On 2026-08-07, EUR/USD closed at 1.15247, down 0.28% on the day. It trades at 28.5% of its 52-week range. Its RSI(14) of 57.36 is in the 73rd percentile of its history since 2003, and its 20-day return of +0.80% in the 64th percentile. Leveraged-money positioning is net -6.5% of open interest, at 10% of its own two-year positioning range. Its 20/50/200-day moving averages are 1.14487 / 1.14744 / 1.16278, with price +0.66% / +0.44% / -0.89% against them. Its 52-week range is 1.13254–1.20236; it closed 4.15% below the high and 1.76% above the low. Its 20-day volatility is 0.298% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00568 (56.8 pips), 0.49% of price. It has returned +0.01% over 5 days and -1.18% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15247 -0.283%
price & change (as of 2026-08-07, prior 2026-08-06)
close 1.15247
change -0.00327 (-0.283%, -32.7 pips)
gap -0.00341 (-34.1 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-07)
range 0.00609 (60.9 pips)
close pos 10.2% of range
moving averages (as of 2026-08-07)
20d MA 1.14487 price above by +0.66%
50d MA 1.14744 price above by +0.44%
200d MA 1.16278 price below by -0.89%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-07)
20d stdev 0.298% daily ≈ 4.7% annualized (×√252) (10th pct of own history, since 2003 (5853 obs))
vs easing-2024 avg 0.70× (0.298% vs 0.429% era avg)
ATR (as of 2026-08-07)
ATR(14) 0.00568 (56.8 pips)
ATR% 0.49% (6th pct of own history, since 2003 (5859 obs))
range/ATR 107.3%
52-week range (as of 2026-08-07)
high 1.20236 (-4.15% from high)
low 1.13254 (+1.76% from low)
momentum (as of 2026-08-07)
RSI(14) 57.36 (73rd pct of own history, since 2003 (5859 obs))
returns (as of 2026-08-07)
5d return +0.01%
20d return +0.80%
60d return -1.18%
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 0.4288%
positioning (as of 2026-08-04)
next COT as of 2026-08-11 (released ~that Fri, later if a holiday intervenes)
net -52,205 contracts (net short EUR)
net % OI -6.5%
net%OI range -8.0% … +6.5% (own 136w)
w/w change +12,993
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-09-10 (34 days)
USD (EFFR) 3.63% (as of 2026-08-06, daily effective)
next Fed 2026-09-16 (40 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.69% (as of 2026-08-06)
EU (euro-area AAA 10Y) 3.15% (as of 2026-08-06)
spread +1.54%
2Y yield spread (US–EU)
US (DGS2) 4.25% (as of 2026-08-06)
EU (euro-area AAA 2Y) 2.67% (as of 2026-08-06)
spread +1.58%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-07)
vs DXY -0.85
vs S&P 500 +0.47
vs DXY beta -0.72 (26w)