On 2026-07-20, EUR/USD closed at 1.14277, down 0.15% on the day. It trades at 14.7% of its 52-week range. Its RSI(14) of 45.74 is in the 37th percentile of its history since 2003, and its 20-day return of -0.31% in the 45th 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 1.1412 / 1.15301 / 1.16395, with price +0.14% / -0.89% / -1.82% against them. Its 52-week range is 1.13254–1.20236; it closed 4.96% below the high and 0.90% above the low. Its 20-day volatility is 0.265% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00592 (59.2 pips), 0.52% of price. It has returned +0.20% over 5 days and -2.38% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.14277 -0.149%
price & change (as of 2026-07-20, prior 2026-07-17)
close 1.14277
change -0.00170 (-0.149%, -17.0 pips)
gap -0.00176 (-17.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-20)
range 0.00443 (44.3 pips)
close pos 50.8% of range
moving averages (as of 2026-07-20)
20d MA 1.14120 price above by +0.14%
50d MA 1.15301 price below by -0.89%
200d MA 1.16395 price below by -1.82%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-20)
20d stdev 0.265% daily ≈ 4.2% annualized (×√252) (6th pct of own history, since 2003 (5839 obs))
vs easing-2024 avg 0.62× (0.265% vs 0.431% era avg)
ATR (as of 2026-07-20)
ATR(14) 0.00592 (59.2 pips)
ATR% 0.52% (8th pct of own history, since 2003 (5845 obs))
range/ATR 74.8%
52-week range (as of 2026-07-20)
high 1.20236 (-4.96% from high)
low 1.13254 (+0.90% from low)
momentum (as of 2026-07-20)
RSI(14) 45.74 (37th pct of own history, since 2003 (5845 obs))
returns (as of 2026-07-20)
5d return +0.20%
20d return -0.31%
60d return -2.38%
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 0.4311%
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 (3 days)
USD (EFFR) 3.63% (as of 2026-07-20, daily effective)
next Fed 2026-07-29 (9 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.55% (as of 2026-07-17)
EU (euro-area AAA 10Y) 3.17% (as of 2026-07-20)
spread +1.38%
2Y yield spread (US–EU)
US (DGS2) 4.18% (as of 2026-07-17)
EU (euro-area AAA 2Y) 2.71% (as of 2026-07-20)
spread +1.47%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-20)
vs DXY -0.78
vs S&P 500 +0.41
vs DXY beta -0.81 (26w)