On 2026-08-03, EUR/USD closed at 1.1544, up 0.18% on the day. It trades at 31.3% of its 52-week range. Its RSI(14) of 62.83 is in the 85th percentile of its history since 2003, and its 20-day return of +0.93% in the 67th 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 1.14277 / 1.14828 / 1.163, with price +1.02% / +0.53% / -0.74% against them. Its 52-week range is 1.13254–1.20236; it closed 3.99% below the high and 1.93% above the low. Its 20-day volatility is 0.286% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00593 (59.3 pips), 0.51% of price. It has returned +1.31% over 5 days and -1.91% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15440 +0.178% · 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: 20d return, daily %
price & change (as of 2026-08-03, prior 2026-07-31)
close 1.15440
change +0.00205 (+0.178%, +20.5 pips)
gap +0.00165 (+16.5 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-03)
range 0.00524 (52.4 pips)
close pos 78.6% of range
moving averages (as of 2026-08-03)
20d MA 1.14277 price above by +1.02%
50d MA 1.14828 price above by +0.53%
200d MA 1.16300 price below by -0.74%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-03)
20d stdev 0.286% daily ≈ 4.5% annualized (×√252) (8th pct of own history, since 2003 (5849 obs))
vs easing-2024 avg 0.66× (0.286% vs 0.430% era avg)
ATR (as of 2026-08-03)
ATR(14) 0.00593 (59.3 pips)
ATR% 0.51% (8th pct of own history, since 2003 (5855 obs))
range/ATR 88.3%
52-week range (as of 2026-08-03)
high 1.20236 (-3.99% from high)
low 1.13254 (+1.93% from low)
momentum (as of 2026-08-03)
RSI(14) 62.83 (85th pct of own history, since 2003 (5855 obs))
returns (as of 2026-08-03)
5d return +1.31%
20d return +0.93%
60d return -1.91%
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 0.4296%
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 (38 days)
USD (EFFR) 3.63% (as of 2026-07-31, daily effective)
next Fed 2026-09-16 (44 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.75% (as of 2026-07-31)
EU (euro-area AAA 10Y) 3.23% (as of 2026-07-31)
spread +1.52%
2Y yield spread (US–EU)
US (DGS2) 4.28% (as of 2026-07-31)
EU (euro-area AAA 2Y) 2.76% (as of 2026-07-31)
spread +1.52%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-03)
vs DXY -0.85
vs S&P 500 +0.49
vs DXY beta -0.72 (26w)