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

On 2026-07-08, EUR/USD closed at 1.14038, down 0.33% on the day. It trades at 11.2% of its 52-week range. Its RSI(14) of 38.93 is in the 18th percentile of its history since 2003, and its 20-day return of -1.14% in the 29th 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 1.14038  -0.332%
  price & change   (as of 2026-07-08, prior 2026-07-07)
    close       1.14038
    change      -0.00380  (-0.332%, -38.0 pips)
    gap         -0.00409  (-40.9 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-08)
    range       0.00406  (40.6 pips)
    close pos   29.3% of range
  moving averages  (as of 2026-07-08)
     20d MA     1.14587   price below by -0.48%
     50d MA     1.15778   price below by -1.50%
    200d MA     1.16506   price below by -2.12%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-08)
    20d stdev   0.321% daily ≈ 5.1% annualized (×√252)   (12th pct of own history, since 2003 (5831 obs))
    vs easing-2024 avg  0.74× (0.321% vs 0.433% era avg)
  ATR              (as of 2026-07-08)
    ATR(14)    0.00632  (63.2 pips)
    ATR%        0.55%   (12th pct of own history, since 2003 (5837 obs))
    range/ATR   64.3%
  52-week range    (as of 2026-07-08)
    high        1.20236   (-5.15% from high)
    low         1.13254   (+0.69% from low)
  momentum         (as of 2026-07-08)
    RSI(14)     38.93   (18th pct of own history, since 2003 (5837 obs))
  returns          (as of 2026-07-08)
     5d return  -0.08%
    20d return  -1.14%
    60d return  -3.35%
  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      0.4329%
  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)  (spans 2026-06-17 FOMC)
    next FOMC       2026-07-29  (21 days)
    EU (ECBMRRFR)   2.40%  (as of 2026-07-08)
    differential    withheld — US (FEDFUNDS) is the MONTHLY EFFECTIVE rate as of 2026-06-01: a month average spanning the 2026-06-17 FOMC, blending pre- and post-decision days; subtracting the legs above yields a mixed figure, not the current differential
  10Y yield spread (US–EU)
    US (DGS10)      4.55%  (as of 2026-07-07)
    EU (euro-area AAA 10Y) 3.14%  (as of 2026-07-08)
    spread          +1.41%
  2Y yield spread (US–EU)
    US (DGS2)       4.19%  (as of 2026-07-07)
    EU (euro-area AAA 2Y) 2.62%  (as of 2026-07-08)
    spread          +1.57%
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-08)
    vs DXY      -0.81
    vs S&P 500  +0.37
    vs DXY beta -0.79 (26w)