The Diploma Thesis deals with influence of announcing economic indicators on currency exchange rate AUD/USD. The Thesis focuses on fundamental news announced in Australia, USA and China, as these play a significant role in forming of analyzed currency exchange rate. The first part includes general description of fundaments, explanation of investor's psychology, description of world's most important banks, because the financial world waits for their announcements and reacts upon them. Next subchapter of thesis focuses on central bank of Australia and its monetary policy. The research itself is situated in the second part of the thesis, containing testing the influence of fundamental news on logarithmic return of exchange rate AUD/USD, using linear regression analysis. The objective of this part is to find out what is the influence of news on exchange rate return of AUD/USD. The last part examines whether investing strategies based on announcing fundamental news can bring profit to the investor or the efficient market theory will be confirmed.