FX Daily — 2026-07-24

FX daily report for reference date 2026-07-24. 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 2026-07-24, config order)

           close   day %    RSI (pct)   52wk  20d ret (pct)  pos net%OI (pct)
EUR/USD  1.13768  -0.31%  39.5 (19th)   7.4%  +0.13% (53rd)       -7.1% (5th)
GBP/USD  1.33127  -0.47%  44.4 (32nd)  36.0%  +0.95% (65th)     +12.7% (52nd)
USD/JPY  163.832  +0.46%  71.9 (96th)  99.2%  +1.25% (67th)     -22.7% (25th)
USD/CHF  0.81687  +0.33%  65.0 (91st)  97.1%  +0.78% (65th)      -8.2% (55th)
AUD/USD  0.69672  -0.32%  47.3 (40th)  64.0%  +0.97% (63rd)     +11.0% (67th)
USD/CAD  1.40849  -0.00%  49.6 (48th)  78.7%  -0.81% (34th)     -26.9% (20th)
NZD/USD  0.57741  -0.69%  48.9 (45th)  37.3%  +2.32% (77th)      -28.6% (0th)
EUR/GBP  0.85456  +0.16%  47.2 (42nd)  19.5%  -0.79% (33rd)      -0.4% (99th)
EUR/HUF  363.645  +0.22%  69.1 (95th)  29.6%  +3.12% (93rd)
USD/HUF  319.961  +0.52%  69.2 (95th)  42.5%  +2.92% (81st)
GBP/HUF   426.05  +0.09%  68.9 (96th)  39.2%  +3.91% (92nd)
CHANGES (vs prior session)
  USD/JPY  RSI 71.9 — crossed above 70 (overbought boundary)
  USD/CHF  new 52wk intraday high (0.81848)
  NZD/USD  crossed below 200d MA (2nd consecutive close below)
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)
  NZD/USD  positioning net%OI -28.6%    (0th pct — near bottom of own 134w range (band bottoms at -28.6%)) · surprise 100
  USD/JPY  52wk position 99.2% of range (52wk)                    · surprise  98
  EUR/GBP  positioning net%OI -0.4%     (99th pct — near top of own 134w range (band tops at +0.1%)) · surprise  98
  USD/CAD  20d vol 0.211% daily         (2nd pct, since 2003 (5921 obs)) · surprise  96
  USD/CHF  52wk position 97.1% of range (52wk)                    · surprise  94
  AUD/USD  20d vol 0.340% daily         (3rd pct, since 2006 (5219 obs)) · surprise  94
  EUR/USD  20d vol 0.245% daily         (4th pct, since 2003 (5843 obs)) · surprise  92
  GBP/HUF  RSI(14) 68.88                (96th pct, since 2003 (5853 obs)) · surprise  92
  EUR/HUF  RSI(14) 69.12                (95th pct, since 2003 (5850 obs)) · surprise  90
market risk (VIX)  (as of 2026-07-23)
  level       18.70
  change      +2.06  (+12.4%)  (prior 2026-07-22)
  1yr range   13.47 … 31.05 (252d)
  1yr pctile  70th pctile (252d lookback)
dollar index (DXY)  (as of 2026-07-23)  (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below)
  level       101.430
  change      +0.290  (+0.29%)  (prior 2026-07-22)
  1yr range   96.220 … 101.610 (252d)
  1yr pctile  99th pctile (252d lookback)
  200d MA     99.079   price above by +2.37%
equity market (S&P 500)  (as of 2026-07-23)
  level       7408.30
  change      -90.66  (-1.21%)  (prior 2026-07-22)
  1yr range   6238.01 … 7609.78 (252d)
  1yr pctile  85th pctile (252d lookback)
  200d MA     7002.37   price above by +5.80%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) ===
  (days remaining from reference date 2026-07-24)
  >> Fed   2026-07-29  (5 days)   · cross-link: EUR/USD (20d vol 4th pct), USD/JPY (52wk position 99.2% of range), USD/CHF (52wk position 97.1% of range), AUD/USD (20d vol 3rd pct), USD/CAD (20d vol 2nd pct), NZD/USD (positioning net%OI 0th pct — near bottom of own 134w range (band bottoms at -28.6%))
  >> BoE   2026-07-30  (6 days)   · cross-link: EUR/GBP (positioning net%OI 99th pct — near top of own 134w range (band tops at +0.1%)), GBP/HUF (RSI(14) 96th pct)
  >> BoJ   2026-07-31  (7 days)   · cross-link: USD/JPY (52wk position 99.2% of range)
  >> RBA   2026-08-11  (18 days)   · cross-link: AUD/USD (20d vol 3rd pct)
  >> BoC   2026-09-02  (40 days)   · cross-link: USD/CAD (20d vol 2nd pct)
  >> RBNZ  2026-09-02  (40 days)   · cross-link: NZD/USD (positioning net%OI 0th pct — near bottom of own 134w range (band bottoms at -28.6%))
  >> ECB   2026-09-10  (48 days)   · cross-link: EUR/USD (20d vol 4th pct), EUR/GBP (positioning net%OI 99th pct — near top of own 134w range (band tops at +0.1%)), EUR/HUF (RSI(14) 95th pct)
  >> SNB   2026-09-24  (62 days)   · cross-link: USD/CHF (52wk position 97.1% of range)