AUD/USD: 20-day volatility 0.348% daily (4th pct)

On 2026-07-27, AUD/USD closed at 0.69944, up 0.39% on the day. It trades at 67.2% of its 52-week range. Its RSI(14) of 52.21 is in the 55th percentile of its history since 2006, and its 20-day return of +1.42% in the 69th 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 0.69538 / 0.70248 / 0.68968, with price +0.58% / -0.43% / +1.42% against them. Its 52-week range is 0.6415–0.72774; it closed 3.89% below the high and 9.03% above the low. Its 20-day volatility is 0.348% daily, in the 4th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00462 (46.2 pips), 0.66% of price. It has returned +0.22% over 5 days and -3.03% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69944  +0.390%   · 20d vol 0.348% daily (4th pct, since 2006 (5220 obs))
     cross-signal: flow signals align AUD/USD up: daily %, 20d return
  price & change   (as of 2026-07-27, prior 2026-07-24)
    close       0.69944
    change      +0.00272  (+0.390%, +27.2 pips)
    gap         +0.00303  (+30.3 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-27)
    range       0.00236  (23.6 pips)
    close pos   31.8% of range
  moving averages  (as of 2026-07-27)
     20d MA     0.69538   price above by +0.58%
     50d MA     0.70248   price below by -0.43%
    200d MA     0.68968   price above by +1.42%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-27)
    20d stdev   0.348% daily ≈ 5.5% annualized (×√252)   (4th pct of own history, since 2006 (5220 obs))
    vs easing-2024 avg  0.59× (0.348% vs 0.588% era avg)
  ATR              (as of 2026-07-27)
    ATR(14)    0.00462  (46.2 pips)
    ATR%        0.66%   (4th pct of own history, since 2006 (5226 obs))
    range/ATR   51.0%
  52-week range    (as of 2026-07-27)
    high        0.72774   (-3.89% from high)
    low         0.64150   (+9.03% from low)
  momentum         (as of 2026-07-27)
    RSI(14)     52.21   (55th pct of own history, since 2006 (5226 obs))
  returns          (as of 2026-07-27)
     5d return  +0.22%
    20d return  +1.42%
    60d return  -3.03%
  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      0.5881%
  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 2026-07-27)
    vs DXY      -0.52
    vs S&P 500  +0.38
    vs DXY beta -0.80 (26w)