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Sam Bourgi is an analyst, writer and financial market commentator featured in and cited by U.S. Congress, Department of Justice, Chicago Board Options Exchange, Barron's and Forbes. He covers stocks, bonds, mutual funds, ETFs, forex, Bitcoin, cryptocurrency, real estate and macroeconomics. He has written over 25,000 articles and over 40 whitepapers and e-books.
Sigmacast expected range · 7–28-day calibrated zone
Forecast batch: 7/31/26
Market-data read
AUD/JPY reads range-bound — no clean directional character at any horizon (ER 0.44 / 0.11 / 0.10). Recent action is directionless chop rather than a trend. Term-structure band: ±1.2% / ±1.6% / ±2.3% (7/14/28d).
Nested 60 / 80 / 95 calibrated expected-range · centered on current price (gold tick)
Macro correlations · context (not confirmation)
8 correlated indicators
Observed historical correlations, not forward signals.
Positively correlated: Inflation Rate YoY (r=+0.79), 40-Year JGB Auction (r=+0.65), Imports YoY (r=+0.60)
Inversely correlated: Overtime Pay YoY (r=-0.86), Participation Rate (r=-0.61), Household Spending MoM (r=-0.55), CPI MoM (r=-0.54), Unemployment Rate (r=-0.54)
As of July 31, 2026, AUD/JPY is trading at 112.7956. Our multi-model Sigmanomics forecast for this forex pair generates expected price ranges (magnitude, not direction) across 7-day, 14-day, and 28-day horizons, each with a recent-path character readout. Based on ensemble models including SIGMACAST, Σ-Adaptive, and Σ-Trend with model-agreement confidence bands. Updated daily.
Containment = how often the band held (backtest) — magnitude only, not a directional record.
Forecasts generated by Sigmanomics engine. Not financial advice.
Market-data read
The AUD/JPY forex pair tracks the exchange rate between the Australian Dollar and the Japanese Yen. The AUD/JPY pair closed at 112.80 on July 31, 2026, reflecting a gain of 0.49% from the previous close of 112.24.
Over the past 30 days, the pair has experienced a modest uptrend with a rally of 1.03%, ranging between 110.83 and 114.71. The price currently trades below its 20-day moving average of 113.62. The 14-day RSI stands at 43.9, in neutral territory, indicating balanced momentum. Among macroeconomic indicators in our coverage, Overtime Pay YOY shows the strongest historical relationship with this instrument, negatively correlated (r = -0.86).
Over the same 30-day window, daily-return volatility was 0.40%, reflecting subdued price variability for this pair. Across the past 52 weeks, the pair has traded between 100.14 and 114.92, with the current price near the high end of that range.
Daily-return volatility of 0.40% is subdued for this pair, leaving recent ranges compressed — watch for a decisive break of the band as the more telling development. AUD/JPY is currently trading 0.73% below its 20-day moving average and sitting in the upper portion of its 52-week range. Its 14-day RSI reads 43.9, currently in neutral territory. For cross-confirmation, the Overtime Pay YOY indicator carries the strongest historical correlation with AUD/JPY (r = -0.86) and is worth watching for context.
Auto-generated from Sigmanomics market data. Last update Jul 2026.
Sigmacast forecasts span six horizons — 30-minute, 1-hour, 2-hour, 4-hour, 12-hour, and daily — refreshed continuously as new bars arrive.