On 2026-07-13, EUR/USD closed at 1.14045, down 0.25% on the day. It trades at 11.3% of its 52-week range. Its RSI(14) of 40.28 is in the 21st percentile of its history since 2003, and its 20-day return of -1.71% in the 21st percentile. Leveraged-money positioning is net -5.7% of open interest, in the 14th percentile of its own two-year range. Its 20/50/200-day moving averages are 1.1436 / 1.15602 / 1.16459, with price -0.28% / -1.35% / -2.07% against them. Its 52-week range is 1.13254–1.20236; it closed 5.15% below the high and 0.70% above the low. Its 20-day volatility is 0.307% daily, in the 11th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00606 (60.6 pips), 0.53% of price. It has returned -0.29% over 5 days and -2.87% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.14045 -0.253%
price & change (as of 2026-07-13, prior 2026-07-10)
close 1.14045
change -0.00289 (-0.253%, -28.9 pips)
gap -0.00297 (-29.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-13)
range 0.00589 (58.9 pips)
close pos 30.1% of range
moving averages (as of 2026-07-13)
20d MA 1.14360 price below by -0.28%
50d MA 1.15602 price below by -1.35%
200d MA 1.16459 price below by -2.07%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-13)
20d stdev 0.307% daily ≈ 4.9% annualized (×√252) (11th pct of own history, since 2003 (5834 obs))
vs easing-2024 avg 0.71× (0.307% vs 0.432% era avg)
ATR (as of 2026-07-13)
ATR(14) 0.00606 (60.6 pips)
ATR% 0.53% (10th pct of own history, since 2003 (5840 obs))
range/ATR 97.2%
52-week range (as of 2026-07-13)
high 1.20236 (-5.15% from high)
low 1.13254 (+0.70% from low)
momentum (as of 2026-07-13)
RSI(14) 40.28 (21st pct of own history, since 2003 (5840 obs))
returns (as of 2026-07-13)
5d return -0.29%
20d return -1.71%
60d return -2.87%
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 0.4320%
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 (EUR–USD policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-07-23 (10 days)
USD (EFFR) 3.62% (as of 2026-07-13, daily effective)
next Fed 2026-07-29 (16 days)
differential -1.37% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.56% (as of 2026-07-10)
EU (euro-area AAA 10Y) 3.12% (as of 2026-07-13)
spread +1.44%
2Y yield spread (US–EU)
US (DGS2) 4.21% (as of 2026-07-10)
EU (euro-area AAA 2Y) 2.64% (as of 2026-07-13)
spread +1.57%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-13)
vs DXY -0.80
vs S&P 500 +0.38
vs DXY beta -0.79 (26w)