mercatusdata

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

On 2026-10-12, AUD/USD closed at 0.69793, up 0.29% on the day. At the 2026-10-12 close, AUD/USD was 65.2% of the way from its 52-week low to its high. At the 2026-10-12 close, AUD/USD had an RSI(14) of 39.10, in the 18th percentile of its history since 2006, and its 20-day return of -2.41% was in the 18th percentile. Leveraged-money positioning is net +16.5% of open interest, at 78% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of AUD/USD were 0.70277 / 0.70882 / 0.70371, with price -0.69% / -1.54% / -0.82% against them. At the 2026-10-12 close, the 52-week range of AUD/USD was 0.64216–0.72774; it closed 4.10% below the high and 8.68% above the low. Its 20-day volatility is 0.364% daily, in the 6th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00474 (47.4 pips), 0.68% of price. It has returned +0.40% over 5 days and +0.00% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-12.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69793  +0.292%
  price & change   (as of 2026-10-12, prior 2026-10-09)
    close       0.69793
    change      +0.00203  (+0.292%, +20.3 pips)
    gap         +0.00286  (+28.6 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-12)
    range       0.00248  (24.8 pips)
    close pos   33.1% of range
  moving averages  (as of 2026-10-12)
     20d MA     0.70277   price below by -0.69%
     50d MA     0.70882   price below by -1.54%
    200d MA     0.70371   price below by -0.82%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-10-12)
    20d stdev   0.364% daily ≈ 5.8% annualised (×√252)   (6th pct of own history, since 2006 (5275 obs))
    vs easing-2024 avg  0.63× (0.364% vs 0.575% era avg)
  ATR              (as of 2026-10-12)
    ATR(14)    0.00474  (47.4 pips)
    ATR%        0.68%   (6th pct of own history, since 2006 (5281 obs))
    range/ATR   52.3%
  52-week range    (as of 2026-10-12)
    high        0.72774   (-4.10% from high)
    low         0.64216   (+8.68% from low)
  momentum         (as of 2026-10-12)
    RSI(14)     39.10   (18th pct of own history, since 2006 (5281 obs))
  returns          (as of 2026-10-12)
     5d return  +0.40%
    20d return  -2.41%
    60d return  <+0.01%
  volatility by rate-era
    pre-crisis (through 2008) 1.18%   (from 2006-05-16)
    ZIRP (2009–2015)         0.80%
    tightening (2015–2018)   0.58%
    ZIRP (2019–2021)         0.61%
    tightening (2022–2023)   0.75%
    easing (2024– )          0.58%
  positioning      (as of 2026-10-06)
    next COT     as of 2026-10-13 (released ~that Fri, later if a holiday intervenes)
    net         +54,133 contracts (net long AUD)
    net % OI    +16.5%
    net%OI range -23.1% … +27.4% (own 145w)
    w/w change  -6,459
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-12)
    vs DXY      -0.40
    vs S&P 500  +0.18
    vs DXY beta -0.43 (26w)