mercatusdata

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

On 2026-10-20, AUD/USD closed at 0.69828, up 0.15% on the day. At the 2026-10-20 close, AUD/USD was 65.6% of the way from its 52-week low to its high. At the 2026-10-20 close, AUD/USD had an RSI(14) of 45.64, in the 35th percentile of its history since 2006, and its 20-day return of -1.91% was in the 23rd percentile. Leveraged-money positioning is net +14.9% of open interest, at 75% of its own two-year positioning range. At the 2026-10-20 close, the 20/50/200-day moving averages of AUD/USD were 0.69823 / 0.70791 / 0.70447, with price +0.01% / -1.36% / -0.88% against them. At the 2026-10-20 close, the 52-week range of AUD/USD was 0.64216–0.72774; it closed 4.05% below the high and 8.74% above the low. Its 20-day volatility is 0.453% daily, in the 21st percentile of its history since 2006. Its 14-day average true range (ATR) is 0.00528 (52.8 pips), 0.76% of price. It has returned +0.38% over 5 days and -0.06% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-20.

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 0.69828  +0.153%
  price & change   (as of 2026-10-20, prior 2026-10-19)
    close       0.69828
    change      +0.00107  (+0.153%, +10.7 pips)
    gap         +0.00104  (+10.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-20)
    range       0.00482  (48.2 pips)
    close pos   22.8% of range
  moving averages  (as of 2026-10-20)
     20d MA     0.69823   price above by +0.01%
     50d MA     0.70791   price below by -1.36%
    200d MA     0.70447   price below by -0.88%
    price mixed vs MAs
    stack: 50d > 200d > 20d
  volatility       (as of 2026-10-20)
    20d stdev   0.453% daily ≈ 7.2% annualised (×√252)   (21st pct of own history, since 2006 (5281 obs))
    vs easing-2024 avg  0.79× (0.453% vs 0.575% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    0.00528  (52.8 pips)
    ATR%        0.76%   (13th pct of own history, since 2006 (5287 obs))
    range/ATR   91.3%
  52-week range    (as of 2026-10-20)
    high        0.72774   (-4.05% from high)
    low         0.64216   (+8.74% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     45.64   (35th pct of own history, since 2006 (5287 obs))
  returns          (as of 2026-10-20)
     5d return  +0.38%
    20d return  -1.91%
    60d return  -0.06%
  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 2026-10-20)
    vs DXY      -0.38
    vs S&P 500  +0.23
    vs DXY beta -0.42 (26w)