On 2026-07-29, EUR/USD closed at 1.13865, up 0.15% on the day. It trades at 8.8% of its 52-week range. Its RSI(14) of 42.68 is in the 27th percentile of its history since 2003, and its 20-day return of -0.23% in the 46th 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 1.14129 / 1.14899 / 1.16316, with price -0.23% / -0.90% / -2.11% against them. Its 52-week range is 1.13254–1.20236; it closed 5.30% below the high and 0.54% above the low. Its 20-day volatility is 0.239% daily, in the 3rd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00525 (52.5 pips), 0.46% of price. It has returned -0.15% over 5 days and -2.81% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.13865 +0.150% · 20d vol 0.239% daily (3rd pct, since 2003 (5846 obs))
price & change (as of 2026-07-29, prior 2026-07-28)
close 1.13865
change +0.00170 (+0.150%, +17.0 pips)
gap +0.00143 (+14.3 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-29)
range 0.00292 (29.2 pips)
close pos 36.3% of range
moving averages (as of 2026-07-29)
20d MA 1.14129 price below by -0.23%
50d MA 1.14899 price below by -0.90%
200d MA 1.16316 price below by -2.11%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-29)
20d stdev 0.239% daily ≈ 3.8% annualized (×√252) (3rd pct of own history, since 2003 (5846 obs))
vs easing-2024 avg 0.56× (0.239% vs 0.429% era avg)
ATR (as of 2026-07-29)
ATR(14) 0.00525 (52.5 pips)
ATR% 0.46% (3rd pct of own history, since 2003 (5852 obs))
range/ATR 55.6%
52-week range (as of 2026-07-29)
high 1.20236 (-5.30% from high)
low 1.13254 (+0.54% from low)
momentum (as of 2026-07-29)
RSI(14) 42.68 (27th pct of own history, since 2003 (5852 obs))
returns (as of 2026-07-29)
5d return -0.15%
20d return -0.23%
60d return -2.81%
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 0.4292%
positioning (as of 2026-07-21) (predates 2026-07-29 FOMC)
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 (43 days)
USD (EFFR) 3.63% (as of 2026-07-29, daily effective)
next Fed 2026-07-29 (today)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.67% (as of 2026-07-29)
EU (euro-area AAA 10Y) 3.18% (as of 2026-07-29)
spread +1.49%
2Y yield spread (US–EU)
US (DGS2) 4.22% (as of 2026-07-29)
EU (euro-area AAA 2Y) 2.73% (as of 2026-07-29)
spread +1.49%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-29)
vs DXY -0.80
vs S&P 500 +0.45
vs DXY beta -0.72 (26w)