instrument report · Currencies
Historical statistics for Canadian Dollar over 23,401 observations, from 2010-06-07 to 2026-09-16. Every table shows its sample size (n) next to the percentage.
Historical frequencies, not forecasts: each row's sample size sits on the right.
Breaking yesterday's range and the closing colour
6C
| Day | Breaks the high and closes green | Breaks the low and closes red | Breaks |
|---|---|---|---|
| Monday | 70.8% | 71.1% | 678 |
| Tuesday | 68.0% | 69.2% | 896 |
| Wednesday | 69.8% | 72.2% | 851 |
| Thursday | 64.5% | 70.6% | 825 |
| Friday | 65.8% | 74.6% | 855 |
n = 4,105 · 2010-06-07 to 2026-09-16 · exchange data
Session colour = close versus the same day's open. It does not measure whether the close held beyond the broken level. A day that breaks both sides counts in both columns.
Gap fill between calendar days
6C
| Day | Gap up | Gap down | Sessions |
|---|---|---|---|
| Monday | 80.8% | 80.1% | 818 |
| Tuesday | 96.3% | 98.7% | 448 |
| Wednesday | 99.0% | 98.6% | 407 |
| Thursday | 98.1% | 98.2% | 432 |
| Friday | 95.0% | 94.3% | 448 |
n = 2,553 · 2010-06-07 to 2026-09-16 · exchange data
Here the gap is measured between the close and the open of whole calendar days, not against the regular session. In a contract trading nearly 24 hours that gap is small and fills far more often.
How the day closed, by day of the week
6C
| Day | Closes green | Closes red | Sessions |
|---|---|---|---|
| Monday | 48.5% | 50.4% | 847 |
| Tuesday | 48.8% | 51.1% | 847 |
| Wednesday | 49.5% | 49.5% | 846 |
| Thursday | 49.1% | 49.9% | 847 |
| Friday | 44.8% | 54.2% | 831 |
n = 4,218 · 2010-06-07 to 2026-09-16 · exchange data
Close versus the same day's open. If both columns sit near 50%, the day of the week on its own says nothing: that is the most common result and also the most useful to know.
After an inside day, does it break the prior range?
6C
| Day | Breaks | Stays inside | Sessions |
|---|---|---|---|
| Monday | 71.7% | 28.3% | 760 |
| Tuesday | 90.0% | 10.0% | 846 |
| Wednesday | 88.1% | 11.9% | 840 |
| Thursday | 87.2% | 12.8% | 843 |
| Friday | 89.8% | 10.2% | 815 |
n = 4,104 · 2010-06-07 to 2026-09-16 · exchange data
Inside day = its high and low fit within the prior day's range. Breaking out is the norm; what informs is how far this instrument sits from that norm.
How close the day's range is to its average
6C
| Kind of day | Frequency | Days |
|---|---|---|
| Compressed (under 70% of the average range) | 22.6% | 950 |
| Normal (70-130%) | 58.0% | 2,440 |
| Expanded (over 130%) | 19.4% | 814 |
n = 4,204 · 2010-06-25 to 2026-09-16 · exchange data
Compares each session's range with the instrument's own recent average range.
Streaks: does the direction carry into the next day?
6C
| Streak | Continues | Days |
|---|---|---|
| After 1 day in the same direction | 50.7% | 2,134 |
| After 2 days | 48.6% | 1,081 |
| After 3 days or more | 47.7% | 1,002 |
n = 4,217 · 2010-06-07 to 2026-09-16 · exchange data
Measures whether the next day closes in the same direction as the streak. Mostly useful for checking whether 'after three days it turns' holds for this instrument.
These guides explain how each concept is calculated and how to read it without fooling yourself.
Value Area, POC, VAH and VAL: How to Read Value
Opening Gap in Index Futures: A Data-Driven Guide
Base Rates in Trading: What They Are and How to Read Them
Position Sizing in Futures: How to Calculate It
Historical frequencies describe what happened; they do not guarantee what will happen and are not investment advice.