On 2026-08-10, EUR/USD closed at 1.15564, up 0.28% on the day. It trades at 33.1% of its 52-week range. Its RSI(14) of 60.65 is in the 81st percentile of its history since 2003, and its 20-day return of +1.33% in the 73rd 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 1.14563 / 1.14725 / 1.16276, with price +0.87% / +0.73% / -0.61% against them. Its 52-week range is 1.13254–1.20236; it closed 3.89% below the high and 2.04% above the low. Its 20-day volatility is 0.294% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00557 (55.7 pips), 0.48% of price. It has returned +0.11% over 5 days and -0.50% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15564 +0.275%
price & change (as of 2026-08-10, prior 2026-08-07)
close 1.15564
change +0.00317 (+0.275%, +31.7 pips)
gap +0.00311 (+31.1 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-10)
range 0.00215 (21.5 pips)
close pos 55.3% of range
moving averages (as of 2026-08-10)
20d MA 1.14563 price above by +0.87%
50d MA 1.14725 price above by +0.73%
200d MA 1.16276 price below by -0.61%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-10)
20d stdev 0.294% daily ≈ 4.7% annualized (×√252) (10th pct of own history, since 2003 (5854 obs))
vs easing-2024 avg 0.69× (0.294% vs 0.429% era avg)
ATR (as of 2026-08-10)
ATR(14) 0.00557 (55.7 pips)
ATR% 0.48% (4th pct of own history, since 2003 (5860 obs))
range/ATR 38.6%
52-week range (as of 2026-08-10)
high 1.20236 (-3.89% from high)
low 1.13254 (+2.04% from low)
momentum (as of 2026-08-10)
RSI(14) 60.65 (81st pct of own history, since 2003 (5860 obs))
returns (as of 2026-08-10)
5d return +0.11%
20d return +1.33%
60d return -0.50%
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 0.4286%
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 (31 days)
USD (EFFR) 3.63% (as of 2026-08-07, daily effective)
next Fed 2026-09-16 (37 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.65% (as of 2026-08-07)
EU (euro-area AAA 10Y) 3.15% (as of 2026-08-07)
spread +1.50%
2Y yield spread (US–EU)
US (DGS2) 4.19% (as of 2026-08-07)
EU (euro-area AAA 2Y) 2.67% (as of 2026-08-07)
spread +1.52%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-10)
vs DXY -0.84
vs S&P 500 +0.53
vs DXY beta -0.70 (26w)