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

On 2026-07-07, EUR/USD closed at 1.14418, up 0.04% on the day. It trades at 16.7% of its 52-week range. Its RSI(14) of 43.32 is in the 29th percentile of its history since 2003, and its 20-day return of -0.75% in the 36th 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 1.14418  +0.036%
  price & change   (as of 2026-07-07, prior 2026-07-06)
    close       1.14418
    change      +0.00041  (+0.036%, +4.1 pips)
    gap         +0.00046  (+4.6 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-07)
    range       0.00241  (24.1 pips)
    close pos   78.0% of range
  moving averages  (as of 2026-07-07)
     20d MA     1.14653   price below by -0.21%
     50d MA     1.15841   price below by -1.23%
    200d MA     1.16522   price below by -1.81%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-07)
    20d stdev   0.315% daily ≈ 5.0% annualized (×√252)   (11th pct of own history, since 2003 (5830 obs))
    vs easing-2024 avg  0.73× (0.315% vs 0.433% era avg)
  ATR              (as of 2026-07-07)
    ATR(14)    0.00642  (64.2 pips)
    ATR%        0.56%   (13th pct of own history, since 2003 (5836 obs))
    range/ATR   37.5%
  52-week range    (as of 2026-07-07)
    high        1.20236   (-4.84% from high)
    low         1.13254   (+1.03% from low)
  momentum         (as of 2026-07-07)
    RSI(14)     43.32   (29th pct of own history, since 2003 (5836 obs))
  returns          (as of 2026-07-07)
     5d return  +0.17%
    20d return  -0.75%
    60d return  -2.78%
  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      0.4330%
  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  (22 days)
    EU (ECBMRRFR)   2.40%  (as of 2026-07-07)
    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 2026-07-07)
    vs DXY      -0.80
    vs S&P 500  +0.37
    vs DXY beta -0.79 (26w)