AUD/USD: 20-day volatility 0.332% daily (2nd pct)

On 2026-07-22, AUD/USD closed at 0.70008, unchanged on the day. It trades at 67.9% of its 52-week range. Its RSI(14) of 53.44 is in the 59th percentile of its history since 2006, and its 20-day return of +1.23% in the 66th percentile. Leveraged-money positioning is net +13.1% of open interest, in the 72nd percentile of its own two-year range. Its 20/50/200-day moving averages are 0.6941 / 0.70377 / 0.68896, with price +0.86% / -0.52% / +1.61% against them. Its 52-week range is 0.6415–0.72774; it closed 3.80% below the high and 9.13% above the low. Its 20-day volatility is 0.332% daily, in the 2nd percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00468 (46.8 pips), 0.67% of price. It has returned +0.35% over 5 days and -2.59% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.70008  +0.000%   · 20d vol 0.332% daily (2nd pct, since 2006 (5217 obs))
  price & change   (as of 2026-07-22, prior 2026-07-21)
    close       0.70008
    change      +0.00000  (+0.000%, +0.0 pips)
    gap         +0.00002  (+0.2 pips)
  range            (as of 2026-07-22)
    range       0.00304  (30.4 pips)
    close pos   59.5% of range
  moving averages  (as of 2026-07-22)
     20d MA     0.69410   price above by +0.86%
     50d MA     0.70377   price below by -0.52%
    200d MA     0.68896   price above by +1.61%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-22)
    20d stdev   0.332% daily ≈ 5.3% annualized (×√252)   (2nd pct of own history, since 2006 (5217 obs))
    vs easing-2024 avg  0.56× (0.332% vs 0.589% era avg)
  ATR              (as of 2026-07-22)
    ATR(14)    0.00468  (46.8 pips)
    ATR%        0.67%   (5th pct of own history, since 2006 (5223 obs))
    range/ATR   64.9%
  52-week range    (as of 2026-07-22)
    high        0.72774   (-3.80% from high)
    low         0.64150   (+9.13% from low)
  momentum         (as of 2026-07-22)
    RSI(14)     53.44   (59th pct of own history, since 2006 (5223 obs))
  returns          (as of 2026-07-22)
     5d return  +0.35%
    20d return  +1.23%
    60d return  -2.59%
  volatility by rate-era
    pre-crisis       1.1769%   (from 2006-05-16)
    ZIRP-2009        0.7987%
    tightening-2015  0.5802%
    ZIRP-2019        0.6137%
    tightening-2022  0.7486%
    easing-2024      0.5891%
  positioning      (as of 2026-07-14)
    next COT     as of 2026-07-21 (released ~that Fri, later if a holiday intervenes)
    net         +27,222 contracts (net long AUD)
    net % OI    +13.1%
    net%OI range -23.1% … +27.4% (own 133w)
    w/w change  -2,461
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-22)
    vs DXY      -0.54
    vs S&P 500  +0.34
    vs DXY beta -0.92 (26w)