FX Daily — 2026-08-10

CROSS-PAIR SNAPSHOT  (as of 2026-08-10, config order)

           close   day %    RSI (pct)   52wk  20d ret (pct)      pos net%OI (band)
EUR/USD  1.15564  +0.28%  60.6 (81st)  33.1%  +1.33% (73rd)   -6.5% (10% of range)
GBP/USD  1.34907  +0.26%  58.2 (75th)  57.4%  +0.78% (62nd)  +15.5% (60% of range)
USD/JPY  157.891  -0.33%   30.9 (4th)  65.7%  -2.46% (16th)  -14.5% (43% of range)
USD/CHF  0.80817  -0.52%  48.6 (49th)  78.6%  -0.15% (49th)   -9.2% (52% of range)
AUD/USD  0.70635  +0.43%  59.0 (76th)  75.2%  +1.75% (73rd)  +16.9% (79% of range)
USD/CAD  1.39509  -0.45%  35.1 (11th)  61.1%  -1.50% (23rd)  -27.9% (16% of range)
NZD/USD   0.5888  +0.34%  61.1 (81st)  59.7%  +2.25% (77th)   -29.7% (0% of range)
EUR/GBP   0.8566  +0.01%  51.6 (58th)  24.7%  +0.55% (64th)  +1.9% (100% of range)
EUR/HUF  363.029  -0.42%  57.6 (74th)  28.5%  +1.85% (83rd)
USD/HUF  314.143  -0.81%  50.3 (52nd)  30.1%  +0.57% (57th)
GBP/HUF   423.78  -0.58%  55.5 (68th)  35.4%  +1.37% (68th)

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
  USD/JPY  RSI(14) 30.89                (4th pct, since 1996 (7697 obs)) · surprise  92

market risk (VIX)  (as of 2026-08-10)
  level       15.46
  change      +0.56  (+3.8%)  (prior 2026-08-07)
  1yr range   13.47 … 31.05 (252d)
  1yr pctile  17th pctile (252d lookback)

dollar index (DXY)  (as of 2026-08-10)  (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below)
  level       99.789
  change      +0.189  (+0.19%)  (prior 2026-08-07)
  1yr range   96.220 … 101.610 (252d)
  1yr pctile  78th pctile (252d lookback)
  200d MA     99.171   price above by +0.62%

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  -0.84
  GBP/USD  -0.77
  NZD/USD  -0.76
  USD/CHF  +0.69
  USD/JPY  +0.69
  USD/HUF  +0.69
  EUR/HUF  +0.50
  AUD/USD  -0.47
  GBP/HUF  +0.44
  USD/CAD  +0.42
  EUR/GBP  -0.01

equity market (S&P 500)  (as of 2026-08-10)
  level       7753.11
  change      -4.53  (-0.06%)  (prior 2026-08-07)
  1yr range   6343.72 … 7757.64 (252d)
  1yr pctile  99th pctile (252d lookback)
  200d MA     7055.12   price above by +9.89%

=== CENTRAL BANK HORIZON (for pairs at historical extremes) ===
  (days remaining from reference date 2026-08-10)
  >> RBNZ  2026-09-02  (23 days)   · cross-link: NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%))
  >> ECB   2026-09-10  (31 days)   · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%))
  >> Fed   2026-09-16  (37 days)   · cross-link: USD/JPY (RSI(14) 4th pct), NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%))
  >> BoE   2026-09-17  (38 days)   · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%))
  >> BoJ   2026-09-18  (39 days)   · cross-link: USD/JPY (RSI(14) 4th pct)