FX Daily — 2026-08-05

FX daily report for reference date 2026-08-05. 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 2026-08-05, config order)

           close   day %    RSI (pct)   52wk  20d ret (pct)      pos net%OI (band)
EUR/USD  1.15324  +0.22%  59.9 (80th)  29.6%  +1.13% (70th)    -8.0% (0% of range)
GBP/USD   1.3451  +0.18%  55.5 (67th)  52.6%  +0.76% (62nd)  +15.4% (60% of range)
USD/JPY  157.692  +0.10%   25.7 (1st)  64.6%  -2.88% (12th)  -23.6% (23% of range)
USD/CHF  0.80912  -0.15%  49.8 (52nd)  80.3%  +0.04% (53rd)   -8.6% (54% of range)
AUD/USD  0.70467  +0.70%  58.0 (73rd)  73.2%  +1.79% (74th)  +12.0% (69% of range)
USD/CAD  1.40655  +0.14%  48.7 (45th)  76.1%  -0.97% (31st)  -27.5% (17% of range)
NZD/USD  0.58763  +0.16%  61.0 (81st)  57.4%  +3.52% (87th)   -28.6% (0% of range)
EUR/GBP  0.85735  +0.05%  54.5 (67th)  26.6%  +0.37% (60th)  +1.1% (100% of range)
EUR/HUF  360.092  -0.84%  52.2 (59th)  22.7%  +1.98% (85th)
USD/HUF  312.733  -1.01%  47.0 (42nd)  27.1%  +0.78% (60th)
GBP/HUF    420.5  -0.84%  50.8 (53rd)  29.8%  +1.58% (71st)
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%     (near bottom of own 135w range (band bottoms at -8.0%)) · surprise 100
  EUR/GBP  positioning net%OI +1.1%     (near top of own 135w range (band tops at +1.1%)) · surprise 100
  NZD/USD  positioning net%OI -28.6%    (near bottom of own 135w range (band bottoms at -28.6%)) · surprise 100
  USD/JPY  RSI(14) 25.74                (1st pct, since 1996 (7694 obs)) · surprise  98
market risk (VIX)  (as of 2026-08-05)
  level       15.81
  change      -0.69  (-4.2%)  (prior 2026-08-04)
  1yr range   13.47 … 31.05 (252d)
  1yr pctile  22nd pctile (252d lookback)
dollar index (DXY)  (as of 2026-08-05)  (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below)
  level       99.694
  change      -0.196  (-0.20%)  (prior 2026-08-04)
  1yr range   96.220 … 101.610 (252d)
  1yr pctile  77th pctile (252d lookback)
  200d MA     99.154   price above by +0.54%
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  -0.78
  USD/CHF  +0.74
  USD/HUF  +0.71
  USD/JPY  +0.67
  EUR/HUF  +0.51
  AUD/USD  -0.51
  USD/CAD  +0.46
  GBP/HUF  +0.45
  EUR/GBP  -0.03
equity market (S&P 500)  (as of 2026-08-05)
  level       7723.55
  change      -12.97  (-0.17%)  (prior 2026-08-04)
  1yr range   6299.19 … 7736.52 (252d)
  1yr pctile  99th pctile (252d lookback)
  200d MA     7039.69   price above by +9.71%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) ===
  (days remaining from reference date 2026-08-05)
  >> RBNZ  2026-09-02  (28 days)   · cross-link: NZD/USD (positioning net%OI near bottom of own 135w range (band bottoms at -28.6%))
  >> ECB   2026-09-10  (36 days)   · cross-link: EUR/USD (positioning net%OI near bottom of own 135w range (band bottoms at -8.0%)), EUR/GBP (positioning net%OI near top of own 135w range (band tops at +1.1%))
  >> Fed   2026-09-16  (42 days)   · cross-link: EUR/USD (positioning net%OI near bottom of own 135w range (band bottoms at -8.0%)), USD/JPY (RSI(14) 1st pct), NZD/USD (positioning net%OI near bottom of own 135w range (band bottoms at -28.6%))
  >> BoE   2026-09-17  (43 days)   · cross-link: EUR/GBP (positioning net%OI near top of own 135w range (band tops at +1.1%))
  >> BoJ   2026-09-18  (44 days)   · cross-link: USD/JPY (RSI(14) 1st pct)