FX daily report for reference date 2026-07-28. 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 2026-07-28, config order)
close day % RSI (pct) 52wk 20d ret (pct) pos net%OI (pct)
EUR/USD 1.13695 -0.22% 39.5 (19th) 6.3% -0.46% (42nd) -7.1% (5th)
GBP/USD 1.32899 -0.46% 43.2 (28th) 33.3% +0.27% (54th) +12.7% (52nd)
USD/JPY 163.771 +0.10% 69.5 (93rd) 98.8% +1.14% (66th) -22.7% (25th)
USD/CHF 0.81928 +0.37% 67.0 (93rd) 97.9% +1.45% (75th) -8.2% (55th)
AUD/USD 0.69872 -0.10% 50.9 (51st) 66.3% +1.52% (70th) +11.0% (67th)
USD/CAD 1.41242 +0.27% 55.9 (68th) 83.8% -0.60% (38th) -26.9% (20th)
NZD/USD 0.57704 -0.48% 48.2 (43rd) 36.6% +2.11% (75th) -28.6% (0th)
EUR/GBP 0.85543 +0.23% 50.1 (52nd) 21.7% -0.69% (35th) -0.4% (99th)
EUR/HUF 358.954 -0.12% 52.9 (61st) 20.5% +1.72% (81st)
USD/HUF 316.348 +0.15% 57.6 (73rd) 34.8% +2.20% (75th)
GBP/HUF 420.45 -0.35% 53.7 (62nd) 29.7% +2.66% (83rd)CHANGES (vs prior session) USD/CHF new 52wk intraday high (0.82047)
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 EUR/GBP positioning net%OI -0.4% (99th pct — near top of own 134w range (band tops at +0.1%)) · surprise 98 USD/JPY 52wk position 98.8% of range (52wk) · surprise 98 USD/CHF 52wk position 97.9% of range (52wk) · surprise 96 USD/CAD 20d vol 0.219% daily (3rd pct, since 2003 (5923 obs)) · surprise 94 EUR/USD 20d vol 0.236% daily (3rd pct, since 2003 (5845 obs)) · surprise 94 AUD/USD 20d vol 0.344% daily (4th pct, since 2006 (5221 obs)) · surprise 92
market risk (VIX) (as of 2026-07-28) level 18.21 change -0.46 (-2.5%) (prior 2026-07-27) 1yr range 13.47 … 31.05 (252d) 1yr pctile 64th pctile (252d lookback)
dollar index (DXY) (as of 2026-07-28) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 101.329 change -0.181 (-0.18%) (prior 2026-07-27) 1yr range 96.220 … 101.610 (252d) 1yr pctile 97th pctile (252d lookback) 200d MA 99.123 price above by +2.23%
DOLLAR CROWDING (weekly-return correlation to DXY, 26w; how much of the book is one dollar trade — async daily closes cap the magnitude) 6 of 11 pairs correlate |≥ 0.60| to DXY this week EUR/USD -0.80 NZD/USD -0.74 GBP/USD -0.72 USD/HUF +0.71 USD/CHF +0.67 USD/JPY +0.60 EUR/HUF +0.55 AUD/USD -0.52 GBP/HUF +0.45 USD/CAD +0.42 EUR/GBP +0.06
equity market (S&P 500) (as of 2026-07-28) level 7428.78 change +15.60 (+0.21%) (prior 2026-07-27) 1yr range 6238.01 … 7609.78 (252d) 1yr pctile 86th pctile (252d lookback) 200d MA 7012.60 price above by +5.93%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-07-28) >> Fed 2026-07-29 (1 day) · cross-link: EUR/USD (20d vol 3rd pct), USD/JPY (52wk position 98.8% of range), USD/CHF (52wk position 97.9% of range), AUD/USD (20d vol 4th pct), USD/CAD (20d vol 3rd pct), NZD/USD (positioning net%OI 0th pct — near bottom of own 134w range (band bottoms at -28.6%)) >> BoE 2026-07-30 (2 days) · cross-link: EUR/GBP (positioning net%OI 99th pct — near top of own 134w range (band tops at +0.1%)) >> BoJ 2026-07-31 (3 days) · cross-link: USD/JPY (52wk position 98.8% of range) >> RBA 2026-08-11 (14 days) · cross-link: AUD/USD (20d vol 4th pct) >> BoC 2026-09-02 (36 days) · cross-link: USD/CAD (20d vol 3rd pct) >> RBNZ 2026-09-02 (36 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 (44 days) · cross-link: EUR/USD (20d vol 3rd pct), EUR/GBP (positioning net%OI 99th pct — near top of own 134w range (band tops at +0.1%)) >> SNB 2026-09-24 (58 days) · cross-link: USD/CHF (52wk position 97.9% of range)