mercatusdata

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

On 2026-10-15, AUD/USD closed at 0.69783, down 0.10% on the day. At the 2026-10-15 close, AUD/USD was 65.1% of the way from its 52-week low to its high. At the 2026-10-15 close, AUD/USD had an RSI(14) of 41.51, in the 24th percentile of its history since 2006, and its 20-day return of -1.55% was in the 27th 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 2026-10-15 close, the 20/50/200-day moving averages of AUD/USD were 0.70064 / 0.70847 / 0.70408, with price -0.40% / -1.50% / -0.89% against them. At the 2026-10-15 close, the 52-week range of AUD/USD was 0.64216–0.72774; it closed 4.11% below the high and 8.67% above the low. Its 20-day volatility is 0.382% daily, in the 8th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00509 (50.9 pips), 0.73% of price. It has returned +0.21% over 5 days and -0.16% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-15.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69783  -0.099%
  price & change   (as of 2026-10-15, prior 2026-10-14)
    close       0.69783
    change      -0.00069  (-0.099%, -6.9 pips)
    gap         -0.00012  (-1.2 pips)
  range            (as of 2026-10-15)
    range       0.00886  (88.6 pips)
    close pos   93.6% of range
  moving averages  (as of 2026-10-15)
     20d MA     0.70064   price below by -0.40%
     50d MA     0.70847   price below by -1.50%
    200d MA     0.70408   price below by -0.89%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-10-15)
    20d stdev   0.382% daily ≈ 6.1% annualised (×√252)   (8th pct of own history, since 2006 (5278 obs))
    vs easing-2024 avg  0.66× (0.382% vs 0.574% era avg)
  ATR              (as of 2026-10-15)
    ATR(14)    0.00509  (50.9 pips)
    ATR%        0.73%   (11th pct of own history, since 2006 (5284 obs))
    range/ATR   174.2%
  52-week range    (as of 2026-10-15)
    high        0.72774   (-4.11% from high)
    low         0.64216   (+8.67% from low)
  momentum         (as of 2026-10-15)
    RSI(14)     41.51   (24th pct of own history, since 2006 (5284 obs))
  returns          (as of 2026-10-15)
     5d return  +0.21%
    20d return  -1.55%
    60d return  -0.16%
  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 2026-10-15)
    vs DXY      -0.41
    vs S&P 500  +0.17
    vs DXY beta -0.44 (26w)