AUD/USD Exchange Rate History: US Dollars per Aussie Since 1971

The Australian dollar (the ‘Aussie’) is a commodity currency tied to iron ore, coal, and Chinese demand. This dataset tracks the Federal Reserve H.10 noon rate, expressed as US dollars per Australian dollar, distributed via FRED under the code DEXUSAL, with daily coverage since 1971. A higher number means a stronger Aussie; a lower number means a stronger US dollar. Note that Australia only floated the dollar in December 1983; earlier values reflect a managed rate.

Dataset: AUD/USD Exchange Rate (1971–2026) · Updated 2026-06-05

Source: Federal Reserve Board · H.10 Foreign Exchange Rates (via FRED)

Macro Takeaway

Dataset Overview

Dataset Variables

The CSV and Excel files contain the following columns. Each row represents one business day.

Column names match the CSV headers exactly.

Download the Complete Dataset

The full dataset is available in CSV and Excel formats — daily observations spanning 1971–2026.

FRED Direct CSV Access

The underlying data is published in the Federal Reserve Economic Data (FRED) database under the series code DEXUSAL, sourced from the Federal Reserve Board’s H.10 release:

https://fred.stlouisfed.org/graph/fredgraph.csv?id=DEXUSAL

The Eco3min dataset mirrors the same daily series, packaged in a stable, versionable CSV with consistent column names — designed for direct ingestion in Python, R, or any data pipeline. The URL never changes, making it suitable for automated scripts.

Direct CSV Access — Eco3min Structured Dataset

https://eco3min.fr/dataset/aud-usd-exchange-rate.csv

This URL returns the complete dataset in CSV format. It can be used directly in pandas, R, curl, or any data tool.

Using the Dataset in Python

import pandas as pd

url = "https://eco3min.fr/dataset/aud-usd-exchange-rate.csv"
df = pd.read_csv(url, parse_dates=["date"])

print(df.head())
print(df["aud_usd"].describe())

df.plot(x="date", y="aud_usd", title="AUD/USD Exchange Rate", legend=False)

Using the Dataset in R

library(readr)

url <- "https://eco3min.fr/dataset/aud-usd-exchange-rate.csv"
df <- read_csv(url)

head(df)
summary(df$aud_usd)

Both examples load the dataset directly from the URL — no download or API key required.

Methodology

The Federal Reserve reports the US dollars per Australian dollar noon buying rate in New York, in its H.10 release. This gets a fuller treatment in this dedicated note on dollar weaponization reserves.

The Federal Reserve publishes these rates daily in its H.10 release. Values are indicative noon or end-of-day rates, not transactable quotes, and there are no observations on weekends or US holidays. The series begins in 1971.

This dataset is updated via an automated pull from the FRED API (series DEXUSAL) by an Eco3min pipeline running on GitHub Actions, which regenerates the cleaned CSV and Excel files and refreshes the page metadata.

Data Quality & Provider Notes

The Federal Reserve H.10 rates are a standard, widely cited reference for bilateral exchange rates. A few provider-specific points matter when using this series.

• Indicative, not transactable. H.10 rates are reference rates collected at a set time of day. They will differ from the bid/ask a trader actually deals on, and from other fixings (ECB, WM/Refinitiv 4pm London).
• Gaps on non-business days. There are no observations on weekends or US public holidays, so the series is not strictly continuous in calendar time.
• Bilateral, not trade-weighted. This is a single currency pair. It is not the broad, trade-weighted dollar index, which aggregates many bilateral rates.
• Discontinued or restated quotes. The Federal Reserve has occasionally changed how a rate is reported; treat very long histories as broadly consistent rather than methodologically identical throughout.

Common Pitfalls When Using This Series

1. Reading the quotation direction backwards. This series is US dollars per Australian dollar (the market convention), so the number rises when the Aussie strengthens and falls when the US dollar strengthens, the opposite of yen- or franc-per-dollar series. Australia only floated the dollar in December 1983, so earlier values reflect a managed rate. Getting the direction wrong inverts every move and every regime described below.
2. Treating gaps as missing data. Weekends and holidays have no H.10 observation; this is by design, not a data error. Resample carefully before computing returns.
3. Confusing a bilateral rate with the dollar’s overall strength. One pair can move on currency-specific news while the broad, trade-weighted dollar barely moves, and vice versa.

Historical Regimes

1971–1983 — Managed rate. Before December 1983 the Australian dollar was officially managed, not freely floated.

1984–2000 — Float and decline. After the 1983 float the Aussie traded freely and weakened, reaching record lows near 0.48 in 2001.

2001–2011 — Commodity supercycle. The China-driven mining boom lifted the Aussie above parity (over 1.10) in 2011.

2012–2020 — Boom unwinds. As commodity prices and the mining boom faded, the Aussie drifted lower toward 0.60.

2021–2026 — Range. The pair has traded broadly 0.60-0.75, sensitive to commodity prices, Chinese demand, and the Fed-RBA gap.

Related Macroeconomic Datasets

Developed Markets (ex-US) Hub

This dataset is part of the Eco3min repository of exchange rates, government bond yields, and policy rates for the major developed economies outside the United States, all sourced from the Federal Reserve and the OECD via FRED.

Explore the Developed Markets (ex-US) Hub

Sources

• Federal Reserve Board — H.10 Foreign Exchange Rates, AUD/USD
• Federal Reserve Bank of St. Louis — FRED database, series DEXUSAL
• Federal Reserve H.10 noon buying rate, New York — basis underlying the FRED series

Dataset Reference

Eco3min Research. (2026). AUD/USD Exchange Rate — Daily (1971-2026). Source: Federal Reserve Board H.10 via FRED.<br> https://eco3min.fr/en/aud-usd-exchange-rate-history-dataset/