AUD/USD: 20-day volatility 0.344% daily (4th pct)

On 2026-07-28, AUD/USD closed at 0.69872, down 0.10% on the day. It trades at 66.3% of its 52-week range. Its RSI(14) of 50.86 is in the 51st percentile of its history since 2006, and its 20-day return of +1.52% in the 70th 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 0.6959 / 0.70211 / 0.68993, with price +0.41% / -0.48% / +1.27% against them. Its 52-week range is 0.6415–0.72774; it closed 3.99% below the high and 8.92% above the low. Its 20-day volatility is 0.344% daily, in the 4th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00453 (45.3 pips), 0.65% of price. It has returned -0.19% over 5 days and -2.52% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69872  -0.103%   · 20d vol 0.344% daily (4th pct, since 2006 (5221 obs))
     cross-signal: flow signals split — 20d return up / daily % down
  price & change   (as of 2026-07-28, prior 2026-07-27)
    close       0.69872
    change      -0.00072  (-0.103%, -7.2 pips)
    gap         -0.00081  (-8.1 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-28)
    range       0.00334  (33.4 pips)
    close pos   70.7% of range
  moving averages  (as of 2026-07-28)
     20d MA     0.69590   price above by +0.41%
     50d MA     0.70211   price below by -0.48%
    200d MA     0.68993   price above by +1.27%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-28)
    20d stdev   0.344% daily ≈ 5.5% annualized (×√252)   (4th pct of own history, since 2006 (5221 obs))
    vs easing-2024 avg  0.59× (0.344% vs 0.588% era avg)
  ATR              (as of 2026-07-28)
    ATR(14)    0.00453  (45.3 pips)
    ATR%        0.65%   (3rd pct of own history, since 2006 (5227 obs))
    range/ATR   73.7%
  52-week range    (as of 2026-07-28)
    high        0.72774   (-3.99% from high)
    low         0.64150   (+8.92% from low)
  momentum         (as of 2026-07-28)
    RSI(14)     50.86   (51st pct of own history, since 2006 (5227 obs))
  returns          (as of 2026-07-28)
     5d return  -0.19%
    20d return  +1.52%
    60d return  -2.52%
  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      0.5877%
  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 2026-07-28)
    vs DXY      -0.52
    vs S&P 500  +0.39
    vs DXY beta -0.80 (26w)