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

On 2026-07-06, EUR/USD closed at 1.14377, up 0.13% on the day. It trades at 16.1% of its 52-week range. Its RSI(14) of 42.67 is in the 27th percentile of its history since 2003, and its 20-day return of -0.74% in the 37th percentile. Leveraged-money positioning is net -4.1% of open interest, in the 26th percentile of its own two-year range.

=== EUR/USD  (pip 0.0001) ===
  >> close 1.14377  +0.131%
  price & change   (as of 2026-07-06, prior 2026-07-03)
    close       1.14377
    change      +0.00150  (+0.131%, +15.0 pips)
    gap         +0.00132  (+13.2 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-06)
    range       0.00345  (34.5 pips)
    close pos   80.9% of range
  moving averages  (as of 2026-07-06)
     20d MA     1.14697   price below by -0.28%
     50d MA     1.15897   price below by -1.31%
    200d MA     1.16533   price below by -1.85%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-06)
    20d stdev   0.315% daily   (11th pct of own history)
    vs easing-2024 avg  0.73× (0.315% vs 0.433% era avg)
  ATR              (as of 2026-07-06)
    ATR(14)    0.00673  (67.3 pips)
    ATR%        0.59%   (15th pct of own history)
    range/ATR   51.3%
  52-week range    (as of 2026-07-06)
    high        1.20236   (-4.87% from high)
    low         1.13254   (+0.99% from low)
  momentum         (as of 2026-07-06)
    RSI(14)     42.67   (27th pct of own history)
  returns          (as of 2026-07-06)
     5d return  +0.46%
    20d return  -0.74%
    60d return  -2.03%
  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      0.4333%
  positioning      (as of 2026-06-30)
    next COT     as of 2026-07-07 (released ~that Fri, later if a holiday intervenes)
    net         -32,644 contracts (net short EUR)
    net % OI    -4.1%
    net%OI range -7.8% … +6.5% (own 131w)
    w/w change  -17,234
  rate differential (US–EU policy)
    US (FEDFUNDS)   3.63%  (as of 2026-06-01)  (predates 2026-06-17 FOMC)
    next FOMC       2026-07-29  (23 days)
    EU (ECBMRRFR)   2.40%  (as of 2026-07-06)
    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)      4.48%  (as of 2026-07-06)
    EU (euro-area AAA 10Y) 3.02%  (as of 2026-07-06)
    spread          +1.46%
  2Y yield spread (US–EU)
    US (DGS2)       4.13%  (as of 2026-07-06)
    EU (euro-area AAA 2Y) 2.48%  (as of 2026-07-06)
    spread          +1.65%
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-06)
    vs DXY      -0.83
    vs S&P 500  +0.38
    vs DXY beta -0.80 (26w)