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

On 2026-08-11, AUD/USD closed at 0.70553, down 0.12% on the day. It trades at 74.2% of its 52-week range. Its RSI(14) of 57.55 is in the 72nd percentile of its history since 2006, and its 20-day return of +1.98% in the 76th percentile. Leveraged-money positioning is net +16.9% of open interest, at 79% of its own two-year positioning range. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 0.70081 / 0.69953 / 0.6924, with price +0.67% / +0.86% / +1.90% against them. Its 52-week range is 0.6415–0.72774; it closed 3.05% below the high and 9.98% above the low. Its 20-day volatility is 0.433% daily, in the 17th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00497 (49.7 pips), 0.70% of price. It has returned +0.82% over 5 days and -1.64% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.70553  -0.116%
  price & change   (as of 2026-08-11, prior 2026-08-10)
    close       0.70553
    change      -0.00082  (-0.116%, -8.2 pips)
    gap         -0.00078  (-7.8 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-11)
    range       0.00287  (28.7 pips)
    close pos   44.9% of range
  moving averages  (as of 2026-08-11)
     20d MA     0.70081   price above by +0.67%
     50d MA     0.69953   price above by +0.86%
    200d MA     0.69240   price above by +1.90%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-08-11)
    20d stdev   0.433% daily ≈ 6.9% annualized (×√252)   (17th pct of own history, since 2006 (5231 obs))
    vs easing-2024 avg  0.74× (0.433% vs 0.586% era avg)
  ATR              (as of 2026-08-11)
    ATR(14)    0.00497  (49.7 pips)
    ATR%        0.70%   (8th pct of own history, since 2006 (5237 obs))
    range/ATR   57.8%
  52-week range    (as of 2026-08-11)
    high        0.72774   (-3.05% from high)
    low         0.64150   (+9.98% from low)
  momentum         (as of 2026-08-11)
    RSI(14)     57.55   (72nd pct of own history, since 2006 (5237 obs))
  returns          (as of 2026-08-11)
     5d return  +0.82%
    20d return  +1.98%
    60d return  -1.64%
  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      0.5863%
  positioning      (as of 2026-08-04)
    next COT     as of 2026-08-11 (released ~that Fri, later if a holiday intervenes)
    net         +40,637 contracts (net long AUD)
    net % OI    +16.9%
    net%OI range -23.1% … +27.4% (own 136w)
    w/w change  +13,019
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-11)
    vs DXY      -0.47
    vs S&P 500  +0.51
    vs DXY beta -0.59 (26w)