Thanks kharvell. It initially took hours - mostly on the repeated days, which, I'm not sure is all that useful. Now that I have my spreadsheet pretty much worked out the other currencies will be much easier.
Below are my findings on EUR/USD. I used the same time period as the Cable. I may also consider doing a 1 or 2 year timeframe.
Disclaimer:
I do not warrant this information in any way. Use at your own discretion. Past performance does not necessarily indicate future performance. I do not take responsibility for the accuracy of the following information. This is for informational purposes only. This information does not make a system, model or strategy and does not necessarily correlate with anything else provided. This does not take into account the spread. Percentages are rounded to the nearest whole. The daily price moves were truncated, not rounded, to ensure some integrety. etc. etc. etc.
My findings:
- Daily high/low difference. Maximum range of the currency.
100% | the difference is >= 0 pips
99% | the difference is >= 10 pips
98% | the difference is >= 20 pips
98% | the difference is >= 30 pips
97% | the difference is >= 40 pips
93% | the difference is >= 50 pips
87% | the difference is >= 60 pips
77% | the difference is >= 70 pips
67% | the difference is >= 80 pips
55% | the difference is >= 90 pips
46% | the difference is >= 100 pips
37% | the difference is >= 110 pips
29% | the difference is >= 120 pips
23% | the difference is >= 130 pips
18% | the difference is >= 140 pips
14% | the difference is >= 150 pips
11% | the difference is >= 160 pips
8% | the difference is >= 170 pips
7% | the difference is >= 180 pips
5% | the difference is >= 190 pips
4% | the difference is >= 200 pips
3% | the difference is >= 210 pips
2% | the difference is >= 220 pips
2% | the difference is >= 230 pips
1% | the difference is >= 240 pips
1% | the difference is >= 250 pips
0% | the difference is >= 260 pips
0% | the difference is >= 270 pips
0% | the difference is >= 310 pips
0% | the difference is >= 330 pips
0% | the difference is >= 460 pips
- When the day closed UP.
-- Difference from the daily OPEN to the daily HIGH.
100% | the difference is >= 0 pips
99% | the difference is >= 10 pips
95% | the difference is >= 20 pips
89% | the difference is >= 30 pips
79% | the difference is >= 40 pips
68% | the difference is >= 50 pips
58% | the difference is >= 60 pips
48% | the difference is >= 70 pips
38% | the difference is >= 80 pips
31% | the difference is >= 90 pips
25% | the difference is >= 100 pips
20% | the difference is >= 110 pips
15% | the difference is >= 120 pips
12% | the difference is >= 130 pips
10% | the difference is >= 140 pips
7% | the difference is >= 150 pips
5% | the difference is >= 160 pips
4% | the difference is >= 170 pips
3% | the difference is >= 180 pips
2% | the difference is >= 190 pips
2% | the difference is >= 200 pips
1% | the difference is >= 210 pips
1% | the difference is >= 220 pips
1% | the difference is >= 230 pips
0% | the difference is >= 240 pips
0% | the difference is >= 250 pips
0% | the difference is >= 430 pips
-- Difference from the daily OPEN to the daily LOW.
100% | the difference is >= 0 pips
77% | the difference is >= 10 pips
56% | the difference is >= 20 pips
34% | the difference is >= 30 pips
23% | the difference is >= 40 pips
13% | the difference is >= 50 pips
7% | the difference is >= 60 pips
4% | the difference is >= 70 pips
2% | the difference is >= 80 pips
2% | the difference is >= 90 pips
1% | the difference is >= 100 pips
0% | the difference is >= 110 pips
0% | the difference is >= 120 pips
0% | the difference is >= 130 pips
0% | the difference is >= 140 pips
- When the day closed DOWN.
-- Difference from the daily OPEN to the daily LOW.
100% | the difference is >= 0 pips
99% | the difference is >= 10 pips
97% | the difference is >= 20 pips
90% | the difference is >= 30 pips
82% | the difference is >= 40 pips
70% | the difference is >= 50 pips
59% | the difference is >= 60 pips
48% | the difference is >= 70 pips
38% | the difference is >= 80 pips
31% | the difference is >= 90 pips
25% | the difference is >= 100 pips
19% | the difference is >= 110 pips
15% | the difference is >= 120 pips
11% | the difference is >= 130 pips
9% | the difference is >= 140 pips
7% | the difference is >= 150 pips
5% | the difference is >= 160 pips
4% | the difference is >= 170 pips
3% | the difference is >= 180 pips
2% | the difference is >= 190 pips
2% | the difference is >= 200 pips
2% | the difference is >= 210 pips
1% | the difference is >= 220 pips
1% | the difference is >= 230 pips
1% | the difference is >= 240 pips
0% | the difference is >= 260 pips
0% | the difference is >= 330 pips
-- Difference from the daily OPEN to the daily HIGH.
100% | the difference is >= 0 pips
78% | the difference is >= 10 pips
55% | the difference is >= 20 pips
36% | the difference is >= 30 pips
23% | the difference is >= 40 pips
14% | the difference is >= 50 pips
9% | the difference is >= 60 pips
5% | the difference is >= 70 pips
3% | the difference is >= 80 pips
2% | the difference is >= 90 pips
1% | the difference is >= 100 pips
0% | the difference is >= 110 pips
0% | the difference is >= 120 pips
0% | the difference is >= 190 pips
- Consecutive days in the same direction.
This is probably off a tad but it's close enough for me.
# of repeats | # of occurrences
0 ------------ 737
1 ------------ 311
2 ------------ 148
3 ------------ 70
4 ------------ 29
5 ------------ 19
6 ------------ 4
7 ------------ 5
8 ------------ 2
9 ------------ 2
10 ----------- 0
---------------------------------
Enjoy,
Manchild
Below are my findings on EUR/USD. I used the same time period as the Cable. I may also consider doing a 1 or 2 year timeframe.
Disclaimer:
I do not warrant this information in any way. Use at your own discretion. Past performance does not necessarily indicate future performance. I do not take responsibility for the accuracy of the following information. This is for informational purposes only. This information does not make a system, model or strategy and does not necessarily correlate with anything else provided. This does not take into account the spread. Percentages are rounded to the nearest whole. The daily price moves were truncated, not rounded, to ensure some integrety. etc. etc. etc.
My findings:
- Daily high/low difference. Maximum range of the currency.
100% | the difference is >= 0 pips
99% | the difference is >= 10 pips
98% | the difference is >= 20 pips
98% | the difference is >= 30 pips
97% | the difference is >= 40 pips
93% | the difference is >= 50 pips
87% | the difference is >= 60 pips
77% | the difference is >= 70 pips
67% | the difference is >= 80 pips
55% | the difference is >= 90 pips
46% | the difference is >= 100 pips
37% | the difference is >= 110 pips
29% | the difference is >= 120 pips
23% | the difference is >= 130 pips
18% | the difference is >= 140 pips
14% | the difference is >= 150 pips
11% | the difference is >= 160 pips
8% | the difference is >= 170 pips
7% | the difference is >= 180 pips
5% | the difference is >= 190 pips
4% | the difference is >= 200 pips
3% | the difference is >= 210 pips
2% | the difference is >= 220 pips
2% | the difference is >= 230 pips
1% | the difference is >= 240 pips
1% | the difference is >= 250 pips
0% | the difference is >= 260 pips
0% | the difference is >= 270 pips
0% | the difference is >= 310 pips
0% | the difference is >= 330 pips
0% | the difference is >= 460 pips
- When the day closed UP.
-- Difference from the daily OPEN to the daily HIGH.
100% | the difference is >= 0 pips
99% | the difference is >= 10 pips
95% | the difference is >= 20 pips
89% | the difference is >= 30 pips
79% | the difference is >= 40 pips
68% | the difference is >= 50 pips
58% | the difference is >= 60 pips
48% | the difference is >= 70 pips
38% | the difference is >= 80 pips
31% | the difference is >= 90 pips
25% | the difference is >= 100 pips
20% | the difference is >= 110 pips
15% | the difference is >= 120 pips
12% | the difference is >= 130 pips
10% | the difference is >= 140 pips
7% | the difference is >= 150 pips
5% | the difference is >= 160 pips
4% | the difference is >= 170 pips
3% | the difference is >= 180 pips
2% | the difference is >= 190 pips
2% | the difference is >= 200 pips
1% | the difference is >= 210 pips
1% | the difference is >= 220 pips
1% | the difference is >= 230 pips
0% | the difference is >= 240 pips
0% | the difference is >= 250 pips
0% | the difference is >= 430 pips
-- Difference from the daily OPEN to the daily LOW.
100% | the difference is >= 0 pips
77% | the difference is >= 10 pips
56% | the difference is >= 20 pips
34% | the difference is >= 30 pips
23% | the difference is >= 40 pips
13% | the difference is >= 50 pips
7% | the difference is >= 60 pips
4% | the difference is >= 70 pips
2% | the difference is >= 80 pips
2% | the difference is >= 90 pips
1% | the difference is >= 100 pips
0% | the difference is >= 110 pips
0% | the difference is >= 120 pips
0% | the difference is >= 130 pips
0% | the difference is >= 140 pips
- When the day closed DOWN.
-- Difference from the daily OPEN to the daily LOW.
100% | the difference is >= 0 pips
99% | the difference is >= 10 pips
97% | the difference is >= 20 pips
90% | the difference is >= 30 pips
82% | the difference is >= 40 pips
70% | the difference is >= 50 pips
59% | the difference is >= 60 pips
48% | the difference is >= 70 pips
38% | the difference is >= 80 pips
31% | the difference is >= 90 pips
25% | the difference is >= 100 pips
19% | the difference is >= 110 pips
15% | the difference is >= 120 pips
11% | the difference is >= 130 pips
9% | the difference is >= 140 pips
7% | the difference is >= 150 pips
5% | the difference is >= 160 pips
4% | the difference is >= 170 pips
3% | the difference is >= 180 pips
2% | the difference is >= 190 pips
2% | the difference is >= 200 pips
2% | the difference is >= 210 pips
1% | the difference is >= 220 pips
1% | the difference is >= 230 pips
1% | the difference is >= 240 pips
0% | the difference is >= 260 pips
0% | the difference is >= 330 pips
-- Difference from the daily OPEN to the daily HIGH.
100% | the difference is >= 0 pips
78% | the difference is >= 10 pips
55% | the difference is >= 20 pips
36% | the difference is >= 30 pips
23% | the difference is >= 40 pips
14% | the difference is >= 50 pips
9% | the difference is >= 60 pips
5% | the difference is >= 70 pips
3% | the difference is >= 80 pips
2% | the difference is >= 90 pips
1% | the difference is >= 100 pips
0% | the difference is >= 110 pips
0% | the difference is >= 120 pips
0% | the difference is >= 190 pips
- Consecutive days in the same direction.
This is probably off a tad but it's close enough for me.
# of repeats | # of occurrences
0 ------------ 737
1 ------------ 311
2 ------------ 148
3 ------------ 70
4 ------------ 29
5 ------------ 19
6 ------------ 4
7 ------------ 5
8 ------------ 2
9 ------------ 2
10 ----------- 0
---------------------------------
Enjoy,
Manchild