FX daily report for reference date 2026-07-31. 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 2026-07-31, config order)
close day % RSI (pct) 52wk 20d ret (pct) pos net%OI (pct)
EUR/USD 1.15235 +0.49% 60.9 (82nd) 28.4% +0.88% (66th) -8.0% (0th)
GBP/USD 1.34609 +0.70% 57.6 (73rd) 53.8% +0.92% (65th) +15.4% (60th)
USD/JPY 160.183 -1.91% 34.0 (7th) 78.6% -0.78% (34th) -23.6% (23rd)
USD/CHF 0.80577 -0.94% 45.3 (38th) 74.5% +0.17% (55th) -8.6% (54th)
AUD/USD 0.70252 +0.95% 57.1 (71st) 70.8% +1.58% (71st) +12.0% (69th)
USD/CAD 1.40112 -0.17% 39.4 (19th) 69.0% -1.26% (26th) -27.5% (17th)
NZD/USD 0.58754 +1.25% 63.2 (86th) 57.2% +3.21% (85th) -28.6% (0th)
EUR/GBP 0.85602 -0.21% 50.9 (55th) 23.2% -0.01% (51st) +1.1% (100th)
EUR/HUF 362.136 +0.00% 60.4 (81st) 26.7% +2.69% (91st)
USD/HUF 314.266 -0.66% 51.4 (55th) 30.3% +1.66% (70th)
GBP/HUF 422.82 -0.11% 57.4 (73rd) 33.7% +2.53% (82nd)CHANGES (vs prior session) EUR/GBP positioning flipped to net long
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) EUR/USD positioning net%OI -8.0% (0th pct — near bottom of own 135w range (band bottoms at -8.0%)) · surprise 100 EUR/GBP positioning net%OI +1.1% (100th pct — near top of own 135w range (band tops at +1.1%)) · surprise 100 NZD/USD positioning net%OI -28.6% (0th pct — near bottom of own 135w range (band bottoms at -28.6%)) · surprise 100
market risk (VIX) (as of 2026-07-31) level 15.99 change -1.10 (-6.4%) (prior 2026-07-30) 1yr range 13.47 … 31.05 (252d) 1yr pctile 24th pctile (252d lookback)
dollar index (DXY) (as of 2026-07-31) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 99.800 change -0.210 (-0.21%) (prior 2026-07-30) 1yr range 96.220 … 101.610 (252d) 1yr pctile 79th pctile (252d lookback) 200d MA 99.137 price above by +0.67%
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 -0.83 NZD/USD -0.77 GBP/USD -0.75 USD/CHF +0.73 USD/HUF +0.71 USD/JPY +0.68 AUD/USD -0.52 EUR/HUF +0.51 USD/CAD +0.47 GBP/HUF +0.44 EUR/GBP +0.01
equity market (S&P 500) (as of 2026-07-31) level 7489.72 change +52.09 (+0.70%) (prior 2026-07-30) 1yr range 6238.01 … 7609.78 (252d) 1yr pctile 91st pctile (252d lookback) 200d MA 7024.11 price above by +6.63%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-07-31) >> RBNZ 2026-09-02 (33 days) · cross-link: NZD/USD (positioning net%OI 0th pct — near bottom of own 135w range (band bottoms at -28.6%)) >> ECB 2026-09-10 (41 days) · cross-link: EUR/USD (positioning net%OI 0th pct — near bottom of own 135w range (band bottoms at -8.0%)), EUR/GBP (positioning net%OI 100th pct — near top of own 135w range (band tops at +1.1%)) >> Fed 2026-09-16 (47 days) · cross-link: EUR/USD (positioning net%OI 0th pct — near bottom of own 135w range (band bottoms at -8.0%)), NZD/USD (positioning net%OI 0th pct — near bottom of own 135w range (band bottoms at -28.6%)) >> BoE 2026-09-17 (48 days) · cross-link: EUR/GBP (positioning net%OI 100th pct — near top of own 135w range (band tops at +1.1%))