FX Daily — 2026-07-21

FX daily report for reference date 2026-07-21. Covers 11 instruments with daily price action, momentum (RSI), volatility (ATR), 52-week range position, positioning, and the central-bank decision horizon. Facts only — reporting, not advice.

CROSS-PAIR SNAPSHOT  (as of 2026-07-21, config order)

           close   day %    RSI (pct)   52wk  20d ret (pct)  pos net%OI (pct)
EUR/USD  1.14181  -0.08%  44.5 (33rd)  13.3%  -0.08% (49th)       -6.7% (8th)
GBP/USD  1.34317  -0.11%  54.7 (65th)  50.3%  +1.39% (73rd)     +10.8% (47th)
USD/JPY  162.487  -0.01%  61.5 (80th)  96.8%  +0.57% (56th)     -22.8% (24th)
USD/CHF  0.81003  +0.20%  57.3 (74th)  87.1%  +0.15% (55th)      -8.8% (54th)
AUD/USD  0.70008  +0.31%  53.4 (59th)  67.9%  +0.09% (50th)     +13.1% (72nd)
USD/CAD  1.40713  +0.37%  47.6 (42nd)  76.9%  -0.62% (37th)     -25.2% (27th)
NZD/USD  0.58529  +0.22%  64.8 (89th)  52.8%  +2.47% (79th)      -24.5% (5th)
EUR/GBP   0.8498  -0.01%   31.3 (4th)   7.6%  -1.48% (19th)      -1.4% (97th)
EUR/HUF   361.33  -0.40%  64.5 (90th)  24.7%  +2.65% (91st)
USD/HUF   316.84  -0.28%  63.7 (86th)  32.8%  +2.92% (81st)
GBP/HUF   425.47  -0.37%  69.7 (96th)  36.5%  +4.26% (93rd)
CHANGES (vs prior session)
  USD/JPY  new 52wk intraday high (163.031)
  EUR/HUF  RSI 64.5 — crossed below 70 (overbought boundary)
  GBP/HUF  RSI 69.7 — crossed below 70 (overbought boundary)
NOTABLE TODAY  (most extreme vs each pair's own history; surprise = how far the reading sits from the pair's own median, 0–100 [0 = at median, 100 = an own-history extreme; = 2×|percentile − 50|] — symmetric, so a deep-oversold reading scores as high as a deep-overbought one — a magnitude, not a trading signal)
  USD/JPY  20d vol 0.244% daily         (2nd pct, since 1996 (7677 obs)) · surprise  96
  EUR/GBP  positioning net%OI -1.4%     (97th pct — near top of own 133w range (band tops at +0.1%)) · surprise  94
  GBP/HUF  RSI(14) 69.70                (96th pct, since 2003 (5850 obs)) · surprise  92
  USD/CAD  20d vol 0.230% daily         (4th pct, since 2003 (5918 obs)) · surprise  92
  NZD/USD  positioning net%OI -24.5%    (5th pct — near bottom of own 133w range (band bottoms at -27.1%)) · surprise  90
  EUR/USD  20d vol 0.257% daily         (5th pct, since 2003 (5840 obs)) · surprise  90
market risk (VIX)  (as of 2026-07-21)
  level       17.05
  change      -1.60  (-8.6%)  (prior 2026-07-20)
  1yr range   13.47 … 31.05 (252d)
  1yr pctile  49th pctile (252d lookback)
dollar index (DXY)  (as of 2026-07-21)  (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below)
  level       101.180
  change      +0.190  (+0.19%)  (prior 2026-07-20)
  1yr range   96.220 … 101.610 (252d)
  1yr pctile  97th pctile (252d lookback)
  200d MA     99.044   price above by +2.16%
equity market (S&P 500)  (as of 2026-07-21)
  level       7509.20
  change      +65.92  (+0.89%)  (prior 2026-07-20)
  1yr range   6238.01 … 7609.78 (252d)
  1yr pctile  93rd pctile (252d lookback)
  200d MA     6994.99   price above by +7.35%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) ===
  (days remaining from reference date 2026-07-21)
  >> ECB   2026-07-23  (2 days)   · cross-link: EUR/USD (20d vol 5th pct), EUR/GBP (positioning net%OI 97th pct — near top of own 133w range (band tops at +0.1%))
  >> Fed   2026-07-29  (8 days)   · cross-link: EUR/USD (20d vol 5th pct), USD/JPY (20d vol 2nd pct), USD/CAD (20d vol 4th pct), NZD/USD (positioning net%OI 5th pct — near bottom of own 133w range (band bottoms at -27.1%))
  >> BoE   2026-07-30  (9 days)   · cross-link: EUR/GBP (positioning net%OI 97th pct — near top of own 133w range (band tops at +0.1%)), GBP/HUF (RSI(14) 96th pct)
  >> BoJ   2026-07-31  (10 days)   · cross-link: USD/JPY (20d vol 2nd pct)
  >> BoC   2026-09-02  (43 days)   · cross-link: USD/CAD (20d vol 4th pct)
  >> RBNZ  2026-09-02  (43 days)   · cross-link: NZD/USD (positioning net%OI 5th pct — near bottom of own 133w range (band bottoms at -27.1%))