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 six days when Daily Range exceeds 0.07 since 2008; this figure, 0.07, can be an indicator in an upward direction for FX Swap Point Arbitrage trading.
年 | 項目 | 1 | 2 | 3 | 4 | 5 |
2024 | Range | 0.0392 | 0.0206 | 0.02 | 0.0187 | 0.0177 |
Date | 8/5 | 11/8 | 1/17 | 2/13 | 7/31 | |
2023 | Range | 0.0258 | 0.0251 | 0.0249 | 0.0234 | 0.0224 |
Date | 4/4 | 7/28 | 2/21 | 8/1 | 6/23 | |
2022 | Range | 0.043 | 0.0408 | 0.0379 | 0.0331 | 0.0323 |
Date | 10/13 | 9/29 | 9/30 | 10/4 | 10/24 | |
2021 | Range | 0.0298 | 0.0209 | 0.0197 | 0.0173 | 0.0172 |
Date | 2/26 | 11/26 | 5/10 | 11/2 | 11/17 | |
2020 | Range | 0.1141 | 0.0742 | 0.0353 | 0.0308 | 0.0297 |
Date | 3/9 | 3/19 | 3/23 | 3/31 | 4/1 | |
2019 | Range | 0.0451 | 0.04 | 0.0314 | 0.0288 | 0.0278 |
Date | 12/13 | 10/15 | 3/13 | 2/6 | 1/3 | |
2018 | Range | 0.0308 | 0.0265 | 0.0257 | 0.0248 | 0.0233 |
Date | 8/29 | 1/12 | 2/8 | 9/7 | 12/6 | |
2017 | Range | 0.0509 | 0.0353 | 0.0318 | 0.0314 | 0.0258 |
Date | 4/18 | 10/25 | 1/17 | 9/21 | 9/14 | |
2016 | Range | 0.0629 | 0.047 | 0.0411 | 0.0392 | 0.0322 |
Date | 11/9 | 5/18 | 4/27 | 5/24 | 7/14 | |
2015 | Range | 0.0976 | 0.0422 | 0.0376 | 0.0364 | 0.0349 |
Date | 8/24 | 2/3 | 7/3 | 5/8 | 12/11 | |
2014 | Range | 0.0322 | 0.0302 | 0.0296 | 0.029 | 0.0277 |
Date | 11/5 | 1/23 | 11/19 | 10/16 | 9/17 | |
2013 | Range | 0.0331 | 0.0322 | 0.0312 | 0.0272 | 0.0269 |
Date | 7/3 | 11/21 | 6/5 | 12/18 | 7/30 | |
2012 | Range | 0.0184 | 0.0176 | 0.017 | 0.0167 | 0.0164 |
Date | 10/2 | 3/20 | 2/10 | 9/17 | 2/24 | |
2011 | Range | 0.0371 | 0.037 | 0.0359 | 0.0303 | 0.0287 |
Date | 8/8 | 8/9 | 9/22 | 1/4 | 3/15 | |
2010 | Range | 0.0551 | 0.0491 | 0.045 | 0.0395 | 0.0356 |
Date | 5/19 | 5/20 | 6/29 | 6/1 | 7/1 | |
2009 | Range | 0.0839 | 0.0613 | 0.0568 | 0.0501 | 0.0458 |
Date | 1/30 | 1/7 | 1/29 | 1/8 | 3/24 | |
2008 | Range | 0.0781 | 0.0716 | 0.0597 | 0.0572 | 0.0473 |
Date | 11/25 | 11/20 | 12/12 | 11/17 | 12/31 |
Daily Range 2: Difference between Close and Low (=Close – Low)
There are five days when Daily Range exceeds 0.07 since 2008; this figure, 0.07, can be an indicator in a downward direction for FX Swap Point Arbitrage trading.
年 | 項目 | 1 | 2 | 3 | 4 | 5 |
2024 | Range | 0.0236 | 0.0179 | 0.0162 | 0.0152 | 0.0145 |
Date | 8/6 | 11/7 | 2/14 | 10/30 | 3/21 | |
2023 | Range | 0.0274 | 0.0244 | 0.0242 | 0.0227 | 0.0227 |
Date | 1/4 | 7/20 | 7/31 | 12/13 | 6/2 | |
2022 | Range | 0.0741 | 0.0294 | 0.0286 | 0.0243 | 0.0235 |
Date | 9/26 | 9/23 | 3/4 | 11/4 | 5/4 | |
2021 | Range | 0.0219 | 0.0191 | 0.0176 | 0.0171 | 0.0165 |
Date | 12/7 | 3/1 | 2/19 | 1/5 | 9/3 | |
2020 | Range | 0.0369 | 0.0366 | 0.0345 | 0.0337 | 0.0301 |
Date | 12/10 | 4/6 | 3/20 | 3/18 | 2/3 | |
2019 | Range | 0.0253 | 0.0246 | 0.0234 | 0.0225 | 0.0223 |
Date | 3/28 | 10/17 | 12/17 | 7/29 | 3/20 | |
2018 | Range | 0.0453 | 0.0268 | 0.0267 | 0.0256 | 0.0252 |
Date | 11/15 | 12/10 | 9/21 | 10/30 | 6/4 | |
2017 | Range | 0.038 | 0.0379 | 0.0358 | 0.0347 | 0.0319 |
Date | 2/2 | 6/9 | 11/2 | 7/18 | 1/9 | |
2016 | Range | 0.1551 | 0.0746 | 0.0583 | 0.045 | 0.0373 |
Date | 6/24 | 10/7 | 2/22 | 6/27 | 8/4 | |
2015 | Range | 0.0397 | 0.0363 | 0.0342 | 0.0308 | 0.0301 |
Date | 8/4 | 3/12 | 12/14 | 1/15 | 11/12 | |
2014 | Range | 0.0386 | 0.0298 | 0.0263 | 0.022 | 0.0215 |
Date | 2/4 | 1/13 | 2/3 | 1/30 | 10/2 | |
2013 | Range | 0.0432 | 0.0284 | 0.0253 | 0.0232 | 0.0218 |
Date | 7/4 | 6/13 | 7/16 | 8/9 | 10/9 | |
2012 | Range | 0.0186 | 0.0184 | 0.0178 | 0.0169 | 0.0165 |
Date | 6/6 | 4/12 | 10/8 | 2/27 | 5/17 | |
2011 | Range | 0.0341 | 0.0329 | 0.0319 | 0.0318 | 0.0287 |
Date | 10/27 | 11/30 | 11/28 | 8/9 | 10/6 | |
2010 | Range | 0.046 | 0.0459 | 0.0422 | 0.0382 | 0.0379 |
Date | 5/7 | 3/1 | 1/4 | 6/8 | 5/27 | |
2009 | Range | 0.061 | 0.0553 | 0.0522 | 0.0513 | 0.0492 |
Date | 2/6 | 1/20 | 3/10 | 2/3 | 1/21 | |
2008 | Range | 0.0874 | 0.0711 | 0.0633 | 0.0623 | 0.0577 |
Date | 11/3 | 11/21 | 11/13 | 11/10 | 12/16 |
Daily Range 3: Difference between High and Low (=High – Low)
年 | 項目 | 1 | 2 | 3 | 4 | 5 |
2024 | Range | 0.0403 | 0.0224 | 0.0218 | 0.0207 | 0.0206 |
Date | 8/5 | 8/6 | 1/17 | 4/19 | 11/6 | |
2023 | Range | 0.0275 | 0.0263 | 0.0262 | 0.0258 | 0.0249 |
Date | 4/4 | 7/28 | 12/14 | 7/20 | 5/2 | |
2022 | Range | 0.089 | 0.046 | 0.0448 | 0.0423 | 0.0373 |
Date | 9/26 | 10/13 | 9/29 | 9/28 | 9/30 | |
2021 | Range | 0.033 | 0.0245 | 0.0213 | 0.0204 | 0.0199 |
Date | 2/26 | 12/7 | 11/2 | 4/19 | 2/4 | |
2020 | Range | 0.1105 | 0.1014 | 0.0602 | 0.0564 | 0.0488 |
Date | 3/9 | 3/19 | 3/20 | 3/23 | 3/18 | |
2019 | Range | 0.0379 | 0.0371 | 0.0344 | 0.0336 | 0.032 |
Date | 10/11 | 3/12 | 10/10 | 2/21 | 10/15 | |
2018 | Range | 0.0447 | 0.0344 | 0.0308 | 0.03 | 0.0283 |
Date | 11/15 | 8/29 | 12/10 | 2/9 | 9/21 | |
2017 | Range | 0.0495 | 0.0389 | 0.0374 | 0.0362 | 0.0361 |
Date | 4/18 | 2/2 | 1/17 | 9/14 | 11/2 | |
2016 | Range | 0.1634 | 0.077 | 0.0624 | 0.0526 | 0.0513 |
Date | 6/24 | 10/7 | 11/9 | 2/22 | 11/10 | |
2015 | Range | 0.0931 | 0.0465 | 0.0434 | 0.0418 | 0.0401 |
Date | 8/24 | 2/3 | 8/4 | 9/10 | 3/12 | |
2014 | Range | 0.0425 | 0.0371 | 0.033 | 0.032 | 0.0306 |
Date | 2/4 | 11/5 | 1/13 | 1/2 | 1/23 | |
2013 | Range | 0.0411 | 0.0407 | 0.036 | 0.033 | 0.0317 |
Date | 7/4 | 7/3 | 6/13 | 6/5 | 11/21 | |
2012 | Range | 0.0216 | 0.0214 | 0.0205 | 0.0199 | 0.0198 |
Date | 2/24 | 7/25 | 2/27 | 1/25 | 3/20 | |
2011 | Range | 0.0687 | 0.0426 | 0.0393 | 0.0359 | 0.0322 |
Date | 8/9 | 9/22 | 11/30 | 10/27 | 10/6 | |
2010 | Range | 0.0585 | 0.0558 | 0.0556 | 0.0449 | 0.0436 |
Date | 5/7 | 5/20 | 5/19 | 6/29 | 5/21 | |
2009 | Range | 0.0792 | 0.0719 | 0.0646 | 0.0641 | 0.0597 |
Date | 1/30 | 1/7 | 2/6 | 1/20 | 1/2 | |
2008 | Range | 0.0823 | 0.0805 | 0.0798 | 0.074 | 0.0724 |
Date | 12/31 | 11/25 | 11/20 | 10/27 | 11/10 |