Daily Range Stats: how big is today?

Daily Range Stats: how big is today?

20 October 2026, 07:56
Anna Makwana
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Is 2% a lot for gold today? On EURUSD a 2% day would be extreme; on gold it is close to an ordinary day. Daily Range Stats stops the guessing: it measures every day on the symbol's own history and puts today on that scale.

Three questions it answers

  1. How big is a normal day here? A typical day (half of past days were smaller), a big day (1 in 5 was bigger) and a very big day (1 in 20 was bigger).
  2. How big is today so far? Today's size and the share of past days it already exceeds.
  3. Where would today end up? For each day size, the price today's high or low would reach ("up to" and "down to"), drawn on the chart until the day gets there.

The panel: sizes, today so far, up to and down to

A worked example: gold

Over the last 250 days, a typical gold day was 2.17% of the price, a big day 3.16% and a very big day 5.04%. The peak day, 30 January 2026, reached 14.30%. So a gold day that has already moved 3% is close to a big day, while the same 3% on EURUSD would be far beyond its very big day.

Gold: the sizes of a day

Four markets side by side

MarketTypical dayBig (1 in 5)Very big (1 in 20)
Gold2.17%3.16%5.04%
EURUSD0.48%0.69%1.04%
GBPUSD0.54%0.79%1.12%
USDJPY0.55%0.85%1.38%

Last 250 days on each market. Every figure is recomputed by a separate implementation before each release.

Every market has its own normal

The From here column

Of the past days that got at least as big as today is so far, the From here column shows how many went on to become a typical, a big or a very big day.

Good to know

  • Sizes are in percent of the price, so calm and busy years compare fairly.
  • Only finished days count; today's levels follow today's high and low.
  • Any timeframe, designed for intraday charts; one key (H) hides or shows everything.
  • Optional alerts when today becomes a big or a very big day.

Daily Range Stats is free: https://www.mql5.com/en/market/product/202558. The figures describe past days, not the future.