14

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

There is five days when Daily Range exceeds 0.7 since 2011; this figure, 0.7, can be an indicator in a downword direction for FX Swap Point Arbitrage trading, ignoring 2008 through 2010 when the prices are volatile.

2024Range0.430.230.210.190.19
Date8/57/175/3011/88/2
2023Range0.250.240.220.220.21
Date12/183/1512/73/165/11
2022Range0.460.370.290.250.24
Date12/112/206/165/56/10
2021Range0.320.310.260.20.2
Date1/1111/262/258/510/21
2020Range0.950.410.40.370.35
Date3/93/164/21/33/18
2019Range0.40.280.240.230.2
Date1/38/13/2210/308/14
2018Range0.910.330.320.30.3
Date8/138/208/108/158/30
2017Range0.360.290.280.260.24
Date3/275/185/173/283/31
2016Range1.20.650.640.380.35
Date6/2411/91/1110/1111/10
2015Range0.850.770.330.310.31
Date12/98/246/2912/119/4
2014Range0.380.310.290.290.29
Date1/291/21/2312/81/13
2013Range0.610.380.360.350.35
Date4/156/76/119/206/10
2012Range0.340.320.30.30.29
Date10/55/304/103/66/1
2011Range0.670.640.620.620.48
Date3/179/218/98/83/15
2010Range1.280.80.680.490.39
Date5/65/202/45/192/25
2009Range3.391.151.130.760.72
Date10/3011/21/231/123/18
2008Range1.140.780.750.730.68
Date11/612/111/1111/1211/17

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

2024Range0.430.30.280.270.26
Date8/54/295/18/74/26
2023Range0.310.280.270.270.26
Date7/287/2712/183/153/16
2022Range0.460.410.350.350.35
Date12/112/209/136/165/3
2021Range0.340.290.280.270.26
Date1/112/2511/266/222/26
2020Range0.780.480.450.420.38
Date3/94/64/23/133/18
2019Range0.460.310.30.270.26
Date1/31/48/13/228/13
2018Range0.890.440.410.40.39
Date8/138/2012/278/165/21
2017Range0.720.370.310.30.3
Date12/183/273/304/45/18
2016Range1.460.660.590.430.4
Date6/2411/91/1111/1010/11
2015Range0.870.770.440.40.39
Date12/98/246/512/114/3
2014Range0.50.350.340.330.32
Date1/2912/161/21/241/23
2013Range0.590.50.50.480.45
Date4/156/134/48/222/25
2012Range0.520.380.370.350.34
Date6/2910/58/34/105/30
2011Range0.90.690.650.60.57
Date8/99/213/1710/128/8
2010Range1.420.860.680.60.59
Date5/65/202/45/105/7
2009Range3.491.211.210.930.85
Date10/3011/21/233/181/12
2008Range1.871.241.211.21.17
Date10/2911/2411/1411/610/28