FX daily report for reference date 2026-08-03. 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 2026-08-03, config order)
close day % RSI (pct) 52wk 20d ret (pct) pos net%OI (pct)
EUR/USD 1.1544 +0.18% 62.8 (85th) 31.3% +0.93% (67th) -8.0% (0th)
GBP/USD 1.34916 +0.23% 59.6 (79th) 57.5% +1.04% (67th) +15.4% (60th)
USD/JPY 157.582 -1.62% 24.4 (1st) 64.0% -2.40% (16th) -23.6% (23rd)
USD/CHF 0.807 +0.15% 47.0 (43rd) 76.6% +0.40% (59th) -8.6% (54th)
AUD/USD 0.70459 +0.29% 60.0 (79th) 73.2% +1.57% (71st) +12.0% (69th)
USD/CAD 1.4013 +0.01% 39.7 (20th) 69.3% -1.35% (25th) -27.5% (17th)
NZD/USD 0.58984 +0.39% 65.7 (90th) 61.7% +3.37% (86th) -28.6% (0th)
EUR/GBP 0.85563 -0.05% 49.8 (51st) 22.2% -0.10% (49th) +1.1% (100th)
EUR/HUF 363.541 +0.39% 63.4 (88th) 29.5% +3.25% (94th)
USD/HUF 314.839 +0.18% 52.8 (60th) 31.6% +2.12% (74th)
GBP/HUF 424.86 +0.48% 60.9 (82nd) 37.2% +3.22% (88th)CHANGES (vs prior session) GBP/USD crossed above 200d MA (2nd consecutive close above) USD/JPY RSI 24.4 — crossed below 30 (oversold boundary) NZD/USD crossed above 200d MA (2nd consecutive close above)
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 USD/JPY RSI(14) 24.36 (1st pct, since 1996 (7692 obs)) · surprise 98 USD/CAD 20d vol 0.238% daily (5th pct, since 2003 (5927 obs)) · surprise 90
market risk (VIX) (as of 2026-08-03) level 15.86 change -0.13 (-0.8%) (prior 2026-07-31) 1yr range 13.47 … 31.05 (252d) 1yr pctile 23rd pctile (252d lookback)
dollar index (DXY) (as of 2026-08-03) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 99.995 change +0.195 (+0.20%) (prior 2026-07-31) 1yr range 96.220 … 101.610 (252d) 1yr pctile 83rd pctile (252d lookback) 200d MA 99.142 price above by +0.86%
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 -0.85 GBP/USD -0.78 NZD/USD -0.77 USD/CHF +0.75 USD/HUF +0.71 USD/JPY +0.65 EUR/HUF +0.51 AUD/USD -0.51 USD/CAD +0.46 GBP/HUF +0.45 EUR/GBP -0.02
equity market (S&P 500) (as of 2026-08-03) level 7600.50 change +110.78 (+1.48%) (prior 2026-07-31) 1yr range 6238.01 … 7609.78 (252d) 1yr pctile 99th pctile (252d lookback) 200d MA 7028.89 price above by +8.13%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-08-03) >> BoC 2026-09-02 (30 days) · cross-link: USD/CAD (20d vol 5th pct) >> RBNZ 2026-09-02 (30 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 (38 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 (44 days) · cross-link: EUR/USD (positioning net%OI 0th pct — near bottom of own 135w range (band bottoms at -8.0%)), USD/JPY (RSI(14) 1st pct), USD/CAD (20d vol 5th pct), NZD/USD (positioning net%OI 0th pct — near bottom of own 135w range (band bottoms at -28.6%)) >> BoE 2026-09-17 (45 days) · cross-link: EUR/GBP (positioning net%OI 100th pct — near top of own 135w range (band tops at +1.1%)) >> BoJ 2026-09-18 (46 days) · cross-link: USD/JPY (RSI(14) 1st pct)