FX Tool

Largest Top 5 Daily Range by year-GBP/AUD

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 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.

項目12345
2024Range0.03920.02060.020.01870.0177
Date8/511/81/172/137/31
2023Range0.02580.02510.02490.02340.0224
Date4/47/282/218/16/23
2022Range0.0430.04080.03790.03310.0323
Date10/139/299/3010/410/24
2021Range0.02980.02090.01970.01730.0172
Date2/2611/265/1011/211/17
2020Range0.11410.07420.03530.03080.0297
Date3/93/193/233/314/1
2019Range0.04510.040.03140.02880.0278
Date12/1310/153/132/61/3
2018Range0.03080.02650.02570.02480.0233
Date8/291/122/89/712/6
2017Range0.05090.03530.03180.03140.0258
Date4/1810/251/179/219/14
2016Range0.06290.0470.04110.03920.0322
Date11/95/184/275/247/14
2015Range0.09760.04220.03760.03640.0349
Date8/242/37/35/812/11
2014Range0.03220.03020.02960.0290.0277
Date11/51/2311/1910/169/17
2013Range0.03310.03220.03120.02720.0269
Date7/311/216/512/187/30
2012Range0.01840.01760.0170.01670.0164
Date10/23/202/109/172/24
2011Range0.03710.0370.03590.03030.0287
Date8/88/99/221/43/15
2010Range0.05510.04910.0450.03950.0356
Date5/195/206/296/17/1
2009Range0.08390.06130.05680.05010.0458
Date1/301/71/291/83/24
2008Range0.07810.07160.05970.05720.0473
Date11/2511/2012/1211/1712/31

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.

項目12345
2024Range0.02360.01790.01620.01520.0145
Date8/611/72/1410/303/21
2023Range0.02740.02440.02420.02270.0227
Date1/47/207/3112/136/2
2022Range0.07410.02940.02860.02430.0235
Date9/269/233/411/45/4
2021Range0.02190.01910.01760.01710.0165
Date12/73/12/191/59/3
2020Range0.03690.03660.03450.03370.0301
Date12/104/63/203/182/3
2019Range0.02530.02460.02340.02250.0223
Date3/2810/1712/177/293/20
2018Range0.04530.02680.02670.02560.0252
Date11/1512/109/2110/306/4
2017Range0.0380.03790.03580.03470.0319
Date2/26/911/27/181/9
2016Range0.15510.07460.05830.0450.0373
Date6/2410/72/226/278/4
2015Range0.03970.03630.03420.03080.0301
Date8/43/1212/141/1511/12
2014Range0.03860.02980.02630.0220.0215
Date2/41/132/31/3010/2
2013Range0.04320.02840.02530.02320.0218
Date7/46/137/168/910/9
2012Range0.01860.01840.01780.01690.0165
Date6/64/1210/82/275/17
2011Range0.03410.03290.03190.03180.0287
Date10/2711/3011/288/910/6
2010Range0.0460.04590.04220.03820.0379
Date5/73/11/46/85/27
2009Range0.0610.05530.05220.05130.0492
Date2/61/203/102/31/21
2008Range0.08740.07110.06330.06230.0577
Date11/311/2111/1311/1012/16

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

項目12345
2024Range0.04030.02240.02180.02070.0206
Date8/58/61/174/1911/6
2023Range0.02750.02630.02620.02580.0249
Date4/47/2812/147/205/2
2022Range0.0890.0460.04480.04230.0373
Date9/2610/139/299/289/30
2021Range0.0330.02450.02130.02040.0199
Date2/2612/711/24/192/4
2020Range0.11050.10140.06020.05640.0488
Date3/93/193/203/233/18
2019Range0.03790.03710.03440.03360.032
Date10/113/1210/102/2110/15
2018Range0.04470.03440.03080.030.0283
Date11/158/2912/102/99/21
2017Range0.04950.03890.03740.03620.0361
Date4/182/21/179/1411/2
2016Range0.16340.0770.06240.05260.0513
Date6/2410/711/92/2211/10
2015Range0.09310.04650.04340.04180.0401
Date8/242/38/49/103/12
2014Range0.04250.03710.0330.0320.0306
Date2/411/51/131/21/23
2013Range0.04110.04070.0360.0330.0317
Date7/47/36/136/511/21
2012Range0.02160.02140.02050.01990.0198
Date2/247/252/271/253/20
2011Range0.06870.04260.03930.03590.0322
Date8/99/2211/3010/2710/6
2010Range0.05850.05580.05560.04490.0436
Date5/75/205/196/295/21
2009Range0.07920.07190.06460.06410.0597
Date1/301/72/61/201/2
2008Range0.08230.08050.07980.0740.0724
Date12/3111/2511/2010/2711/10