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

On 2026-08-03, AUD/USD closed at 0.70459, up 0.29% on the day. It trades at 73.2% of its 52-week range. Its RSI(14) of 59.95 is in the 79th percentile of its history since 2006, and its 20-day return of +1.57% 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 0.69764 / 0.70099 / 0.69093, with price +1.00% / +0.51% / +1.98% against them. Its 52-week range is 0.6415–0.72774; it closed 3.18% below the high and 9.83% above the low. Its 20-day volatility is 0.384% daily, in the 9th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00523 (52.3 pips), 0.74% of price. It has returned +0.74% over 5 days and -2.64% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.70459  +0.295%
  price & change   (as of 2026-08-03, prior 2026-07-31)
    close       0.70459
    change      +0.00207  (+0.295%, +20.7 pips)
    gap         +0.00185  (+18.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-03)
    range       0.00649  (64.9 pips)
    close pos   94.6% of range
  moving averages  (as of 2026-08-03)
     20d MA     0.69764   price above by +1.00%
     50d MA     0.70099   price above by +0.51%
    200d MA     0.69093   price above by +1.98%
    price > all MAs
    stack: 50d > 20d > 200d
  volatility       (as of 2026-08-03)
    20d stdev   0.384% daily ≈ 6.1% annualized (×√252)   (9th pct of own history, since 2006 (5225 obs))
    vs easing-2024 avg  0.65× (0.384% vs 0.587% era avg)
  ATR              (as of 2026-08-03)
    ATR(14)    0.00523  (52.3 pips)
    ATR%        0.74%   (11th pct of own history, since 2006 (5231 obs))
    range/ATR   124.1%
  52-week range    (as of 2026-08-03)
    high        0.72774   (-3.18% from high)
    low         0.64150   (+9.83% from low)
  momentum         (as of 2026-08-03)
    RSI(14)     59.95   (79th pct of own history, since 2006 (5231 obs))
  returns          (as of 2026-08-03)
     5d return  +0.74%
    20d return  +1.57%
    60d return  -2.64%
  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 2026-07-28)  (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 2026-08-03)
    vs DXY      -0.51
    vs S&P 500  +0.40
    vs DXY beta -0.69 (26w)