Largest Top 5 Daily Range by year-EUR/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 ten days when Daily Range exceeds 3.7 since 2005 except the 2008 financial crisis; this figure, 3.7, can be an indicator in an upward direction for FX Swap Point Arbitrage trading.

2024	Range	3.64	2.99	2.76	2.33	2.1
	Date	8/7	10/2	4/29	8/6	1/4
2023	Range	3.37	2.69	2.59	2.59	2.56
	Date	1/18	4/28	10/31	12/19	1/4
2022	Range	3.41	2.58	2.5	2.37	2.33
	Date	3/28	9/7	6/17	4/28	3/9
2021	Range	1.42	1.18	1.16	1.16	1.01
	Date	10/11	9/23	12/8	2/25	5/27
2020	Range	3.38	2.43	2.3	1.92	1.85
	Date	3/13	11/9	3/10	2/19	6/2
2019	Range	1.52	1.42	1.23	1.21	1.18
	Date	8/13	1/25	10/11	1/4	9/5
2018	Range	1.92	1.77	1.67	1.65	1.59
	Date	5/30	3/26	8/21	6/29	9/13
2017	Range	3.33	2.42	2.39	1.69	1.51
	Date	4/24	6/27	4/25	9/15	11/30
2016	Range	2.94	2.78	2.74	2.54	2.22
	Date	6/23	7/11	7/12	1/29	7/27
2015	Range	3.7	3.44	3.28	2.51	2.35
	Date	12/3	7/10	3/18	6/2	4/29
2014	Range	3	2.44	1.91	1.84	1.82
	Date	10/31	3/6	11/11	11/3	1/14
2013	Range	5.13	3.19	3.03	3.01	3
	Date	4/4	1/17	1/24	4/16	1/10
2012	Range	2.55	2.38	2.22	2.16	2.16
	Date	6/29	9/14	6/11	2/24	8/3
2011	Range	4.98	4.39	3.94	2.53	2.23
	Date	3/18	10/31	8/4	10/12	5/31
2010	Range	5.95	4.61	3.66	3.17	2.37
	Date	5/10	5/7	9/15	5/27	3/5
2009	Range	4.59	3.92	3.75	3.56	3.32
	Date	2/24	2/5	4/2	3/31	4/29
2008	Range	8.25	7.17	5.64	5.33	5.03
	Date	10/28	11/13	11/4	12/18	11/24
2007	Range	3.47	3.13	3.09	2.89	2.86
	Date	8/29	12/12	11/13	9/18	8/23
2006	Range	1.45	1.38	1.37	1.28	1.26
	Date	3/28	9/11	2/17	4/4	3/2
2005	Range	1.52	1.5	1.27	1.24	1.18
	Date	10/6	12/5	8/3	11/14	9/16

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

There are eight days when Daily Range exceeds 4.5 since 2005 except the 2008 financial crisis; this figure, 4.5, can be an indicator in a downward direction for FX Swap Point Arbitrage trading.

2024	Range	5.55	4.15	3.55	3.3	3.27
	Date	8/5	5/1	7/11	9/27	4/29
2023	Range	5.48	4.61	3.26	3.19	2.71
	Date	12/7	3/15	7/27	1/3	3/24
2022	Range	6.45	4.02	3.37	3.15	3.08
	Date	12/20	5/12	11/10	10/21	9/22
2021	Range	1.94	1.8	1.52	1.35	1.29
	Date	11/19	6/17	11/26	11/4	3/23
2020	Range	3.17	3.13	2.25	2.14	1.7
	Date	3/9	3/16	2/28	3/27	4/1
2019	Range	3.17	2.23	2.1	1.75	1.59
	Date	1/3	3/22	1/2	3/7	8/1
2018	Range	2.6	2.39	2.28	2.07	2.07
	Date	5/29	5/23	2/5	6/14	8/10
2017	Range	1.89	1.75	1.67	1.64	1.64
	Date	9/25	10/26	1/30	5/17	7/12
2016	Range	11.61	3.87	3.73	2.8	2.57
	Date	6/24	6/16	4/28	7/29	4/7
2015	Range	4.16	3.77	3.33	2.82	2.74
	Date	6/29	1/23	1/15	8/24	1/22
2014	Range	2.6	2.19	2.04	1.94	1.88
	Date	11/21	3/13	1/2	12/9	10/16
2013	Range	4.52	3.8	3.69	3.05	2.89
	Date	2/25	6/11	4/15	6/13	3/18
2012	Range	2.16	1.91	1.88	1.87	1.72
	Date	3/6	5/23	2/27	6/25	3/22
2011	Range	4.11	3.44	3.39	3	2.62
	Date	3/17	4/18	5/5	7/12	7/11
2010	Range	10.38	4.86	4.46	3.36	3.2
	Date	5/6	2/4	5/20	6/4	4/27
2009	Range	5.04	4.25	3.83	3.82	3.8
	Date	7/8	3/27	1/9	3/30	1/21
2008	Range	12.07	10.14	6.34	5.48	5.23
	Date	10/24	10/6	10/22	10/27	10/31
2007	Range	6.81	4.15	3.77	3.67	3.66
	Date	8/16	11/12	8/17	8/9	10/22
2006	Range	2.42	2.37	1.91	1.62	1.58
	Date	4/24	2/10	2/23	2/27	9/7
2005	Range	3.06	2.92	1.87	1.8	1.31
	Date	7/21	12/14	12/15	8/10	9/12

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

2024	Range	6.03	5.43	4.91	4.63	4.58
	Date	4/29	8/5	9/27	7/31	5/1
2023	Range	5.5	5.47	4.24	4	3.63
	Date	3/15	12/7	7/28	7/27	4/28
2022	Range	7.01	5.01	4.61	4.09	3.67
	Date	12/20	9/22	10/21	5/12	10/24
2021	Range	2.03	1.86	1.54	1.53	1.47
	Date	11/19	6/17	11/4	11/26	6/21
2020	Range	3.39	2.7	2.55	2.47	2.37
	Date	3/13	3/10	3/9	11/9	3/17
2019	Range	3.03	2.37	2.33	2.24	1.91
	Date	1/3	3/22	1/2	9/12	8/13
2018	Range	2.69	2.43	2.35	2.34	2.22
	Date	5/29	5/23	6/14	5/30	2/5
2017	Range	2.79	2.62	2.51	2.32	1.98
	Date	6/27	4/25	9/15	9/25	8/29
2016	Range	12.59	4.47	3.97	3.89	3.16
	Date	6/24	12/5	4/28	6/16	7/12
2015	Range	4.6	4.19	4.06	3.84	3.82
	Date	12/3	1/23	6/29	1/15	3/18
2014	Range	3.1	2.77	2.71	2.41	2.32
	Date	10/31	11/21	3/13	3/6	1/2
2013	Range	6.52	5.49	4.21	3.79	3.77
	Date	2/25	4/4	6/11	3/25	4/15
2012	Range	2.87	2.81	2.41	2.37	2.33
	Date	6/29	2/27	9/14	8/3	6/11
2011	Range	4.78	4.64	4.53	3.79	3.67
	Date	3/18	10/31	3/17	8/4	5/5
2010	Range	10.87	5.41	4.89	4.67	4.39
	Date	5/6	5/7	2/4	5/20	5/10
2009	Range	5.38	5.14	5.04	4.53	4.5
	Date	2/24	1/21	7/8	2/5	3/27
2008	Range	13.31	10.17	8.83	8.35	7.6
	Date	10/24	10/28	10/6	11/13	11/4
2007	Range	6.5	6.07	4.44	3.86	3.78
	Date	8/16	8/17	8/29	11/9	8/9
2006	Range	2.57	1.98	1.97	1.87	1.84
	Date	2/10	9/7	3/28	5/5	2/23
2005	Range	3.28	3.19	2.16	1.75	1.6
	Date	12/14	7/21	12/15	12/16	8/10