Australian Dollar US Dollar AUD/USD

Australian Dollar US Dollar (AUD/USD) closed up by 1.76% to 1.36 on 23 January 2021 and +3.04% on a weekly basis. Australian Dollar US Dollar (AUD/USD) momentum was last calculated at -100.0/100 indicating negative momentum. Australian Dollar US Dollar (AUD/USD) trend is -100.0/100 indicating a negative trend. Australian Dollar US Dollar (AUD/USD) momentum exhaustion is -1.66592 indicating Australian Dollar US Dollar (AUD/USD) is oversold.Australian Dollar US Dollar (AUD/USD) RSI is 27.6838 .

Australian Dollar US Dollar AUD/USD Chart

Australian Dollar US Dollar AUD/USD

Australian Dollar US Dollar AUD/USD Statistics

MacroVar multi-factor statistical models monitor financial factors which are used to analyze and predict the Australian Dollar US Dollar (AUD/USD). Click here to explore the financial factors monitored and their current signals.

Click here to explore the methodology used for estimating the Australian Dollar US Dollar (AUD/USD) trading signals presented in the Australian Dollar US Dollar (AUD/USD) statistics table.

Security Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
Australian Dollar US Dollar (AUD/USD) AUDUSD 1.36 -1 -1 -1.66592 27.6838 1.76 3.04 5.94 -0.10272

Australian Dollar US Dollar (AUD/USD) closed at 1.36 on 23 January 2021. Australian Dollar US Dollar (AUD/USD) trend was last calculated at -100.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. Australian Dollar US Dollar (AUD/USD) momentum was last calculated at -100.0/100 (range: -100 to +100) indicating negative momentum. Australian Dollar US Dollar (AUD/USD) momentum exhaustion is -1.66592 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating Australian Dollar US Dollar (AUD/USD) is oversold and a possible reversal is imminent. Australian Dollar US Dollar (AUD/USD) RSI was last calculated at 27.6838. Australian Dollar US Dollar (AUD/USD) moving averages were last recorded as follows: 1-month moving average: 1.32122 in a downtrend , 1-quarter moving average: 1.36301 in a downtrend and 1-year moving average: 1.45216 in a downtrend. Australian Dollar US Dollar (AUD/USD) annual return was last recorded at None%, daily return was last recorded at 1.76%, and weekly return was last recorded at 3.04%. Australian Dollar US Dollar (AUD/USD) histrorical 20-day volatility was last recorded at 7.65892%, Australian Dollar US Dollar (AUD/USD) alpha None, Australian Dollar US Dollar (AUD/USD) beta None and Australian Dollar US Dollar (AUD/USD) maximum drawdown was recorded at None%. MacroVar models monitor Australian Dollar US Dollar (AUD/USD) statistics based on historical data since 1970.

Australian Dollar US Dollar AUD/USD News

Australian Dollar US Dollar (AUD/USD) Factors

Australian Dollar US Dollar (AUD/USD)

Factor Symbol Last Value Predicted Value R2 MacroVar Signal
Australia PMI vs FX AU.FACT.FXPMI 1.417 48.796 -0.921473

Australian Dollar US Dollar (AUD/USD) Commitment of Traders report

Commitment of Traders report

Commercials Large Speculators
Factor Symbol Long/Short Signal Z-score Change Long/Short Signal Z-score Change Last Update
AUD Australian Dollar Futures COT COT.AUD

Australian Dollar US Dollar (AUD/USD) related Indicators

Australian Dollar US Dollar (AUD/USD)

Security Type Symbol Last Momentum Trend Oscillator RSI 1D% 1W% 1M% 1Y%
Australian Dollar Implied Volatility FX Implied Volatility AUDUSD.IV 8.83 0 0 -0.32057 51.3614 5.5 1.85 2.2 0.67114
Australia PMI vs FX FX vs PMI Factor AU.FACT.FXPMI 1.417
AUD Australian Dollar Futures COT COT COT.AUD

Australia Markets

Market Symbol Last Mom Trend Exh RSI 1D% 1W% 1M% 1Y%
ASX All Ordinaries Index AORD 7308.7 1 0.75 1.03548 56.0825 -0.63 0.14 3.91 -0.02083
Australia ETF EWA 25.75 1 1 1.65032 66.8466 -1.08 -2.31 -2.39 0.07737
Australian Dollar US Dollar (AUD/USD) AUDUSD 1.36 -1 -1 -1.66592 27.6838 1.76 3.04 5.94 -0.10272
Australia 5-Year Bond Yield AU.5Y 0.6 1 -0.25 -0.60222 49.8497 -17.58 -30.39 -15.49 -0.61338
Australia 2-year bond yield AU.2Y 0.04 -1 -1 -1.11406 28.0851 -21.57 -48.72 -55.06 -0.90854
Australia 12-year bond yield AU.2Y 1.28 0.5 0.25 -0.20414 49.5678 -5.04 -22.38 -30.28 -0.15761
Australia Yield Curve AU.YC 1.14 1 1 1.70777 58.993 -12.44 -23.69 -28.62 1.11034
Australia Credit Default Swaps CDS.Australia 15 -1 -1 -0.87103 43.3356 -0.83 1.69 -3.23 -0.29581

Australia Economic Indicators

Indicator Actual Previous M/M% Y/Y% Trend Slope ZS5Y Update
balance of trade 5574 7595 -0.266096 -0.416702 -1.0 -1.0 0.416667 2021-03-31
bank lending rate 6.51 6.51 0 -0.146789 -1.0 -1.0 0.116667 2020-10-30
banks balance sheet 5169.5 5283.4 -0.0215581 0.223985 1.0 1.0 0.366667 2021-01-01
building permits -7.1 -5.7 0.245614 -0.470149 -1.0 1.0 0.65 2021-05-31
business confidence 11 20 -0.45 4.5 1.0 1.0 0.933333 2021-06-30
capacity utilization 83.89 85.1 -0.0142186 0.0941641 1.0 1.0 0.95 2021-06-30
capital flows -15363 -9999 0.536454 -2.34704 -1.0 -1.0 0.0333333 2021-01-01
car registrations 23361 20218 0.155456 -0.0669037 1.0 -1.0 0.733333 2021-06-30
central bank balance sheet 550355 543487 0.0126369 0.33821 1.0 1.0 0.95 2021-07-14
composite pmi 56.7 58 -0.0224138 0.0759013 1.0 1.0 0 2021-06-30
construction pmi 55.5 58.3 -0.0480274 0.56338 1.0 1.0 0.95 2021-06-30
consumer confidence 108.8 107.2 0.0149254 0.23777 1.0 1.0 0.966667 2021-07-31
consumer price index cpi 117.9 117.2 0.0059727 0.0470693 1.0 1.0 0.1 2021-01-01
core inflation rate 1.1 1.2 -0.0833333 -0.388889 -1.0 -1.0 0.125 2021-01-01
current account 18283 16010 0.141974 -2.71526 1.0 1.0 0.0166667 2021-01-31
current account to gdp 2.5 0.6 3.16667 -1.92593 1.0 1.0 0 2020-01-31
deposit interest rate 0.1 0.1 0 -0.888889 -1.0 -1.0 0.0333333 2021-03-28
exports 38274 38955 -0.0174817 -0.0595838 1.0 -1.0 0.166667 2021-03-31
external debt 2126050 2165260 -0.0181087 0.0599353 -1.0 1.0 0.0166667 2021-01-01
fiscal expenditure 48451 42621 0.136787 -0.390898 -1.0 -1.0 0.0166667 2021-05-31
foreign direct investment 29274 52011 -0.437158 -0.476521 -1.0 -1.0 0 2020-01-31
foreign exchange reserves 64734 62122 0.0420463 0.0524519 1.0 1.0 0.666667 2021-06-30
gdp 1330.9 1396.6 -0.0470428 0.262713 -1.0 1.0 0 2020-01-31
Real GDP 491525 476618 0.0312766 0.0343039 1.0 1.0 0.05 2020-12-30
gdp growth 1.8 3.2 -0.4375 1 1.0 1.0 0.833333 2021-01-01
gdp growth annual 1.1 -1 -2.1 -0.645161 1.0 -1.0 0.0666667 2021-01-01
gold reserves 79.85 67.74 0.178772 0.0962383 1.0 1.0 1 2020-08-01
government budget -4.3 -0.2 20.5 -3.52941 -1.0 -1.0 0 2019-02-28
Government budget 6809 6957 -0.0212735 -1.19086 1.0 1.0 0.166667 2021-05-31
government debt to gdp 24.8 19.2 0.291667 1.10169 1.0 1.0 0 2020-01-31
government revenues 55260 49578 0.114607 0.259631 1.0 1.0 0.983333 2021-05-31
housing index 5.4 3 0.8 -8.71429 1.0 1.0 0.0666667 2021-01-31
imports 32700 31360 0.0427296 0.0499952 1.0 1.0 0.616667 2021-03-31
industrial production -1.6 -2.8 -0.428571 -1.31373 -1.0 -1.0 0.266667 2021-03-31
industrial production mom -0.3 0.2 -2.5 -2.5 -1.0 -1.0 0.2 2020-12-30
inflation cpi 1.1 0.9 0.222222 -0.421053 -1.0 -1.0 0.166667 2021-01-01
inflation expectations 3.7 4.4 -0.159091 0.15625 1.0 1.0 0.825 2021-07-31
interbank rate 1.22 1.1 0.109091 -0.5 -1.0 -1.0 0.0333333 2019-09-30
interest rate 0.1 0.1 0 -0.9 -1.0 -1.0 0.0583333 2021-06-01
loans to private sector 1000.74 999.18 0.00156128 -0.0141464 1.0 -1.0 0.05 2021-05-31
manufacturing pmi 63.2 61.8 0.0226537 0.227184 1.0 1.0 0.933333 2021-06-30
money supply m0 329.5 309.28 0.0653777 0.808313 1.0 1.0 0.95 2021-05-31
money supply m1 1461.09 1449.15 0.00823931 0.176695 1.0 1.0 0.666667 2021-05-31
money supply m3 2468.46 2464.51 0.00160275 0.0724601 1.0 1.0 0.783333 2021-05-31
new home sales 5841 5088 0.147995 -0.0981936 -1.0 -1.0 0.466667 2021-06-30
Producer Price Index 112.8 112.3 0.00445236 0.0339138 1.0 1.0 0.05 2021-01-01
PPI Index 0.2 -0.1 -3 -0.882353 -1.0 -1.0 0.15 2021-01-01
retail sales MoM -1.8 0.4 -5.5 -1.66667 -1.0 -1.0 0.266667 2021-06-30
retail sales 25 2.2 10.3636 -3.71739 1.0 1.0 0.0333333 2021-04-30
services pmi 57.8 61.2 -0.0555556 0.834921 1.0 1.0 0.966667 2021-06-30
total vehicle sales 110664 100809 0.0977591 0.00390079 1.0 1.0 0.65 2021-06-30
unemployment rate 4.9 5.1 -0.0392157 -0.337838 -1.0 -1.0 0.0166667 2021-06-30
youth unemployment rate 10.7 10.6 0.00943396 -0.33125 -1.0 -1.0 0.0166667 2021-05-31
Australia Commodity prices – SDR 133.1 129.1 0.0309837 0.411453 1.0 1.0 0.95 2021-04-30

Australian Dollar US Dollar (AUD/USD) Trading Signals


MacroVar estimates the following signals: Australian Dollar US Dollar (AUD/USD) momentum, Australian Dollar US Dollar (AUD/USD) trend, Australian Dollar US Dollar (AUD/USD) oscillator, Australian Dollar US Dollar (AUD/USD) RSI and Australian Dollar US Dollar (AUD/USD) returns.

Australian Dollar US Dollar (AUD/USD) Momentum

Momentum trading is used to capture moves in shorter timeframes than trends. Momentum is the relative change occurring in markets. Relative change is different to a trend. A long-term trend can be up but the short-term momentum of a specific market can be 0. If a market moves down and then moves up and then moves back down the net relative change in price is 0. That means momentum is 0. A short-term positive momentum, with a long-term downtrend results in markets with no momentum.

MacroVarAustralian Dollar US Dollar (AUD/USD) momentum signal ranges from -100 to +100. The Australian Dollar US Dollar (AUD/USD) momentum signal is derived as the mean value from 4 calculations for the Australian Dollar US Dollar (AUD/USD). The timeframes monitored are the following: 1 Day (1 trading day), 1 Week (5 trading days), 1 Month (20 trading days), 3 Months (60 trading days)
For each timeframe, the following calculations are performed: 1. Australian Dollar US Dollar (AUD/USD) return is calculated for the specific timeframe and 2. if the return calculated is higher than 0, signal value output is 1 else signal value is -1. Australian Dollar US Dollar AUD/USD momentum signal is the aggregate of the the 4 values. A technical momentum rollover is identified when Australian Dollar US Dollar (AUD/USD) momentum signal moves from positive to negative value or vice-versa.

Australian Dollar US Dollar (AUD/USD) trend

Australian Dollar US Dollar (AUD/USD) trend signal ranges from -100 to +100. Australian Dollar US Dollar (AUD/USD) trend indicator is the mean value of the 8 calculations described below. The timeframes monitored are the following: 1-month (20 trading days), 3-months (60 trading days), 6-months (125 trading days), 1-year (250 trading days)
For each timeframe, the following calculations are performed: 1. Australian Dollar US Dollar (AUD/USD) Closing price vs Australian Dollar US Dollar (AUD/USD) moving average (MA) calculation: If Australian Dollar US Dollar (AUD/USD) is greater than Australian Dollar US Dollar (AUD/USD) MA value is +1, else -1, 2. Australian Dollar US Dollar (AUD/USD) Moving average slope calculation: if current Australian Dollar US Dollar (AUD/USD) moving average is higher than the previous MA, Australian Dollar US Dollar (AUD/USD) upward slope +1, else -1
Australian Dollar US Dollar (AUD/USD) trend model can be used as a trend strength indicator. Australian Dollar US Dollar (AUD/USD) trend strength values ranging between +75 and +100 or -75 and -100 show strong trend strength.
A technical trend rollover is identified when Australian Dollar US Dollar (AUD/USD) trend strength indicator moves from positive to negative value or vice-versa.

The most important trend indicator
The Australian Dollar US Dollar (AUD/USD) 52-week simple moving average and its slope are the most important indicators defining a market’s trend. Australian Dollar US Dollar (AUD/USD) is in an uptrend when Australian Dollar US Dollar (AUD/USD) price is higher than the 52-week moving average and the Australian Dollar US Dollar (AUD/USD) 52-week moving average has an upward slope. If fundamentals of the market have not changed and the moving average slope is still in uptrend, a price drop signifies a market correction and not a change of trend. Traders should watch oscillators like the Australian Dollar US Dollar (AUD/USD) oscillator and Australian Dollar US Dollar (AUD/USD) RSI to buy the dip and still follow the trend. The moving average slope turn signifies a change of trend.

Australian Dollar US Dollar (AUD/USD) oscillator

The Australian Dollar US Dollar (AUD/USD) oscillator estimated by MacroVar is the z-score of the current Australian Dollar US Dollar (AUD/USD) price versus Australian Dollar US Dollar (AUD/USD) 1-year simple moving average price. The formula for the Australian Dollar US Dollar (AUD/USD) oscillator is:
Australian Dollar US Dollar (AUD/USD) oscillator = (Current Price – 250 trading days Australian Dollar US Dollar (AUD/USD) simple moving average price) / (250 days Australian Dollar US Dollar (AUD/USD) price standard deviation)

Australian Dollar US Dollar (AUD/USD) oversold conditions
Australian Dollar US Dollar (AUD/USD) is oversold when it is subject to a persistent downward pressure due to extreme fund outflows. When the Australian Dollar US Dollar (AUD/USD) is oversold it is often due for a rebound. Values of the Australian Dollar US Dollar (AUD/USD) oscillator lower than -2.5 signify oversold conditions. It must be noted that the Australian Dollar US Dollar (AUD/USD) oscillator must be analyzed ibn conjunction with the rest of Australian Dollar US Dollar (AUD/USD) quantitative factors. Traders should pay less attention to overbought or oversold conditions during strong trends. They should pay close attention during counter trends and all combined with the Australian Dollar US Dollar (AUD/USD) RSI.
Australian Dollar US Dollar (AUD/USD) overbought conditions
Australian Dollar US Dollar (AUD/USD) is overbought when it is subject to a persistent upward pressure due to extreme fund inflows. When the Australian Dollar US Dollar (AUD/USD) is overbought it is often due for a correction. Values of the Australian Dollar US Dollar (AUD/USD) oscillator higher than +2.5 signify overbought conditions. It must be noted that the MacroVar oscillator must be compared to the rest of the Australian Dollar US Dollar (AUD/USD) quantitative factors. Traders should pay less attention to overbought or oversold conditions during strong trends. They should pay close attention during counter trends and all combined with the RSI.

Australian Dollar US Dollar (AUD/USD) RSI indicator

The RSI indicator measures the speed and change of price movements. The RSI indicator oscillates between 0 and 100. RSI is a useful indicator during normal trending market conditions when an asset price oscillates around its trend value. During big moves and strong trends however, like short squeezes or price spikes RSI and other oscillators don’t work.
During normal trend market conditions and when Australian Dollar US Dollar (AUD/USD) is in a downtrend RSI values between 50-60 signify overbought conditions before the downtrend is ready to resume. During Australian Dollar US Dollar (AUD/USD) uptrend, RSI values of 40 to 50 signify oversold conditions before the uptrend is ready to resume. It is strongly not recommended to enter a position when the RSI is “overbought” and falling or vice versa.

Australian Dollar US Dollar (AUD/USD) returns

MacroVar calculates Australian Dollar US Dollar (AUD/USD) returns for the following timeframes: Daily, Weekly, Monthly, Yearly. The formula for calculating returns is:

Australian Dollar US Dollar (AUD/USD) returns = (Australian Dollar US Dollar (AUD/USD) Closing Price – Australian Dollar US Dollar (AUD/USD) Previous Price)/(Australian Dollar US Dollar (AUD/USD) Previous Price)
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