On 2026-08-05, EUR/USD closed at 1.15324, up 0.22% on the day. It trades at 29.6% of its 52-week range. Its RSI(14) of 59.87 is in the 80th percentile of its history since 2003, and its 20-day return of +1.13% in the 70th 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 1.14374 / 1.14782 / 1.1629, with price +0.83% / +0.47% / -0.83% against them. Its 52-week range is 1.13254–1.20236; it closed 4.09% below the high and 1.83% above the low. Its 20-day volatility is 0.287% daily, in the 9th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00576 (57.6 pips), 0.50% of price. It has returned +1.28% over 5 days and -1.73% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15324 +0.218% · positioning net%OI -8.0% (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 2026-08-05, prior 2026-08-04)
close 1.15324
change +0.00251 (+0.218%, +25.1 pips)
gap +0.00249 (+24.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-05)
range 0.00319 (31.9 pips)
close pos 15.4% of range
moving averages (as of 2026-08-05)
20d MA 1.14374 price above by +0.83%
50d MA 1.14782 price above by +0.47%
200d MA 1.16290 price below by -0.83%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-05)
20d stdev 0.287% daily ≈ 4.6% annualized (×√252) (9th pct of own history, since 2003 (5851 obs))
vs easing-2024 avg 0.67× (0.287% vs 0.429% era avg)
ATR (as of 2026-08-05)
ATR(14) 0.00576 (57.6 pips)
ATR% 0.50% (6th pct of own history, since 2003 (5857 obs))
range/ATR 55.4%
52-week range (as of 2026-08-05)
high 1.20236 (-4.09% from high)
low 1.13254 (+1.83% from low)
momentum (as of 2026-08-05)
RSI(14) 59.87 (80th pct of own history, since 2003 (5857 obs))
returns (as of 2026-08-05)
5d return +1.28%
20d return +1.13%
60d return -1.73%
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 0.4292%
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 (36 days)
USD (EFFR) 3.63% (as of 2026-08-04, daily effective)
next Fed 2026-09-16 (42 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.63% (as of 2026-08-04)
EU (euro-area AAA 10Y) 3.15% (as of 2026-08-04)
spread +1.48%
2Y yield spread (US–EU)
US (DGS2) 4.20% (as of 2026-08-04)
EU (euro-area AAA 2Y) 2.66% (as of 2026-08-04)
spread +1.54%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-05)
vs DXY -0.85
vs S&P 500 +0.48
vs DXY beta -0.72 (26w)