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
Contents
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.
2024 | Range | 0.27 | 0.22 | 0.2 | 0.16 | 0.16 |
Date | 8/7 | 4/26 | 10/2 | 6/28 | 8/15 | |
2023 | Range | 0.23 | 0.21 | 0.2 | 0.19 | 0.18 |
Date | 10/31 | 7/28 | 4/13 | 1/18 | 12/19 | |
2022 | Range | 0.29 | 0.25 | 0.24 | 0.23 | 0.22 |
Date | 9/13 | 6/17 | 3/28 | 3/24 | 12/5 | |
2021 | Range | 0.16 | 0.16 | 0.15 | 0.14 | 0.14 |
Date | 6/22 | 6/2 | 1/29 | 9/23 | 8/2 | |
2020 | Range | 0.38 | 0.34 | 0.28 | 0.22 | 0.22 |
Date | 3/13 | 3/10 | 11/9 | 10/29 | 8/3 | |
2019 | Range | 0.28 | 0.22 | 0.21 | 0.21 | 0.2 |
Date | 1/4 | 10/11 | 8/13 | 4/1 | 9/4 | |
2018 | Range | 0.25 | 0.24 | 0.23 | 0.22 | 0.21 |
Date | 8/14 | 7/12 | 11/13 | 2/6 | 9/20 | |
2017 | Range | 0.49 | 0.25 | 0.24 | 0.21 | 0.2 |
Date | 12/18 | 12/15 | 4/24 | 2/14 | 6/1 | |
2016 | Range | 0.29 | 0.28 | 0.28 | 0.26 | 0.26 |
Date | 6/28 | 1/29 | 11/7 | 6/24 | 3/1 | |
2015 | Range | 0.47 | 0.3 | 0.29 | 0.22 | 0.21 |
Date | 12/14 | 4/3 | 8/25 | 2/5 | 9/8 | |
2014 | Range | 0.27 | 0.26 | 0.23 | 0.21 | 0.2 |
Date | 12/17 | 10/31 | 2/4 | 3/4 | 1/30 | |
2013 | Range | 0.46 | 0.31 | 0.28 | 0.26 | 0.25 |
Date | 4/4 | 4/8 | 2/1 | 6/27 | 4/16 | |
2012 | Range | 0.35 | 0.32 | 0.25 | 0.25 | 0.24 |
Date | 6/29 | 8/3 | 4/17 | 2/24 | 9/6 | |
2011 | Range | 0.56 | 0.47 | 0.39 | 0.39 | 0.37 |
Date | 3/18 | 9/23 | 9/27 | 10/31 | 10/4 | |
2010 | Range | 0.65 | 0.52 | 0.48 | 0.39 | 0.33 |
Date | 5/10 | 5/7 | 5/27 | 9/15 | 5/26 | |
2009 | Range | 0.48 | 0.47 | 0.47 | 0.47 | 0.45 |
Date | 11/4 | 4/2 | 5/28 | 2/5 | 5/18 | |
2008 | Range | 1.61 | 1.17 | 0.83 | 0.79 | 0.63 |
Date | 10/29 | 10/28 | 12/25 | 11/24 | 11/14 |
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.
2024 | Range | 0.43 | 0.23 | 0.21 | 0.19 | 0.19 |
Date | 8/5 | 7/17 | 5/30 | 11/8 | 8/2 | |
2023 | Range | 0.25 | 0.24 | 0.22 | 0.22 | 0.21 |
Date | 12/18 | 3/15 | 12/7 | 3/16 | 5/11 | |
2022 | Range | 0.46 | 0.37 | 0.29 | 0.25 | 0.24 |
Date | 12/1 | 12/20 | 6/16 | 5/5 | 6/10 | |
2021 | Range | 0.32 | 0.31 | 0.26 | 0.2 | 0.2 |
Date | 1/11 | 11/26 | 2/25 | 8/5 | 10/21 | |
2020 | Range | 0.95 | 0.41 | 0.4 | 0.37 | 0.35 |
Date | 3/9 | 3/16 | 4/2 | 1/3 | 3/18 | |
2019 | Range | 0.4 | 0.28 | 0.24 | 0.23 | 0.2 |
Date | 1/3 | 8/1 | 3/22 | 10/30 | 8/14 | |
2018 | Range | 0.91 | 0.33 | 0.32 | 0.3 | 0.3 |
Date | 8/13 | 8/20 | 8/10 | 8/15 | 8/30 | |
2017 | Range | 0.36 | 0.29 | 0.28 | 0.26 | 0.24 |
Date | 3/27 | 5/18 | 5/17 | 3/28 | 3/31 | |
2016 | Range | 1.2 | 0.65 | 0.64 | 0.38 | 0.35 |
Date | 6/24 | 11/9 | 1/11 | 10/11 | 11/10 | |
2015 | Range | 0.85 | 0.77 | 0.33 | 0.31 | 0.31 |
Date | 12/9 | 8/24 | 6/29 | 12/11 | 9/4 | |
2014 | Range | 0.38 | 0.31 | 0.29 | 0.29 | 0.29 |
Date | 1/29 | 1/2 | 1/23 | 12/8 | 1/13 | |
2013 | Range | 0.61 | 0.38 | 0.36 | 0.35 | 0.35 |
Date | 4/15 | 6/7 | 6/11 | 9/20 | 6/10 | |
2012 | Range | 0.34 | 0.32 | 0.3 | 0.3 | 0.29 |
Date | 10/5 | 5/30 | 4/10 | 3/6 | 6/1 | |
2011 | Range | 0.67 | 0.64 | 0.62 | 0.62 | 0.48 |
Date | 3/17 | 9/21 | 8/9 | 8/8 | 3/15 | |
2010 | Range | 1.28 | 0.8 | 0.68 | 0.49 | 0.39 |
Date | 5/6 | 5/20 | 2/4 | 5/19 | 2/25 | |
2009 | Range | 3.39 | 1.15 | 1.13 | 0.76 | 0.72 |
Date | 10/30 | 11/2 | 1/23 | 1/12 | 3/18 | |
2008 | Range | 1.14 | 0.78 | 0.75 | 0.73 | 0.68 |
Date | 11/6 | 12/1 | 11/11 | 11/12 | 11/17 |
Daily Range 3: Difference between High and Low (=High – Low)
2024 | Range | 0.43 | 0.3 | 0.28 | 0.27 | 0.26 |
Date | 8/5 | 4/29 | 5/1 | 8/7 | 4/26 | |
2023 | Range | 0.31 | 0.28 | 0.27 | 0.27 | 0.26 |
Date | 7/28 | 7/27 | 12/18 | 3/15 | 3/16 | |
2022 | Range | 0.46 | 0.41 | 0.35 | 0.35 | 0.35 |
Date | 12/1 | 12/20 | 9/13 | 6/16 | 5/3 | |
2021 | Range | 0.34 | 0.29 | 0.28 | 0.27 | 0.26 |
Date | 1/11 | 2/25 | 11/26 | 6/22 | 2/26 | |
2020 | Range | 0.78 | 0.48 | 0.45 | 0.42 | 0.38 |
Date | 3/9 | 4/6 | 4/2 | 3/13 | 3/18 | |
2019 | Range | 0.46 | 0.31 | 0.3 | 0.27 | 0.26 |
Date | 1/3 | 1/4 | 8/1 | 3/22 | 8/13 | |
2018 | Range | 0.89 | 0.44 | 0.41 | 0.4 | 0.39 |
Date | 8/13 | 8/20 | 12/27 | 8/16 | 5/21 | |
2017 | Range | 0.72 | 0.37 | 0.31 | 0.3 | 0.3 |
Date | 12/18 | 3/27 | 3/30 | 4/4 | 5/18 | |
2016 | Range | 1.46 | 0.66 | 0.59 | 0.43 | 0.4 |
Date | 6/24 | 11/9 | 1/11 | 11/10 | 10/11 | |
2015 | Range | 0.87 | 0.77 | 0.44 | 0.4 | 0.39 |
Date | 12/9 | 8/24 | 6/5 | 12/11 | 4/3 | |
2014 | Range | 0.5 | 0.35 | 0.34 | 0.33 | 0.32 |
Date | 1/29 | 12/16 | 1/2 | 1/24 | 1/23 | |
2013 | Range | 0.59 | 0.5 | 0.5 | 0.48 | 0.45 |
Date | 4/15 | 6/13 | 4/4 | 8/22 | 2/25 | |
2012 | Range | 0.52 | 0.38 | 0.37 | 0.35 | 0.34 |
Date | 6/29 | 10/5 | 8/3 | 4/10 | 5/30 | |
2011 | Range | 0.9 | 0.69 | 0.65 | 0.6 | 0.57 |
Date | 8/9 | 9/21 | 3/17 | 10/12 | 8/8 | |
2010 | Range | 1.42 | 0.86 | 0.68 | 0.6 | 0.59 |
Date | 5/6 | 5/20 | 2/4 | 5/10 | 5/7 | |
2009 | Range | 3.49 | 1.21 | 1.21 | 0.93 | 0.85 |
Date | 10/30 | 11/2 | 1/23 | 3/18 | 1/12 | |
2008 | Range | 1.87 | 1.24 | 1.21 | 1.2 | 1.17 |
Date | 10/29 | 11/24 | 11/14 | 11/6 | 10/28 |