Getting current indicator values is fairly simple:

def Initialize(self):
# request the hourly equity data
self.AddEquity("SPY", Resolution.Hour)
# define a 10-period daily RSI indicator with shortcut helper method
self.rsi = self.RSI("SPY", 10, MovingAverageType.Simple, Resolution.Daily)

def OnData(self, data):
# check if this algorithm is still warming up
if self.rsi.IsReady:
# get the current RSI value
rsi_value = self.rsi.Current.Value

But how can I get previous values of an indicator?