mercatusdata

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

On 2026-10-16, AUD/USD closed at 0.69185, down 0.86% on the day. At the 2026-10-16 close, AUD/USD was 58.1% of the way from its 52-week low to its high. At the 2026-10-16 close, AUD/USD had an RSI(14) of 33.81, in the 9th percentile of its history since 2006, and its 20-day return of -2.77% was in the 15th percentile. Leveraged-money positioning is net +14.9% of open interest, at 75% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-16 close, the 20/50/200-day moving averages of AUD/USD were 0.69965 / 0.70824 / 0.70419, with price -1.12% / -2.31% / -1.75% against them. At the 2026-10-16 close, the 52-week range of AUD/USD was 0.64216–0.72774; it closed 4.93% below the high and 7.74% above the low. Its 20-day volatility is 0.403% daily, in the 12th percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00515 (51.5 pips), 0.74% of price. It has returned -0.58% over 5 days and -0.70% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-16.

AUD/USD here is the price of one Australian dollar in US dollars, so a rise means the Australian dollar strengthened against the US dollar. The series is Yahoo Finance’s daily one for AUDUSD=X; currencies trade over the counter, with no central exchange, so this is one data provider’s quote, not an official reference rate such as a central bank’s daily fixing.

=== AUD/USD  (pip 0.0001) ===
  >> close 0.69185  -0.857%
  price & change   (as of 2026-10-16, prior 2026-10-15)
    close       0.69185
    change      -0.00598  (-0.857%, -59.8 pips)
    gap         -0.00595  (-59.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-16)
    range       0.00513  (51.3 pips)  (H−L unaffected by the out-of-range close; only close-position is)
    close pos   n/a (close 0.3 pips below low — async-close artifact)
  moving averages  (as of 2026-10-16)
     20d MA     0.69965   price below by -1.12%
     50d MA     0.70824   price below by -2.31%
    200d MA     0.70419   price below by -1.75%
    price < all MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-10-16)
    20d stdev   0.403% daily ≈ 6.4% annualised (×√252)   (12th pct of own history, since 2006 (5279 obs))
    vs easing-2024 avg  0.70× (0.403% vs 0.575% era avg)
  ATR              (as of 2026-10-16)
    ATR(14)    0.00515  (51.5 pips)
    ATR%        0.74%   (12th pct of own history, since 2006 (5285 obs))
    range/ATR   99.7%
  52-week range    (as of 2026-10-16)
    high        0.72774   (-4.93% from high)
    low         0.64216   (+7.74% from low)
  momentum         (as of 2026-10-16)
    RSI(14)     33.81   (9th pct of own history, since 2006 (5285 obs))
  returns          (as of 2026-10-16)
     5d return  -0.58%
    20d return  -2.77%
    60d return  -0.70%
  volatility by rate-era
    pre-crisis (to 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 2026-10-13)
    next COT     as of 2026-10-20 (released ~that Fri, later if a holiday intervenes)
    net         +50,591 contracts (net long AUD)
    net % OI    +14.9%
    net%OI range -23.1% … +27.4% (own 146w)
    w/w change  -3,542
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-16)
    vs DXY      -0.38
    vs S&P 500  +0.22
    vs DXY beta -0.41 (26w)