EUR/USD: RSI, volatility, 52-week range · daily

On 2026-07-01, EUR/USD closed at 1.14133, down 0.08% on the day. It trades at 12.6% of its 52-week range. Its RSI(14) of 36.19 is in the 12th percentile of its history since 2003, and its 20-day return of -1.80% in the 20th percentile. Leveraged-money positioning is net -2.0% of open interest, in the 41st percentile of its own two-year range.

=== EUR/USD  (pip 0.0001) ===
  >> close 1.14133  -0.076%
  price & change   (as of 2026-07-01, prior 2026-06-30)
    close       1.14133
    change      -0.00087  (-0.076%, -8.7 pips)
    gap         -0.00095  (-9.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-01)
    range       0.00547  (54.7 pips)
    close pos   93.6% of range
  moving averages  (as of 2026-07-01)
     20d MA     1.14950   price below by -0.71%
     50d MA     1.16069   price below by -1.67%
    200d MA     1.16589   price below by -2.11%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-01)
    20d stdev   0.332% daily
  ATR              (as of 2026-07-01)
    ATR(14)    0.00663  (66.3 pips)
    ATR%        0.58%
    range/ATR   82.5%
  52-week range    (as of 2026-07-01)
    high        1.20236   (-5.08% from high)
    low         1.13254   (+0.78% from low)
  momentum         (as of 2026-07-01)
    RSI(14)     36.19
  returns          (as of 2026-07-01)
     5d return  +0.30%
    20d return  -1.80%
    60d return  -2.34%
  volatility by rate-era
    pre-crisis       1.0543%
    ZIRP-2009        0.6640%
    tightening-2015  0.4886%
    ZIRP-2019        0.3870%
    tightening-2022  0.5496%
    easing-2024      0.4339%
  positioning      (as of 2026-06-23)
    net         -15,410 contracts (net short EUR)
    net % OI    -2.0%
    net%OI range -7.8% … +6.5% (own 130w)
    w/w change  -6,484
  rate differential (US–EU policy)
    US (FEDFUNDS)   3.63%  (as of 2026-06-01)  (predates 2026-06-17 FOMC)
    next FOMC       2026-07-29  (28 days)
    EU (ECBMRRFR)   2.40%  (as of 2026-06-30)
    differential    withheld — US rate predates 2026-06-17 FOMC
  10Y yield spread (US–EU)
    US (DGS10)      4.44%  (as of 2026-06-30)
    EU (euro-area AAA 10Y) 2.92%  (as of 2026-06-30)
    spread          +1.52%
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-01)
    vs DXY      -0.83
    vs S&P 500  +0.36
    vs DXY beta -0.81 (26w)