FX daily report for reference date 2026-07-29. 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 2026-07-29, config order)
close day % RSI (pct) 52wk 20d ret (pct) pos net%OI (pct)
EUR/USD 1.13865 +0.15% 42.7 (27th) 8.8% -0.23% (46th) -7.1% (5th)
GBP/USD 1.32873 -0.02% 43.0 (28th) 33.0% +0.28% (54th) +12.7% (52nd)
USD/JPY 163.864 +0.06% 70.2 (94th) 99.4% +0.76% (60th) -22.7% (25th)
USD/CHF 0.81946 +0.02% 67.2 (93rd) 98.2% +1.33% (73rd) -8.2% (55th)
AUD/USD 0.69746 -0.18% 48.5 (44th) 64.9% +0.89% (62nd) +11.0% (67th)
USD/CAD 1.41061 -0.13% 52.6 (59th) 81.4% -0.70% (36th) -26.9% (20th)
NZD/USD 0.57822 +0.20% 50.2 (50th) 38.9% +1.88% (73rd) -28.6% (0th)
EUR/GBP 0.85689 +0.17% 53.8 (65th) 25.4% -0.52% (39th) -0.4% (99th)
EUR/HUF 358.642 -0.09% 52.0 (58th) 19.9% +1.10% (72nd)
USD/HUF 315.621 -0.23% 55.5 (68th) 33.2% +1.45% (68th)
GBP/HUF 419.05 -0.33% 50.5 (52nd) 27.3% +1.67% (72nd)CHANGES (vs prior session) USD/JPY RSI 70.2 — crossed above 70 (overbought boundary)
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 99.4% of range (52wk) · surprise 99 EUR/GBP positioning net%OI -0.4% (99th pct — near top of own 134w range (band tops at +0.1%)) · surprise 98 USD/CHF 52wk position 98.2% of range (52wk) · surprise 96 AUD/USD 20d vol 0.337% daily (3rd pct, since 2006 (5222 obs)) · surprise 94 USD/CAD 20d vol 0.220% daily (3rd pct, since 2003 (5924 obs)) · surprise 94 EUR/USD 20d vol 0.239% daily (3rd pct, since 2003 (5846 obs)) · surprise 94
market risk (VIX) (as of 2026-07-29) level 20.66 change +2.45 (+13.5%) (prior 2026-07-28) 1yr range 13.47 … 31.05 (252d) 1yr pctile 84th pctile (252d lookback)
dollar index (DXY) (as of 2026-07-29) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 100.800 change -0.580 (-0.57%) (prior 2026-07-28) 1yr range 96.220 … 101.610 (252d) 1yr pctile 90th pctile (252d lookback) 200d MA 99.129 price above by +1.69%
DOLLAR CROWDING (weekly-return correlation to DXY, 26w; how much of the book is one dollar trade — async daily closes cap the magnitude) 5 of 11 pairs correlate |≥ 0.60| to DXY this week EUR/USD -0.80 NZD/USD -0.73 USD/HUF +0.71 GBP/USD -0.70 USD/CHF +0.65 USD/JPY +0.60 EUR/HUF +0.56 AUD/USD -0.51 GBP/HUF +0.47 USD/CAD +0.42 EUR/GBP +0.03
equity market (S&P 500) (as of 2026-07-29) level 7316.15 change -112.63 (-1.52%) (prior 2026-07-28) 1yr range 6238.01 … 7609.78 (252d) 1yr pctile 78th pctile (252d lookback) 200d MA 7015.51 price above by +4.29%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-07-29) >> Fed 2026-07-29 (today) · cross-link: EUR/USD (20d vol 3rd pct), USD/JPY (52wk position 99.4% of range), USD/CHF (52wk position 98.2% of range), AUD/USD (20d vol 3rd 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 (1 day) · cross-link: EUR/GBP (positioning net%OI 99th pct — near top of own 134w range (band tops at +0.1%)) >> BoJ 2026-07-31 (2 days) · cross-link: USD/JPY (52wk position 99.4% of range) >> RBA 2026-08-11 (13 days) · cross-link: AUD/USD (20d vol 3rd pct) >> BoC 2026-09-02 (35 days) · cross-link: USD/CAD (20d vol 3rd pct) >> RBNZ 2026-09-02 (35 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 (43 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 (57 days) · cross-link: USD/CHF (52wk position 98.2% of range)