You can use the Filter function to return a set whose values are between a specified range.
The following query returns the Product members that have a Sales Amount between $20,000 and $30,000 (for all time).
SELECT {[Measures].[Sales Amount]} ON 0,
FILTER([Product].[Product].Members, [Measures].[Sales Amount] > 20000 AND [Measures].[Sales Amount] < 30000) ON 1
FROM [Adventure Works]