On 2026-07-03, EUR/USD closed at 1.14227, up 0.39% on the day. It trades at 13.9% of its 52-week range. Its RSI(14) of 40.36 is in the 21st percentile of its history since 2003, and its 20-day return of -1.64% in the 22nd 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 1.14227 +0.393%
price & change (as of 2026-07-03, prior 2026-07-02)
close 1.14227
change +0.00447 (+0.393%, +44.7 pips)
gap +0.00457 (+45.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-03)
range 0.00442 (44.2 pips)
close pos 3.6% of range
moving averages (as of 2026-07-03)
20d MA 1.14739 price below by -0.45%
50d MA 1.15951 price below by -1.49%
200d MA 1.16548 price below by -1.99%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-03)
20d stdev 0.353% daily (17th pct of own history)
vs easing-2024 avg 0.81× (0.353% vs 0.434% era avg)
ATR (as of 2026-07-03)
ATR(14) 0.00698 (69.8 pips)
ATR% 0.61% (19th pct of own history)
range/ATR 63.3%
52-week range (as of 2026-07-03)
high 1.20236 (-5.00% from high)
low 1.13254 (+0.86% from low)
momentum (as of 2026-07-03)
RSI(14) 40.36 (21st pct of own history)
returns (as of 2026-07-03)
5d return +0.54%
20d return -1.64%
60d return -2.30%
volatility by rate-era
pre-crisis 1.0543% (from 2003-12-01)
ZIRP-2009 0.6640%
tightening-2015 0.4886%
ZIRP-2019 0.3870%
tightening-2022 0.5496%
easing-2024 0.4336%
positioning (as of 2026-06-23)
next COT as of 2026-06-30 (released ~that Fri, later if a holiday intervenes) — newer data due
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 (26 days)
EU (ECBMRRFR) 2.40% (as of 2026-07-05)
differential withheld — US (FEDFUNDS) is the MONTHLY EFFECTIVE rate as of 2026-06-01, predating the 2026-06-17 FOMC; subtracting the legs above yields a PRE-decision figure, not the current differential
10Y yield spread (US–EU)
US (DGS10) 4.49% (as of 2026-07-02)
EU (euro-area AAA 10Y) 3.01% (as of 2026-07-03)
spread +1.48%
2Y yield spread (US–EU)
US (DGS2) 4.14% (as of 2026-07-02)
EU (euro-area AAA 2Y) 2.47% (as of 2026-07-03)
spread +1.67%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-02)
vs DXY -0.84
vs S&P 500 +0.35
vs DXY beta -0.81 (26w)