On 2026-07-21, EUR/USD closed at 1.14181, down 0.08% on the day. It trades at 13.3% of its 52-week range. Its RSI(14) of 44.50 is in the 33rd percentile of its history since 2003, and its 20-day return of -0.08% in the 49th 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 1.14115 / 1.15229 / 1.16388, with price +0.06% / -0.91% / -1.90% against them. Its 52-week range is 1.13254–1.20236; it closed 5.04% below the high and 0.82% above the low. Its 20-day volatility is 0.257% daily, in the 5th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00568 (56.8 pips), 0.50% of price. It has returned +0.30% over 5 days and -2.61% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.14181 -0.084% · 20d vol 0.257% daily (5th pct, since 2003 (5840 obs))
price & change (as of 2026-07-21, prior 2026-07-20)
close 1.14181
change -0.00096 (-0.084%, -9.6 pips)
gap -0.00117 (-11.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-21)
range 0.00253 (25.3 pips)
close pos 58.5% of range
moving averages (as of 2026-07-21)
20d MA 1.14115 price above by +0.06%
50d MA 1.15229 price below by -0.91%
200d MA 1.16388 price below by -1.90%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-21)
20d stdev 0.257% daily ≈ 4.1% annualized (×√252) (5th pct of own history, since 2003 (5840 obs))
vs easing-2024 avg 0.60× (0.257% vs 0.431% era avg)
ATR (as of 2026-07-21)
ATR(14) 0.00568 (56.8 pips)
ATR% 0.50% (6th pct of own history, since 2003 (5846 obs))
range/ATR 44.6%
52-week range (as of 2026-07-21)
high 1.20236 (-5.04% from high)
low 1.13254 (+0.82% from low)
momentum (as of 2026-07-21)
RSI(14) 44.50 (33rd pct of own history, since 2003 (5846 obs))
returns (as of 2026-07-21)
5d return +0.30%
20d return -0.08%
60d return -2.61%
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 0.4308%
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 (2 days)
USD (EFFR) 3.63% (as of 2026-07-21, daily effective)
next Fed 2026-07-29 (8 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.63% (as of 2026-07-21)
EU (euro-area AAA 10Y) 3.21% (as of 2026-07-21)
spread +1.42%
2Y yield spread (US–EU)
US (DGS2) 4.26% (as of 2026-07-21)
EU (euro-area AAA 2Y) 2.74% (as of 2026-07-21)
spread +1.52%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-21)
vs DXY -0.78
vs S&P 500 +0.41
vs DXY beta -0.81 (26w)