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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.
Nested 60 / 80 / 95 calibrated expected-range · centered on current price (gold tick)
Containment = share of non-overlapping windows the 60% band held (per-symbol audit; static backtest copy where the audit has no rows yet) — magnitude only, not a directional record.
6 of 7 models in band
± 1.46% expected move
backtest — refresh paused (#568)
Actionable · size by band. The validated edge is magnitude, not direction.
Timeframes diverge — no single coherent trend.
Context, not a trade signal · forward test pending.
Descriptive — does not size the band.
AUD/JPY's calibrated band puts the expected move at ±1.1% over 7 days, widening to ±2.0% over 28.
Sigmacast expected range · containment-audited · 84% over 81 windows → full record
Across 81 graded 14-day windows since 27 Jul 2026, AUD/JPY's expected-range band contained price 84% of the time (stated rate: 80%).
As of October 30, 2026, AUD/JPY is trading at 110.4970. 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.
Forecasts generated by Sigmanomics engine. Not financial advice.
The AUD/JPY forex pair tracks the exchange rate between the Australian Dollar and the Japanese Yen. The AUD/JPY pair closed at 110.50 on October 30, 2026, reflecting a decline of 0.47% from the previous close of 111.02.
Over the past 30 days, the pair has experienced a modest uptrend with a rally of 0.63%, ranging between 108.66 and 111.56. The price currently trades above its 20-day moving average of 110.39. The 14-day RSI stands at 49.8, in neutral territory, indicating balanced momentum. Among macroeconomic indicators in our coverage, Jibun Bank Manufacturing PMI (JP) shows the strongest historical relationship with this instrument, positively correlated (r = +0.96).
Over the same 30-day window, daily-return volatility was 0.46%, reflecting subdued price variability for this pair. Over the past 52 weeks, AUD/JPY traded between 98.8180 (Nov 5, 2025) and 114.96 (Aug 28, 2026); the current price sits 3.9% below the 52-week high.
Daily-return volatility of 0.46% runs elevated for this pair, so price ranges are likely to stay wide — watch how price behaves around its recent range rather than treating any single level as fixed. AUD/JPY is currently trading 0.10% above its 20-day moving average and sitting in the middle of its 52-week range. Its 14-day RSI reads 49.8, currently in neutral territory. For cross-confirmation, the Jibun Bank Manufacturing PMI (JP) indicator carries the strongest historical correlation with AUD/JPY (r = +0.96) and is worth watching for context.
Macro correlations · context (not confirmation)
8 correlated indicators
Observed historical correlations, not forward signals.
Positively correlated: Jibun Bank Manufacturing PMI (JP) (r=+0.96), RBA trimmed mean CPI YoY (AU) (r=+0.88), Exports MoM (AU) (r=+0.71), Inflation Rate YoY (AU) (r=+0.68), GDP External Demand QoQ (JP) (r=+0.67), Full Time Employment Chg (AU) (r=+0.65)
Inversely correlated: CPI YoY (AU) (r=-0.81), Unemployment Rate (JP) (r=-0.68)
Auto-generated from Sigmanomics market data. Last update Oct 2026.
Sigmacast forecasts span six horizons — 30-minute, 1-hour, 2-hour, 4-hour, 12-hour, and daily — refreshed continuously as new bars arrive.