Other replies were also helpful because the truth is ... overall, there is no "generally" when it comes to the depth potential of coins.
jmaryt stated these are his "general" findings over 30 years of detecting in New England:
1)..current clad to older clad..approx. 1 to 3 inches
2)..coins from early 60's to approx .1940's or so 3.5 to 4 inches
3)coins from 1930's to approx.late 1890's or so.4.5 to 5.5 inches
4)coins from late 1700's to approx.to early 1890's or so..6 inches and up
As a rule, I'll boldly state that .."GENERALLY" .. coins don't sink. This is often thought to be the cause of depth on coins, but for the most part they don't really 'sink.' If you drop a coin in a glass of water it will end up on the bottom. did it 'sink?" Yes, it sort of did because 'sinking' is simply a matter of 'displacement.' In a fluid state the medium the coin was introduced to was totally fluid and there was so solid resistance until the coin hit the bottom of the glass. The fluid nature of the water simply moved around and took up the place where the coin was as it moved downward, displacing the water.
This somewhat similar to what we encounter when beach hunting, but a bit different. If a coin is dropped on dry, solid sand it will usually move just enough sand from the impact to be out of sight, in the top inch or so of sand. If lost (dropped) on very hard-packed wet sand during a low tide, it might simply rest on top of the sand as it came to rest. The medium was solid. As tides come in and out, and with greater tides there is greater disturbance of the sand, then two things happen. Not only are the sand and coins and other objects put into motion (not at rest), but it is also a very fluid state and that, alone, causes displacement which allows heavier items to find a solid point to come to rest.
In most playgrounds (tot-lots) you will find loose shredded bark or wood-chip product being used, or maybe sand, pea gravel, or some other materials used. There's one playground I used to hunt at a school near where I lived that was filled with little shells like from a cherry pit (I believe). If the medium used is very dense and hard packed, most coins and lost jewelry will be within 1-3". If it is very loose and easily disturbed as people play, the desired finds might be anywhere from surface to maybe 6"