On 2026-08-04, EUR/USD closed at 1.15073, down 0.32% on the day. It trades at 26.1% of its 52-week range. Its RSI(14) of 57.24 is in the 73rd percentile of its history since 2003, and its 20-day return of +0.57% in the 60th percentile. Leveraged-money positioning is net -8.0% of open interest, at 0% of its own two-year positioning range. Its 20/50/200-day moving averages are 1.14309 / 1.14802 / 1.16295, with price +0.67% / +0.24% / -1.05% against them. Its 52-week range is 1.13254–1.20236; it closed 4.29% below the high and 1.61% above the low. Its 20-day volatility is 0.297% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.0058 (58 pips), 0.50% of price. It has returned +1.21% over 5 days and -2.31% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15073 -0.318% · positioning net%OI -8.0% (near bottom of own 135w range (band bottoms at -8.0%))
cross-signal: flow signals split — 20d return up / daily % down
price & change (as of 2026-08-04, prior 2026-08-03)
close 1.15073
change -0.00367 (-0.318%, -36.7 pips)
gap -0.00359 (-35.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-04)
range 0.00279 (27.9 pips)
close pos 13.6% of range
moving averages (as of 2026-08-04)
20d MA 1.14309 price above by +0.67%
50d MA 1.14802 price above by +0.24%
200d MA 1.16295 price below by -1.05%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-04)
20d stdev 0.297% daily ≈ 4.7% annualized (×√252) (10th pct of own history, since 2003 (5850 obs))
vs easing-2024 avg 0.69× (0.297% vs 0.429% era avg)
ATR (as of 2026-08-04)
ATR(14) 0.00580 (58.0 pips)
ATR% 0.50% (7th pct of own history, since 2003 (5856 obs))
range/ATR 48.1%
52-week range (as of 2026-08-04)
high 1.20236 (-4.29% from high)
low 1.13254 (+1.61% from low)
momentum (as of 2026-08-04)
RSI(14) 57.24 (73rd pct of own history, since 2003 (5856 obs))
returns (as of 2026-08-04)
5d return +1.21%
20d return +0.57%
60d return -2.31%
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 0.4294%
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 (37 days)
USD (EFFR) 3.63% (as of 2026-08-04, daily effective)
next Fed 2026-09-16 (43 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.70% (as of 2026-08-03)
EU (euro-area AAA 10Y) 3.15% (as of 2026-08-04)
spread +1.55%
2Y yield spread (US–EU)
US (DGS2) 4.25% (as of 2026-08-03)
EU (euro-area AAA 2Y) 2.66% (as of 2026-08-04)
spread +1.59%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-04)
vs DXY -0.85
vs S&P 500 +0.46
vs DXY beta -0.72 (26w)