FX daily report for reference date 2026-07-30. 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 2026-07-30, config order)
close day % RSI (pct) 52wk 20d ret (pct) pos net%OI (pct)
EUR/USD 1.14672 +0.71% 54.7 (65th) 20.3% +0.78% (64th) -7.1% (5th)
GBP/USD 1.33673 +0.60% 50.5 (50th) 42.6% +0.66% (61st) +12.7% (52nd)
USD/JPY 163.3 -0.34% 60.9 (78th) 96.2% +0.47% (55th) -22.7% (25th)
USD/CHF 0.81339 -0.74% 55.7 (70th) 87.7% +0.52% (61st) -8.2% (55th)
AUD/USD 0.69593 -0.22% 45.7 (35th) 63.1% +0.98% (63rd) +11.0% (67th)
USD/CAD 1.40358 -0.50% 42.3 (26th) 72.2% -1.28% (26th) -26.9% (20th)
NZD/USD 0.58026 +0.35% 53.6 (60th) 42.9% +2.24% (77th) -28.6% (0th)
EUR/GBP 0.85783 +0.11% 56.1 (72nd) 27.8% +0.15% (55th) -0.4% (99th)
EUR/HUF 362.135 +0.97% 60.4 (81st) 26.7% +2.04% (86th)
USD/HUF 316.343 +0.23% 57.2 (72nd) 34.8% +1.42% (67th)
GBP/HUF 423.28 +1.01% 58.5 (76th) 34.5% +2.20% (79th)CHANGES (vs prior session) USD/JPY RSI 60.9 — crossed below 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 EUR/GBP positioning net%OI -0.4% (99th pct — near top of own 134w range (band tops at +0.1%)) · surprise 98 AUD/USD 20d vol 0.333% daily (2nd pct, since 2006 (5223 obs)) · surprise 96 USD/JPY 52wk position 96.2% of range (52wk) · surprise 92 EUR/USD positioning net%OI -7.1% (5th pct — near bottom of own 134w range (band bottoms at -7.8%)) · surprise 90
market risk (VIX) (as of 2026-07-30) level 17.09 change -3.57 (-17.3%) (prior 2026-07-29) 1yr range 13.47 … 31.05 (252d) 1yr pctile 48th pctile (252d lookback)
dollar index (DXY) (as of 2026-07-30) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 100.010 change -0.790 (-0.78%) (prior 2026-07-29) 1yr range 96.220 … 101.610 (252d) 1yr pctile 83rd pctile (252d lookback) 200d MA 99.135 price above by +0.88%
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 -0.81 NZD/USD -0.72 GBP/USD -0.71 USD/HUF +0.70 USD/CHF +0.68 USD/JPY +0.60 EUR/HUF +0.52 AUD/USD -0.47 USD/CAD +0.45 GBP/HUF +0.44 EUR/GBP -0.02
equity market (S&P 500) (as of 2026-07-30) level 7437.63 change +121.48 (+1.66%) (prior 2026-07-29) 1yr range 6238.01 … 7609.78 (252d) 1yr pctile 87th pctile (252d lookback) 200d MA 7019.93 price above by +5.95%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-07-30) >> BoE 2026-07-30 (today) · cross-link: EUR/GBP (positioning net%OI 99th pct — near top of own 134w range (band tops at +0.1%)) >> BoJ 2026-07-31 (1 day) · cross-link: USD/JPY (52wk position 96.2% of range) >> RBA 2026-08-11 (12 days) · cross-link: AUD/USD (20d vol 2nd pct) >> RBNZ 2026-09-02 (34 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 (42 days) · cross-link: EUR/USD (positioning net%OI 5th pct — near bottom of own 134w range (band bottoms at -7.8%)), EUR/GBP (positioning net%OI 99th pct — near top of own 134w range (band tops at +0.1%)) >> Fed 2026-09-16 (48 days) · cross-link: EUR/USD (positioning net%OI 5th pct — near bottom of own 134w range (band bottoms at -7.8%)), USD/JPY (52wk position 96.2% of range), AUD/USD (20d vol 2nd pct), NZD/USD (positioning net%OI 0th pct — near bottom of own 134w range (band bottoms at -28.6%))