AUD/USD: RSI, volatility, 52-week range · daily

On 2026-07-31, AUD/USD closed at 0.70252, up 0.95% on the day. It trades at 70.8% of its 52-week range. Its RSI(14) of 57.11 is in the 71st percentile of its history since 2006, and its 20-day return of +1.58% in the 71st percentile. Leveraged-money positioning is net +12.0% of open interest, in the 69th percentile of its own two-year range. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 0.69709 / 0.70121 / 0.69066, with price +0.78% / +0.19% / +1.72% against them. Its 52-week range is 0.6415–0.72774; it closed 3.47% below the high and 9.51% above the low. Its 20-day volatility is 0.385% daily, in the 9th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00513 (51.3 pips), 0.73% of price. It has returned +0.83% over 5 days and -2.54% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.70252  +0.947%
  price & change   (as of 2026-07-31, prior 2026-07-30)
    close       0.70252
    change      +0.00659  (+0.947%, +65.9 pips)
    gap         +0.00668  (+66.8 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-31)
    range       0.00513  (51.3 pips)
    close pos   63.7% of range
  moving averages  (as of 2026-07-31)
     20d MA     0.69709   price above by +0.78%
     50d MA     0.70121   price above by +0.19%
    200d MA     0.69066   price above by +1.72%
    price > all MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-07-31)
    20d stdev   0.385% daily ≈ 6.1% annualized (×√252)   (9th pct of own history, since 2006 (5224 obs))
    vs easing-2024 avg  0.65× (0.385% vs 0.588% era avg)
  ATR              (as of 2026-07-31)
    ATR(14)    0.00513  (51.3 pips)
    ATR%        0.73%   (10th pct of own history, since 2006 (5230 obs))
    range/ATR   99.9%
  52-week range    (as of 2026-07-31)
    high        0.72774   (-3.47% from high)
    low         0.64150   (+9.51% from low)
  momentum         (as of 2026-07-31)
    RSI(14)     57.11   (71st pct of own history, since 2006 (5230 obs))
  returns          (as of 2026-07-31)
     5d return  +0.83%
    20d return  +1.58%
    60d return  -2.54%
  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      0.5876%
  positioning      (as of 2026-07-28)  (predates 2026-07-29 FOMC)
    next COT     as of 2026-08-04 (released ~that Fri, later if a holiday intervenes)
    net         +27,618 contracts (net long AUD)
    net % OI    +12.0%
    net%OI range -23.1% … +27.4% (own 135w)
    w/w change  +2,830
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-31)
    vs DXY      -0.52
    vs S&P 500  +0.39
    vs DXY beta -0.74 (26w)