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

On 2026-07-02, EUR/USD closed at 1.1378, down 0.31% on the day. It trades at 7.5% of its 52-week range. Its RSI(14) of 32.84 is in the 7th percentile of its history since 2003, and its 20-day return of -1.99% in the 18th 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 1.13780  -0.309%
  price & change   (as of 2026-07-02, prior 2026-07-01)
    close       1.13780
    change      -0.00353  (-0.309%, -35.3 pips)
    gap         -0.00354  (-35.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-02)
    range       0.00963  (96.3 pips)
    close pos   2.7% of range
  moving averages  (as of 2026-07-02)
     20d MA     1.14834   price below by -0.92%
     50d MA     1.16003   price below by -1.92%
    200d MA     1.16568   price below by -2.39%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-02)
    20d stdev   0.336% daily
  ATR              (as of 2026-07-02)
    ATR(14)    0.00685  (68.5 pips)
    ATR%        0.60%
    range/ATR   140.7%
  52-week range    (as of 2026-07-02)
    high        1.20236   (-5.37% from high)
    low         1.13254   (+0.46% from low)
  momentum         (as of 2026-07-02)
    RSI(14)     32.84
  returns          (as of 2026-07-02)
     5d return  +0.21%
    20d return  -1.99%
    60d return  -2.41%
  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      0.4337%
  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  (27 days)
    EU (ECBMRRFR)   2.40%  (as of 2026-07-02)
    differential    withheld — US rate predates 2026-06-17 FOMC
  10Y yield spread (US–EU)
    US (DGS10)      4.48%  (as of 2026-07-01)
    EU (euro-area AAA 10Y) 2.96%  (as of 2026-07-01)
    spread          +1.52%
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-02)
    vs DXY      -0.83
    vs S&P 500  +0.35
    vs DXY beta -0.80 (26w)