FX Daily — 2026-08-07

FX daily report for reference date 2026-08-07. 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 2026-08-07, config order)

           close   day %    RSI (pct)   52wk  20d ret (pct)      pos net%OI (band)
EUR/USD  1.15247  -0.28%  57.4 (73rd)  28.5%  +0.80% (64th)   -6.5% (10% of range)
GBP/USD  1.34553  -0.11%  55.5 (67th)  53.1%  +0.30% (54th)  +15.5% (60% of range)
USD/JPY  158.409  +0.51%   33.1 (6th)  68.6%  -2.44% (16th)  -14.5% (43% of range)
USD/CHF  0.81241  +0.71%  54.1 (65th)  86.0%  +0.73% (65th)   -9.2% (52% of range)
AUD/USD  0.70334  -0.34%  55.2 (65th)  71.7%  +1.28% (67th)  +16.9% (79% of range)
USD/CAD  1.40137  +0.03%  42.0 (25th)  69.4%  -1.05% (30th)  -27.9% (16% of range)
NZD/USD  0.58683  -0.33%  58.6 (75th)  55.8%  +1.84% (72nd)   -29.7% (0% of range)
EUR/GBP  0.85648  -0.18%  51.2 (56th)  24.4%  +0.49% (63rd)  +1.9% (100% of range)
EUR/HUF  364.549  +0.92%  62.1 (85th)  31.4%  +2.33% (88th)
USD/HUF  316.703  +1.29%  56.5 (70th)  35.5%  +1.52% (68th)
GBP/HUF   426.24  +1.23%  60.8 (82nd)  39.5%  +1.83% (74th)
CHANGES (vs prior session)
  USD/JPY  RSI 33.1 — crossed above 30 (oversold boundary)
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)
  NZD/USD  positioning net%OI -29.7%    (near bottom of own 136w range (band bottoms at -29.7%)) · surprise 100
  EUR/GBP  positioning net%OI +1.9%     (near top of own 136w range (band tops at +1.9%)) · surprise 100
market risk (VIX)  (as of 2026-08-07)
  level       14.90
  change      -0.25  (-1.7%)  (prior 2026-08-06)
  1yr range   13.47 … 31.05 (252d)
  1yr pctile  8th pctile (252d lookback)
dollar index (DXY)  (as of 2026-08-07)  (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below)
  level       99.600
  change      -0.370  (-0.37%)  (prior 2026-08-06)
  1yr range   96.220 … 101.610 (252d)
  1yr pctile  73rd pctile (252d lookback)
  200d MA     99.166   price above by +0.44%
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  -0.77
  USD/CHF  +0.72
  USD/HUF  +0.69
  USD/JPY  +0.69
  AUD/USD  -0.51
  EUR/HUF  +0.50
  USD/CAD  +0.46
  GBP/HUF  +0.44
  EUR/GBP  -0.02
equity market (S&P 500)  (as of 2026-08-07)
  level       7757.64
  change      +47.68  (+0.62%)  (prior 2026-08-06)
  1yr range   6340.00 … 7757.64 (252d)
  1yr pctile  100th pctile (252d lookback)
  200d MA     7050.03   price above by +10.04%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) ===
  (days remaining from reference date 2026-08-07)
  >> RBNZ  2026-09-02  (26 days)   · cross-link: NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%))
  >> ECB   2026-09-10  (34 days)   · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%))
  >> Fed   2026-09-16  (40 days)   · cross-link: NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%))
  >> BoE   2026-09-17  (41 days)   · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%))