mercatusdata

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

On 2026-10-14, AUD/USD closed at 0.69852, up 0.42% on the day. At the 2026-10-14 close, AUD/USD was 65.9% of the way from its 52-week low to its high. At the 2026-10-14 close, AUD/USD had an RSI(14) of 42.55, in the 27th percentile of its history since 2006, and its 20-day return of -1.97% was in the 22nd 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 2026-10-14 close, the 20/50/200-day moving averages of AUD/USD were 0.70119 / 0.70863 / 0.70395, with price -0.38% / -1.43% / -0.77% against them. At the 2026-10-14 close, the 52-week range of AUD/USD was 0.64216–0.72774; it closed 4.02% below the high and 8.78% above the low. Its 20-day volatility is 0.395% daily, in the 11th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00479 (47.9 pips), 0.69% of price. It has returned +0.05% over 5 days and -0.22% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-14.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69852  +0.418%
  price & change   (as of 2026-10-14, prior 2026-10-13)
    close       0.69852
    change      +0.00291  (+0.418%, +29.1 pips)
    gap         +0.00278  (+27.8 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-14)
    range       0.00632  (63.2 pips)
    close pos   52.7% of range
  moving averages  (as of 2026-10-14)
     20d MA     0.70119   price below by -0.38%
     50d MA     0.70863   price below by -1.43%
    200d MA     0.70395   price below by -0.77%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-10-14)
    20d stdev   0.395% daily ≈ 6.3% annualised (×√252)   (11th pct of own history, since 2006 (5277 obs))
    vs easing-2024 avg  0.69× (0.395% vs 0.575% era avg)
  ATR              (as of 2026-10-14)
    ATR(14)    0.00479  (47.9 pips)
    ATR%        0.69%   (7th pct of own history, since 2006 (5283 obs))
    range/ATR   132.0%
  52-week range    (as of 2026-10-14)
    high        0.72774   (-4.02% from high)
    low         0.64216   (+8.78% from low)
  momentum         (as of 2026-10-14)
    RSI(14)     42.55   (27th pct of own history, since 2006 (5283 obs))
  returns          (as of 2026-10-14)
     5d return  +0.05%
    20d return  -1.97%
    60d return  -0.22%
  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– )          0.57%
  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 2026-10-14)
    vs DXY      -0.40
    vs S&P 500  +0.16
    vs DXY beta -0.43 (26w)