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

On 2026-07-14, EUR/USD closed at 1.13843, down 0.18% on the day. It trades at 8.4% of its 52-week range. Its RSI(14) of 37.95 is in the 15th percentile of its history since 2003, and its 20-day return of -1.81% in the 20th 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 1.14255 / 1.1554 / 1.16442, with price -0.36% / -1.47% / -2.23% against them. Its 52-week range is 1.13254–1.20236; it closed 5.32% below the high and 0.52% above the low. Its 20-day volatility is 0.308% daily, in the 11th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00622 (62.2 pips), 0.55% of price. It has returned -0.50% over 5 days and -3.40% over 60 days.

=== EUR/USD  (pip 0.0001) ===
  >> close 1.13843  -0.177%
  price & change   (as of 2026-07-14, prior 2026-07-13)
    close       1.13843
    change      -0.00202  (-0.177%, -20.2 pips)
    gap         -0.00208  (-20.8 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-14)
    range       0.00825  (82.5 pips)
    close pos   6.7% of range
  moving averages  (as of 2026-07-14)
     20d MA     1.14255   price below by -0.36%
     50d MA     1.15540   price below by -1.47%
    200d MA     1.16442   price below by -2.23%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-14)
    20d stdev   0.308% daily ≈ 4.9% annualized (×√252)   (11th pct of own history, since 2003 (5835 obs))
    vs easing-2024 avg  0.71× (0.308% vs 0.432% era avg)
  ATR              (as of 2026-07-14)
    ATR(14)    0.00622  (62.2 pips)
    ATR%        0.55%   (11th pct of own history, since 2003 (5841 obs))
    range/ATR   132.7%
  52-week range    (as of 2026-07-14)
    high        1.20236   (-5.32% from high)
    low         1.13254   (+0.52% from low)
  momentum         (as of 2026-07-14)
    RSI(14)     37.95   (15th pct of own history, since 2003 (5841 obs))
  returns          (as of 2026-07-14)
     5d return  -0.50%
    20d return  -1.81%
    60d return  -3.40%
  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      0.4318%
  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  (9 days)
    USD (EFFR)            3.62%  (as of 2026-07-13, daily effective)
    next Fed              2026-07-29  (15 days)
    differential    -1.37%  (base−quote)
  10Y yield spread (US–EU)
    US (DGS10)      4.62%  (as of 2026-07-13)
    EU (euro-area AAA 10Y) 3.12%  (as of 2026-07-13)
    spread          +1.50%
  2Y yield spread (US–EU)
    US (DGS2)       4.26%  (as of 2026-07-13)
    EU (euro-area AAA 2Y) 2.64%  (as of 2026-07-13)
    spread          +1.62%
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-14)
    vs DXY      -0.79
    vs S&P 500  +0.39
    vs DXY beta -0.78 (26w)