On 2026-07-22, EUR/USD closed at 1.14038, down 0.12% on the day. It trades at 11.2% of its 52-week range. Its RSI(14) of 42.65 is in the 27th percentile of its history since 2003, and its 20-day return of +0.21% in the 54th percentile. Leveraged-money positioning is net -6.7% of open interest, in the 8th percentile of its own two-year range. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1.14127 / 1.15162 / 1.16378, with price -0.08% / -0.98% / -2.01% against them. Its 52-week range is 1.13254–1.20236; it closed 5.15% below the high and 0.69% above the low. Its 20-day volatility is 0.240% daily, in the 4th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00542 (54.2 pips), 0.48% of price. It has returned -0.18% over 5 days and -2.68% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.14038 -0.125% · 20d vol 0.240% daily (4th pct, since 2003 (5841 obs))
price & change (as of 2026-07-22, prior 2026-07-21)
close 1.14038
change -0.00143 (-0.125%, -14.3 pips)
gap -0.00164 (-16.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-22)
range 0.00215 (21.5 pips)
close pos 19.5% of range
moving averages (as of 2026-07-22)
20d MA 1.14127 price below by -0.08%
50d MA 1.15162 price below by -0.98%
200d MA 1.16378 price below by -2.01%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-22)
20d stdev 0.240% daily ≈ 3.8% annualized (×√252) (4th pct of own history, since 2003 (5841 obs))
vs easing-2024 avg 0.56× (0.240% vs 0.430% era avg)
ATR (as of 2026-07-22)
ATR(14) 0.00542 (54.2 pips)
ATR% 0.48% (4th pct of own history, since 2003 (5847 obs))
range/ATR 39.6%
52-week range (as of 2026-07-22)
high 1.20236 (-5.15% from high)
low 1.13254 (+0.69% from low)
momentum (as of 2026-07-22)
RSI(14) 42.65 (27th pct of own history, since 2003 (5847 obs))
returns (as of 2026-07-22)
5d return -0.18%
20d return +0.21%
60d return -2.68%
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 0.4305%
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 (1 day)
USD (EFFR) 3.63% (as of 2026-07-21, daily effective)
next Fed 2026-07-29 (7 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) 3.20% (as of 2026-07-22)
spread +1.43%
2Y yield spread (US–EU)
US (DGS2) 4.26% (as of 2026-07-21)
EU (euro-area AAA 2Y) 2.76% (as of 2026-07-22)
spread +1.50%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-22)
vs DXY -0.78
vs S&P 500 +0.41
vs DXY beta -0.81 (26w)