AUD/USD: 20-day volatility 0.329% daily (2nd pct)

On 2026-07-23, AUD/USD closed at 0.69897, down 0.16% on the day. It trades at 66.6% of its 52-week range. Its RSI(14) of 51.35 is in the 52nd percentile of its history since 2006, and its 20-day return of +1.30% in the 67th percentile. Leveraged-money positioning is net +11.0% of open interest, in the 67th percentile of its own two-year range. Its 20/50/200-day moving averages are 0.69455 / 0.70324 / 0.6892, with price +0.64% / -0.61% / +1.42% against them. Its 52-week range is 0.6415–0.72774; it closed 3.95% below the high and 8.96% above the low. Its 20-day volatility is 0.329% daily, in the 2nd percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00475 (47.5 pips), 0.68% of price. It has returned -0.26% over 5 days and -1.98% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69897  -0.159%   · 20d vol 0.329% daily (2nd pct, since 2006 (5218 obs))
     cross-signal: flow signals split — 20d return up / daily % down
  price & change   (as of 2026-07-23, prior 2026-07-22)
    close       0.69897
    change      -0.00111  (-0.159%, -11.1 pips)
    gap         -0.00102  (-10.2 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-23)
    range       0.00564  (56.4 pips)
    close pos   42.7% of range
  moving averages  (as of 2026-07-23)
     20d MA     0.69455   price above by +0.64%
     50d MA     0.70324   price below by -0.61%
    200d MA     0.68920   price above by +1.42%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-23)
    20d stdev   0.329% daily ≈ 5.2% annualized (×√252)   (2nd pct of own history, since 2006 (5218 obs))
    vs easing-2024 avg  0.56× (0.329% vs 0.589% era avg)
  ATR              (as of 2026-07-23)
    ATR(14)    0.00475  (47.5 pips)
    ATR%        0.68%   (6th pct of own history, since 2006 (5224 obs))
    range/ATR   118.7%
  52-week range    (as of 2026-07-23)
    high        0.72774   (-3.95% from high)
    low         0.64150   (+8.96% from low)
  momentum         (as of 2026-07-23)
    RSI(14)     51.35   (52nd pct of own history, since 2006 (5224 obs))
  returns          (as of 2026-07-23)
     5d return  -0.26%
    20d return  +1.30%
    60d return  -1.98%
  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      0.5887%
  positioning      (as of 2026-07-21)
    next COT     as of 2026-07-28 (released ~that Fri, later if a holiday intervenes)
    net         +24,788 contracts (net long AUD)
    net % OI    +11.0%
    net%OI range -23.1% … +27.4% (own 134w)
    w/w change  -2,434
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-23)
    vs DXY      -0.54
    vs S&P 500  +0.34
    vs DXY beta -0.91 (26w)