On 2026-07-28, EUR/USD closed at 1.13695, down 0.22% on the day. It trades at 6.3% of its 52-week range. Its RSI(14) of 39.55 is in the 19th percentile of its history since 2003, and its 20-day return of -0.46% in the 42nd percentile. Leveraged-money positioning is net -7.1% of open interest, in the 5th 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 1.14142 / 1.14943 / 1.1633, with price -0.39% / -1.09% / -2.26% against them. Its 52-week range is 1.13254–1.20236; it closed 5.44% below the high and 0.39% above the low. Its 20-day volatility is 0.236% daily, in the 3rd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00538 (53.8 pips), 0.47% of price. It has returned -0.43% over 5 days and -2.76% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.13695 -0.224% · 20d vol 0.236% daily (3rd pct, since 2003 (5845 obs))
price & change (as of 2026-07-28, prior 2026-07-27)
close 1.13695
change -0.00255 (-0.224%, -25.5 pips)
gap -0.00265 (-26.5 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-28)
range 0.00474 (47.4 pips)
close pos 31.6% of range
moving averages (as of 2026-07-28)
20d MA 1.14142 price below by -0.39%
50d MA 1.14943 price below by -1.09%
200d MA 1.16330 price below by -2.26%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-28)
20d stdev 0.236% daily ≈ 3.7% annualized (×√252) (3rd pct of own history, since 2003 (5845 obs))
vs easing-2024 avg 0.55× (0.236% vs 0.429% era avg)
ATR (as of 2026-07-28)
ATR(14) 0.00538 (53.8 pips)
ATR% 0.47% (4th pct of own history, since 2003 (5851 obs))
range/ATR 88.1%
52-week range (as of 2026-07-28)
high 1.20236 (-5.44% from high)
low 1.13254 (+0.39% from low)
momentum (as of 2026-07-28)
RSI(14) 39.55 (19th pct of own history, since 2003 (5851 obs))
returns (as of 2026-07-28)
5d return -0.43%
20d return -0.46%
60d return -2.76%
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 0.4295%
positioning (as of 2026-07-21)
next COT as of 2026-07-28 (released ~that Fri, later if a holiday intervenes)
net -56,671 contracts (net short EUR)
net % OI -7.1%
net%OI range -7.8% … +6.5% (own 134w)
w/w change -2,980
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-09-10 (44 days)
USD (EFFR) 3.63% (as of 2026-07-28, daily effective)
next Fed 2026-07-29 (1 day)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.65% (as of 2026-07-27)
EU (euro-area AAA 10Y) 3.16% (as of 2026-07-28)
spread +1.49%
2Y yield spread (US–EU)
US (DGS2) 4.31% (as of 2026-07-27)
EU (euro-area AAA 2Y) 2.71% (as of 2026-07-28)
spread +1.60%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-28)
vs DXY -0.80
vs S&P 500 +0.47
vs DXY beta -0.73 (26w)