Largest Top 5 Daily Range by year-CAD/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 seven days when Daily Range exceeds 3.0 since 2005 except the 2008 financial crisis; this figure, 3.0, can be an indicator in an upward direction for FX Swap Point Arbitrage trading.

2024	Range	2.85	2.09	1.78	1.69	1.58
	Date	8/7	10/2	4/29	8/6	4/26
2023	Range	2.59	2.53	2.08	1.69	1.66
	Date	1/4	1/18	4/28	12/19	3/29
2022	Range	2.27	2.16	2	1.94	1.78
	Date	4/28	3/28	9/6	6/17	5/13
2021	Range	1.37	1.25	1.17	1.14	1.14
	Date	7/21	9/23	9/22	12/6	8/23
2020	Range	3.3	2.44	2.19	2.06	1.52
	Date	3/13	3/10	11/9	3/19	3/12
2019	Range	1.52	1.25	1.23	1.09	0.94
	Date	8/13	10/11	1/4	9/4	8/26
2018	Range	1.45	1.33	1.29	1.23	1.2
	Date	5/30	1/5	4/3	10/1	5/9
2017	Range	1.66	1.58	1.47	1.42	1.39
	Date	9/11	9/6	7/7	4/24	1/24
2016	Range	2.45	2.27	2.25	2.17	2.07
	Date	7/12	4/22	1/29	6/23	3/1
2015	Range	2.1	1.86	1.55	1.53	1.42
	Date	8/25	8/27	6/5	2/5	7/10
2014	Range	2.28	1.91	1.44	1.35	1.34
	Date	10/31	12/17	11/14	3/6	11/3
2013	Range	3.5	2.15	1.87	1.86	1.78
	Date	4/4	3/8	1/17	6/10	4/16
2012	Range	1.64	1.44	1.43	1.3	1.3
	Date	6/29	2/29	4/17	9/6	11/15
2011	Range	3.47	3.29	2.68	2.08	1.98
	Date	3/18	10/31	8/4	4/1	10/12
2010	Range	3.97	3.91	2.87	2.69	2.57
	Date	5/10	5/7	5/27	9/15	6/2
2009	Range	2.81	2.77	2.54	2.54	2.44
	Date	1/5	7/23	2/5	1/28	2/24
2008	Range	5.09	4.19	4.02	3.85	3.66
	Date	10/28	11/13	10/13	11/24	10/29
2007	Range	3.01	2.86	2.77	2.7	2.68
	Date	11/2	11/13	9/18	8/23	8/17
2006	Range	1.56	1.5	1.37	1.34	1.33
	Date	8/7	8/11	6/9	2/17	7/14
2005	Range	1.32	1.3	1.1	0.96	0.85
	Date	11/4	12/28	10/26	11/25	11/1

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

There are ten days when Daily Range exceeds 4.0 since 2005 except the 2008 financial crisis; this figure, 4.0, can be an indicator in a downward direction for FX Swap Point Arbitrage trading.

2024	Range	3.92	3.08	2.91	2.49	2.39
	Date	8/5	5/1	7/11	9/27	4/29
2023	Range	4.06	2.16	2.14	2.04	1.67
	Date	12/7	1/12	3/15	10/3	3/17
2022	Range	4.45	2.93	2.34	2.27	2.19
	Date	12/20	11/10	9/22	5/12	10/21
2021	Range	2.8	1.83	1.52	1.47	1.34
	Date	11/26	7/19	7/8	7/6	9/20
2020	Range	4.81	2.97	2.03	1.75	1.52
	Date	3/9	3/16	3/18	2/28	3/27
2019	Range	2.29	1.41	1.33	1.11	1.09
	Date	1/3	8/1	8/14	5/31	10/2
2018	Range	1.83	1.62	1.55	1.48	1.27
	Date	1/10	2/5	5/23	12/20	10/10
2017	Range	1.8	1.37	1.3	1.26	1.14
	Date	5/17	2/28	2/6	10/25	1/23
2016	Range	7.03	4.28	2.8	2.78	2.12
	Date	6/24	11/9	6/16	4/28	4/7
2015	Range	5.28	2.95	2.22	1.96	1.9
	Date	8/24	1/21	9/1	1/30	7/8
2014	Range	1.93	1.91	1.88	1.69	1.61
	Date	12/16	12/10	1/23	12/9	12/15
2013	Range	3.33	3.18	3.05	2.17	2.12
	Date	4/15	6/11	2/25	6/13	5/23
2012	Range	1.74	1.66	1.66	1.42	1.41
	Date	3/22	5/17	3/6	6/1	4/10
2011	Range	3.3	2.87	2.3	2.22	1.96
	Date	3/17	3/15	9/22	8/8	4/18
2010	Range	9.43	4.84	3.24	2.92	2.69
	Date	5/6	5/20	2/4	6/4	4/27
2009	Range	2.97	2.78	2.69	2.66	2.53
	Date	2/10	7/8	4/20	1/12	10/30
2008	Range	7.18	6.58	5.34	4.67	4.52
	Date	10/24	10/6	10/22	10/10	11/12
2007	Range	5.07	4.06	3.53	3.36	3.3
	Date	11/12	8/16	11/7	7/26	11/9
2006	Range	2.09	2.05	1.72	1.71	1.67
	Date	4/24	2/10	1/6	2/23	1/5
2005	Range	2.98	1.84	1.16	1.05	0.91
	Date	12/14	12/15	11/7	12/22	11/8

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

2024	Range	4.17	3.79	3.47	3.22	2.95
	Date	4/29	8/5	9/27	5/1	7/11
2023	Range	4.08	2.91	2.84	2.65	2.47
	Date	12/7	1/4	1/18	3/15	7/28
2022	Range	4.92	3.52	3.5	2.94	2.86
	Date	12/20	9/22	10/21	11/10	6/16
2021	Range	2.75	1.86	1.74	1.6	1.59
	Date	11/26	7/19	7/21	7/6	7/8
2020	Range	3.36	3.08	2.77	2.55	2.37
	Date	3/13	3/9	3/10	3/12	3/16
2019	Range	2.44	1.84	1.63	1.59	1.34
	Date	1/3	8/13	8/26	8/1	8/14
2018	Range	1.86	1.75	1.64	1.62	1.58
	Date	1/10	5/30	2/5	1/17	5/23
2017	Range	1.96	1.91	1.77	1.66	1.55
	Date	9/6	7/12	5/17	9/15	7/7
2016	Range	7.76	4.64	3.09	2.78	2.74
	Date	6/24	11/9	4/28	6/16	7/12
2015	Range	5.09	2.98	2.5	2.43	2.27
	Date	8/24	1/21	8/25	2/3	9/1
2014	Range	2.41	2.11	2	1.97	1.91
	Date	10/31	12/16	12/10	1/23	12/17
2013	Range	3.78	3.75	3.43	3.38	2.75
	Date	2/25	4/4	6/11	4/15	6/7
2012	Range	1.95	1.89	1.86	1.81	1.77
	Date	6/29	2/27	4/10	3/22	5/17
2011	Range	3.51	3.36	3.32	3.13	2.63
	Date	10/31	3/17	3/18	3/15	9/22
2010	Range	9.7	5.1	4.63	3.49	3.34
	Date	5/6	5/20	5/7	2/4	6/4
2009	Range	3.08	2.97	2.97	2.92	2.92
	Date	1/21	6/3	2/10	4/20	8/12
2008	Range	7.81	6.64	5.83	5.72	5.69
	Date	10/24	10/6	10/22	10/28	10/29
2007	Range	5.21	4.61	4.53	4.47	4.06
	Date	8/17	11/9	11/12	11/7	11/15
2006	Range	2.07	1.98	1.98	1.78	1.7
	Date	2/10	1/6	1/5	2/7	8/11
2005	Range	3.22	2.17	1.39	1.37	1.36
	Date	12/14	12/15	12/19	12/28	10/26