FX daily report for reference date 2026-08-06. 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 2026-08-06, config order)
close day % RSI (pct) 52wk 20d ret (pct) pos net%OI (band)
EUR/USD 1.15574 +0.22% 62.4 (85th) 33.2% +1.19% (71st) -8.0% (0% of range)
GBP/USD 1.34696 +0.14% 56.9 (71st) 54.8% +0.55% (58th) +15.4% (60% of range)
USD/JPY 157.6 -0.06% 25.4 (1st) 64.1% -3.04% (11th) -23.6% (23% of range)
USD/CHF 0.80667 -0.30% 46.6 (42nd) 76.0% -0.17% (49th) -8.6% (54% of range)
AUD/USD 0.70573 +0.15% 59.2 (77th) 74.5% +1.74% (73rd) +12.0% (69% of range)
USD/CAD 1.40102 -0.39% 41.4 (24th) 68.9% -1.11% (29th) -27.5% (17% of range)
NZD/USD 0.58875 +0.19% 62.3 (84th) 59.6% +3.00% (83rd) -28.6% (0% of range)
EUR/GBP 0.85799 +0.07% 56.2 (72nd) 28.2% +0.65% (66th) +1.1% (100% of range)
EUR/HUF 361.221 +0.31% 55.0 (67th) 24.9% +1.14% (73rd)
USD/HUF 312.661 -0.02% 46.9 (41st) 26.9% -0.25% (47th)
GBP/HUF 421.06 +0.13% 51.9 (56th) 30.7% +0.22% (52nd)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) 25.43 (1st pct, since 1996 (7695 obs)) · surprise 98
market risk (VIX) (as of 2026-08-06) level 15.15 change -0.66 (-4.2%) (prior 2026-08-05) 1yr range 13.47 … 31.05 (252d) 1yr pctile 12th pctile (252d lookback)
dollar index (DXY) (as of 2026-08-06) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 99.960 change +0.270 (+0.27%) (prior 2026-08-05) 1yr range 96.220 … 101.610 (252d) 1yr pctile 82nd pctile (252d lookback) 200d MA 99.161 price above by +0.81%
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 +0.75 USD/HUF +0.70 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 2026-08-06) level 7709.96 change -13.59 (-0.18%) (prior 2026-08-05) 1yr range 6340.00 … 7736.52 (252d) 1yr pctile 99th pctile (252d lookback) 200d MA 7044.92 price above by +9.44%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-08-06) >> RBNZ 2026-09-02 (27 days) · cross-link: NZD/USD (positioning net%OI near bottom of own 135w range (band bottoms at -28.6%)) >> ECB 2026-09-10 (35 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 (41 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 (42 days) · cross-link: EUR/GBP (positioning net%OI near top of own 135w range (band tops at +1.1%)) >> BoJ 2026-09-18 (43 days) · cross-link: USD/JPY (RSI(14) 1st pct)