On 2026-07-31, EUR/USD closed at 1.15235, up 0.49% on the day. It trades at 28.4% of its 52-week range. Its RSI(14) of 60.85 is in the 82nd percentile of its history since 2003, and its 20-day return of +0.88% in the 66th percentile. Leveraged-money positioning is net -8.0% of open interest, in the 0th percentile of its own two-year range. Its 20/50/200-day moving averages are 1.14223 / 1.14848 / 1.16303, with price +0.89% / +0.34% / -0.92% against them. Its 52-week range is 1.13254–1.20236; it closed 4.16% below the high and 1.75% above the low. Its 20-day volatility is 0.285% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00599 (59.9 pips), 0.52% of price. It has returned +1.29% over 5 days and -1.77% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15235 +0.491% · positioning net%OI -8.0% (0th pct — near bottom of own 135w range (band bottoms at -8.0%))
cross-signal: flow signals align EUR/USD up: daily %, 20d return
price & change (as of 2026-07-31, prior 2026-07-30)
close 1.15235
change +0.00563 (+0.491%, +56.3 pips)
gap +0.00588 (+58.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-31)
range 0.00669 (66.9 pips)
close pos 96.3% of range
moving averages (as of 2026-07-31)
20d MA 1.14223 price above by +0.89%
50d MA 1.14848 price above by +0.34%
200d MA 1.16303 price below by -0.92%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-07-31)
20d stdev 0.285% daily ≈ 4.5% annualized (×√252) (8th pct of own history, since 2003 (5848 obs))
vs easing-2024 avg 0.66× (0.285% vs 0.430% era avg)
ATR (as of 2026-07-31)
ATR(14) 0.00599 (59.9 pips)
ATR% 0.52% (8th pct of own history, since 2003 (5854 obs))
range/ATR 111.7%
52-week range (as of 2026-07-31)
high 1.20236 (-4.16% from high)
low 1.13254 (+1.75% from low)
momentum (as of 2026-07-31)
RSI(14) 60.85 (82nd pct of own history, since 2003 (5854 obs))
returns (as of 2026-07-31)
5d return +1.29%
20d return +0.88%
60d return -1.77%
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 0.4298%
positioning (as of 2026-07-28) (predates 2026-07-29 FOMC)
next COT as of 2026-08-04 (released ~that Fri, later if a holiday intervenes)
net -65,198 contracts (net short EUR)
net % OI -8.0%
net%OI range -8.0% … +6.5% (own 135w)
w/w change -8,527
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-09-10 (41 days)
USD (EFFR) 3.63% (as of 2026-07-30, daily effective)
next Fed 2026-09-16 (47 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.68% (as of 2026-07-30)
EU (euro-area AAA 10Y) 3.20% (as of 2026-07-30)
spread +1.48%
2Y yield spread (US–EU)
US (DGS2) 4.23% (as of 2026-07-30)
EU (euro-area AAA 2Y) 2.71% (as of 2026-07-30)
spread +1.52%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-31)
vs DXY -0.83
vs S&P 500 +0.47
vs DXY beta -0.75 (26w)