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

On 2026-07-09, EUR/USD closed at 1.1422, up 0.16% on the day. It trades at 13.8% of its 52-week range. Its RSI(14) of 41.97 is in the 25th percentile of its history since 2003, and its 20-day return of -0.98% in the 32nd percentile. Leveraged-money positioning is net -5.7% of open interest, in the 14th percentile of its own two-year range.

=== EUR/USD  (pip 0.0001) ===
  >> close 1.14220  +0.160%
  price & change   (as of 2026-07-09, prior 2026-07-08)
    close       1.14220
    change      +0.00182  (+0.160%, +18.2 pips)
    gap         +0.00181  (+18.1 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-09)
    range       0.00295  (29.5 pips)
    close pos   2.4% of range
  moving averages  (as of 2026-07-09)
     20d MA     1.14531   price below by -0.27%
     50d MA     1.15725   price below by -1.30%
    200d MA     1.16491   price below by -1.95%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-09)
    20d stdev   0.324% daily ≈ 5.1% annualized (×√252)   (12th pct of own history, since 2003 (5832 obs))
    vs easing-2024 avg  0.75× (0.324% vs 0.433% era avg)
  ATR              (as of 2026-07-09)
    ATR(14)    0.00620  (62.0 pips)
    ATR%        0.54%   (11th pct of own history, since 2003 (5838 obs))
    range/ATR   47.6%
  52-week range    (as of 2026-07-09)
    high        1.20236   (-5.00% from high)
    low         1.13254   (+0.85% from low)
  momentum         (as of 2026-07-09)
    RSI(14)     41.97   (25th pct of own history, since 2003 (5838 obs))
  returns          (as of 2026-07-09)
     5d return  +0.39%
    20d return  -0.98%
    60d return  -3.28%
  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      0.4326%
  positioning      (as of 2026-07-07)
    next COT     as of 2026-07-14 (released ~that Fri, later if a holiday intervenes)
    net         -45,461 contracts (net short EUR)
    net % OI    -5.7%
    net%OI range -7.8% … +6.5% (own 132w)
    w/w change  -12,817
  rate differential (US–EU policy)
    US (FEDFUNDS)   3.63%  (as of 2026-06-01)  (spans 2026-06-17 FOMC)
    next FOMC       2026-07-29  (20 days)
    EU (ECBMRRFR)   2.40%  (as of 2026-07-09)
    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)      4.54%  (as of 2026-07-09)
    EU (euro-area AAA 10Y) 3.13%  (as of 2026-07-09)
    spread          +1.41%
  2Y yield spread (US–EU)
    US (DGS2)       4.16%  (as of 2026-07-09)
    EU (euro-area AAA 2Y) 2.61%  (as of 2026-07-09)
    spread          +1.55%
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-09)
    vs DXY      -0.81
    vs S&P 500  +0.38
    vs DXY beta -0.79 (26w)