mercatusdata

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

On 2026-10-13, AUD/USD closed at 0.69561, down 0.42% on the day. At the 2026-10-13 close, AUD/USD was 62.5% of the way from its 52-week low to its high. At the 2026-10-13 close, AUD/USD had an RSI(14) of 36.31, in the 13th percentile of its history since 2006, and its 20-day return of -2.55% was in the 17th 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 2026-10-13 close, the 20/50/200-day moving averages of AUD/USD were 0.70189 / 0.70875 / 0.70383, with price -0.89% / -1.85% / -1.17% against them. At the 2026-10-13 close, the 52-week range of AUD/USD was 0.64216–0.72774; it closed 4.42% below the high and 8.32% above the low. Its 20-day volatility is 0.376% daily, in the 8th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00467 (46.7 pips), 0.67% of price. It has returned -0.16% over 5 days and -0.64% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-13.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69561  -0.417%
  price & change   (as of 2026-10-13, prior 2026-10-12)
    close       0.69561
    change      -0.00291  (-0.417%, -29.1 pips)
    gap         -0.00295  (-29.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-13)
    range       0.00377  (37.7 pips)
    close pos   15.1% of range
  moving averages  (as of 2026-10-13)
     20d MA     0.70189   price below by -0.89%
     50d MA     0.70875   price below by -1.85%
    200d MA     0.70383   price below by -1.17%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-10-13)
    20d stdev   0.376% daily ≈ 6.0% annualised (×√252)   (8th pct of own history, since 2006 (5276 obs))
    vs easing-2024 avg  0.65× (0.376% vs 0.575% era avg)
  ATR              (as of 2026-10-13)
    ATR(14)    0.00467  (46.7 pips)
    ATR%        0.67%   (5th pct of own history, since 2006 (5282 obs))
    range/ATR   80.7%
  52-week range    (as of 2026-10-13)
    high        0.72774   (-4.42% from high)
    low         0.64216   (+8.32% from low)
  momentum         (as of 2026-10-13)
    RSI(14)     36.31   (13th pct of own history, since 2006 (5282 obs))
  returns          (as of 2026-10-13)
     5d return  -0.16%
    20d return  -2.55%
    60d return  -0.64%
  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 2026-10-13)
    vs DXY      -0.41
    vs S&P 500  +0.19
    vs DXY beta -0.43 (26w)