On 2026-08-06, EUR/USD closed at 1.15574, up 0.22% on the day. It trades at 33.2% of its 52-week range. Its RSI(14) of 62.35 is in the 85th percentile of its history since 2003, and its 20-day return of +1.19% in the 71st 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 1.14441 / 1.14769 / 1.16285, with price +0.99% / +0.70% / -0.61% against them. Its 52-week range is 1.13254–1.20236; it closed 3.88% below the high and 2.05% above the low. Its 20-day volatility is 0.289% daily, in the 9th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00564 (56.4 pips), 0.49% of price. It has returned +0.79% over 5 days and -1.35% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15574 +0.217% · 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 2026-08-06, prior 2026-08-05)
close 1.15574
change +0.00250 (+0.217%, +25.0 pips)
gap +0.00234 (+23.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-06)
range 0.00419 (41.9 pips)
close pos 89.0% of range
moving averages (as of 2026-08-06)
20d MA 1.14441 price above by +0.99%
50d MA 1.14769 price above by +0.70%
200d MA 1.16285 price below by -0.61%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-06)
20d stdev 0.289% daily ≈ 4.6% annualized (×√252) (9th pct of own history, since 2003 (5852 obs))
vs easing-2024 avg 0.67× (0.289% vs 0.429% era avg)
ATR (as of 2026-08-06)
ATR(14) 0.00564 (56.4 pips)
ATR% 0.49% (5th pct of own history, since 2003 (5858 obs))
range/ATR 74.2%
52-week range (as of 2026-08-06)
high 1.20236 (-3.88% from high)
low 1.13254 (+2.05% from low)
momentum (as of 2026-08-06)
RSI(14) 62.35 (85th pct of own history, since 2003 (5858 obs))
returns (as of 2026-08-06)
5d return +0.79%
20d return +1.19%
60d return -1.35%
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 0.4289%
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 (35 days)
USD (EFFR) 3.63% (as of 2026-08-05, daily effective)
next Fed 2026-09-16 (41 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.63% (as of 2026-08-05)
EU (euro-area AAA 10Y) 3.15% (as of 2026-08-05)
spread +1.48%
2Y yield spread (US–EU)
US (DGS2) 4.18% (as of 2026-08-05)
EU (euro-area AAA 2Y) 2.67% (as of 2026-08-05)
spread +1.51%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-06)
vs DXY -0.85
vs S&P 500 +0.50
vs DXY beta -0.72 (26w)