AUD/USD: 20-day volatility 0.340% daily (3rd pct)

On 2026-07-24, AUD/USD closed at 0.69672, down 0.32% on the day. It trades at 64.0% of its 52-week range. Its RSI(14) of 47.31 is in the 40th percentile of its history since 2006, and its 20-day return of +0.97% in the 63rd 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 0.69489 / 0.70275 / 0.68944, with price +0.26% / -0.86% / +1.06% against them. Its 52-week range is 0.6415–0.72774; it closed 4.26% below the high and 8.61% above the low. Its 20-day volatility is 0.340% daily, in the 3rd percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00465 (46.5 pips), 0.67% of price. It has returned -0.46% over 5 days and -3.24% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69672  -0.322%   · 20d vol 0.340% daily (3rd pct, since 2006 (5219 obs))
     cross-signal: flow signals split — 20d return up / daily % down
  price & change   (as of 2026-07-24, prior 2026-07-23)
    close       0.69672
    change      -0.00225  (-0.322%, -22.5 pips)
    gap         -0.00217  (-21.7 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-24)
    range       0.00328  (32.8 pips)  (H−L unaffected by the out-of-range close; only close-position is)
    close pos   n/a (close 0.8 pips below low — async-close artifact)
  moving averages  (as of 2026-07-24)
     20d MA     0.69489   price above by +0.26%
     50d MA     0.70275   price below by -0.86%
    200d MA     0.68944   price above by +1.06%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-24)
    20d stdev   0.340% daily ≈ 5.4% annualized (×√252)   (3rd pct of own history, since 2006 (5219 obs))
    vs easing-2024 avg  0.58× (0.340% vs 0.588% era avg)
  ATR              (as of 2026-07-24)
    ATR(14)    0.00465  (46.5 pips)
    ATR%        0.67%   (5th pct of own history, since 2006 (5225 obs))
    range/ATR   70.6%
  52-week range    (as of 2026-07-24)
    high        0.72774   (-4.26% from high)
    low         0.64150   (+8.61% from low)
  momentum         (as of 2026-07-24)
    RSI(14)     47.31   (40th pct of own history, since 2006 (5225 obs))
  returns          (as of 2026-07-24)
     5d return  -0.46%
    20d return  +0.97%
    60d return  -3.24%
  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      0.5884%
  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)