Forex stats

Lord Flasheart · Mar 29, 2011

whats the best book for forex statistics. Ideally this would be covereing eu and gu and have many intraday stats about times,pips and ranges etc. I am particularly keen for uk stats between 7-12 am uk time.Thanks

Liquid validity · Mar 29, 2011

Lord Flasheart said:
whats the best book for forex statistics. Ideally this would be covereing eu and gu and have many intraday stats about times,pips and ranges etc. I am particularly keen for uk stats between 7-12 am uk time.Thanks

EOD data:
http://www.dukascopy.com/swiss/english/data_feed/csv_data_export/

Historic Tick data:
http://www.dukascopy.com/swiss/english/data_feed/historical/

Not exactly what you asked for, but a bit of legwork with excel will give you what you want.

Lord Flasheart · Mar 29, 2011

Thanks, Im looking for more general stats like ranges,what % up days follow an up day etc,etc

squall321 · Mar 29, 2011

mataf.net

Liquid validity · Mar 30, 2011

Lord Flasheart said:
Thanks, Im looking for more general stats like ranges,what % up days follow an up day etc,etc

:cheesy: I can't say I blame you for not wanting to manually trawl through tick data for every day just to find a daily time based range, not something I would want to do by choice either

I've done it for EOD daily data going back to 2003, intra is a bit of a nightmare though.

Forex stats

Lord Flasheart

Legendary member

Liquid validity

Lord Flasheart

Legendary member

squall321

Well-known member

Liquid validity

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