AUD/USD: 20-day volatility 0.337% daily (3rd pct)

On 2026-07-29, AUD/USD closed at 0.69746, down 0.18% on the day. It trades at 64.9% of its 52-week range. Its RSI(14) of 48.50 is in the 44th percentile of its history since 2006, and its 20-day return of +0.89% in the 62nd 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 0.69621 / 0.70184 / 0.69017, with price +0.18% / -0.62% / +1.06% against them. Its 52-week range is 0.6415–0.72774; it closed 4.16% below the high and 8.72% above the low. Its 20-day volatility is 0.337% daily, in the 3rd percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00466 (46.6 pips), 0.67% of price. It has returned -0.37% over 5 days and -3.18% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69746  -0.180%   · 20d vol 0.337% daily (3rd pct, since 2006 (5222 obs))
     cross-signal: flow signals split — 20d return up / daily % down
  price & change   (as of 2026-07-29, prior 2026-07-28)
    close       0.69746
    change      -0.00126  (-0.180%, -12.6 pips)
    gap         -0.00151  (-15.1 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-29)
    range       0.00539  (53.9 pips)
    close pos   93.9% of range
  moving averages  (as of 2026-07-29)
     20d MA     0.69621   price above by +0.18%
     50d MA     0.70184   price below by -0.62%
    200d MA     0.69017   price above by +1.06%
    price mixed vs MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-29)
    20d stdev   0.337% daily ≈ 5.4% annualized (×√252)   (3rd pct of own history, since 2006 (5222 obs))
    vs easing-2024 avg  0.57× (0.337% vs 0.587% era avg)
  ATR              (as of 2026-07-29)
    ATR(14)    0.00466  (46.6 pips)
    ATR%        0.67%   (5th pct of own history, since 2006 (5228 obs))
    range/ATR   115.7%
  52-week range    (as of 2026-07-29)
    high        0.72774   (-4.16% from high)
    low         0.64150   (+8.72% from low)
  momentum         (as of 2026-07-29)
    RSI(14)     48.50   (44th pct of own history, since 2006 (5228 obs))
  returns          (as of 2026-07-29)
     5d return  -0.37%
    20d return  +0.89%
    60d return  -3.18%
  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      0.5873%
  positioning      (as of 2026-07-21)  (predates 2026-07-29 FOMC)
    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 2026-07-29)
    vs DXY      -0.51
    vs S&P 500  +0.38
    vs DXY beta -0.77 (26w)