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

On 2026-08-12, AUD/USD closed at 0.7064, up 0.12% on the day. It trades at 75.2% of its 52-week range. Its RSI(14) of 58.70 is in the 75th percentile of its history since 2006, and its 20-day return of +1.25% in the 66th 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 0.70125 / 0.69931 / 0.69266, with price +0.73% / +1.01% / +1.98% against them. Its 52-week range is 0.64156–0.72774; it closed 2.93% below the high and 10.11% above the low. Its 20-day volatility is 0.397% daily, in the 11th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00487 (48.7 pips), 0.69% of price. It has returned +0.25% over 5 days and -0.60% over 60 days.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.70640  +0.123%
  price & change   (as of 2026-08-12, prior 2026-08-11)
    close       0.70640
    change      +0.00087  (+0.123%, +8.7 pips)
    gap         +0.00085  (+8.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-12)
    range       0.00363  (36.3 pips)
    close pos   26.2% of range
  moving averages  (as of 2026-08-12)
     20d MA     0.70125   price above by +0.73%
     50d MA     0.69931   price above by +1.01%
    200d MA     0.69266   price above by +1.98%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-08-12)
    20d stdev   0.397% daily ≈ 6.3% annualized (×√252)   (11th pct of own history, since 2006 (5232 obs))
    vs easing-2024 avg  0.68× (0.397% vs 0.586% era avg)
  ATR              (as of 2026-08-12)
    ATR(14)    0.00487  (48.7 pips)
    ATR%        0.69%   (6th pct of own history, since 2006 (5238 obs))
    range/ATR   74.5%
  52-week range    (as of 2026-08-12)
    high        0.72774   (-2.93% from high)
    low         0.64156   (+10.11% from low)
  momentum         (as of 2026-08-12)
    RSI(14)     58.70   (75th pct of own history, since 2006 (5238 obs))
  returns          (as of 2026-08-12)
     5d return  +0.25%
    20d return  +1.25%
    60d return  -0.60%
  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      0.5859%
  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 2026-08-12)
    vs DXY      -0.47
    vs S&P 500  +0.51
    vs DXY beta -0.58 (26w)