On 2026-07-16, EUR/USD closed at 1.14703, up 0.40% on the day. It trades at 20.8% of its 52-week range. Its RSI(14) of 51.35 is in the 54th percentile of its history since 2003, and its 20-day return of -0.32% in the 45th 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 1.14144 / 1.15427 / 1.16416, with price +0.49% / -0.63% / -1.47% against them. Its 52-week range is 1.13254–1.20236; it closed 4.60% below the high and 1.28% above the low. Its 20-day volatility is 0.276% daily, in the 7th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00615 (61.5 pips), 0.54% of price. It has returned +0.42% over 5 days and -2.01% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.14703 +0.399%
price & change (as of 2026-07-16, prior 2026-07-15)
close 1.14703
change +0.00456 (+0.399%, +45.6 pips)
gap +0.00485 (+48.5 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-16)
range 0.00400 (40.0 pips)
close pos 79.8% of range
moving averages (as of 2026-07-16)
20d MA 1.14144 price above by +0.49%
50d MA 1.15427 price below by -0.63%
200d MA 1.16416 price below by -1.47%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-16)
20d stdev 0.276% daily ≈ 4.4% annualized (×√252) (7th pct of own history, since 2003 (5837 obs))
vs easing-2024 avg 0.64× (0.276% vs 0.432% era avg)
ATR (as of 2026-07-16)
ATR(14) 0.00615 (61.5 pips)
ATR% 0.54% (10th pct of own history, since 2003 (5843 obs))
range/ATR 65.0%
52-week range (as of 2026-07-16)
high 1.20236 (-4.60% from high)
low 1.13254 (+1.28% from low)
momentum (as of 2026-07-16)
RSI(14) 51.35 (54th pct of own history, since 2003 (5843 obs))
returns (as of 2026-07-16)
5d return +0.42%
20d return -0.32%
60d return -2.01%
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 0.4316%
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 (7 days)
USD (EFFR) 3.63% (as of 2026-07-15, daily effective)
next Fed 2026-07-29 (13 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.55% (as of 2026-07-15)
EU (euro-area AAA 10Y) 3.15% (as of 2026-07-15)
spread +1.40%
2Y yield spread (US–EU)
US (DGS2) 4.13% (as of 2026-07-15)
EU (euro-area AAA 2Y) 2.68% (as of 2026-07-15)
spread +1.45%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-16)
vs DXY -0.80
vs S&P 500 +0.37
vs DXY beta -0.79 (26w)