On 2026-07-17, EUR/USD closed at 1.14447, down 0.22% on the day. It trades at 17.1% of its 52-week range. Its RSI(14) of 47.92 is in the 44th percentile of its history since 2003, and its 20-day return of -0.12% in the 48th percentile. Leveraged-money positioning is net -6.7% of open interest, in the 8th percentile of its own two-year range. Its 20/50/200-day moving averages are 1.14137 / 1.15369 / 1.16405, with price +0.27% / -0.80% / -1.68% against them. Its 52-week range is 1.13254–1.20236; it closed 4.81% below the high and 1.05% above the low. Its 20-day volatility is 0.264% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00603 (60.3 pips), 0.53% of price. It has returned +0.10% over 5 days and -2.05% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.14447 -0.223%
price & change (as of 2026-07-17, prior 2026-07-16)
close 1.14447
change -0.00256 (-0.223%, -25.6 pips)
gap -0.00234 (-23.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-17)
range 0.00280 (28.0 pips)
close pos 68.9% of range
moving averages (as of 2026-07-17)
20d MA 1.14137 price above by +0.27%
50d MA 1.15369 price below by -0.80%
200d MA 1.16405 price below by -1.68%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-17)
20d stdev 0.264% daily ≈ 4.2% annualized (×√252) (6th pct of own history, since 2003 (5838 obs))
vs easing-2024 avg 0.61× (0.264% vs 0.431% era avg)
ATR (as of 2026-07-17)
ATR(14) 0.00603 (60.3 pips)
ATR% 0.53% (9th pct of own history, since 2003 (5844 obs))
range/ATR 46.4%
52-week range (as of 2026-07-17)
high 1.20236 (-4.81% from high)
low 1.13254 (+1.05% from low)
momentum (as of 2026-07-17)
RSI(14) 47.92 (44th pct of own history, since 2003 (5844 obs))
returns (as of 2026-07-17)
5d return +0.10%
20d return -0.12%
60d return -2.05%
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 0.4314%
positioning (as of 2026-07-14)
next COT as of 2026-07-21 (released ~that Fri, later if a holiday intervenes)
net -53,691 contracts (net short EUR)
net % OI -6.7%
net%OI range -7.8% … +6.5% (own 133w)
w/w change -8,230
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-07-23 (6 days)
USD (EFFR) 3.63% (as of 2026-07-16, daily effective)
next Fed 2026-07-29 (12 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.57% (as of 2026-07-16)
EU (euro-area AAA 10Y) 3.18% (as of 2026-07-16)
spread +1.39%
2Y yield spread (US–EU)
US (DGS2) 4.16% (as of 2026-07-16)
EU (euro-area AAA 2Y) 2.70% (as of 2026-07-16)
spread +1.46%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-17)
vs DXY -0.80
vs S&P 500 +0.37
vs DXY beta -0.79 (26w)