FX daily report for reference date 2026-08-11. 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 2026-08-11, config order)
close day % RSI (pct) 52wk 20d ret (pct) pos net%OI (band)
EUR/USD 1.15464 -0.09% 59.1 (77th) 31.7% +1.42% (74th) -6.5% (10% of range)
GBP/USD 1.35113 +0.15% 59.8 (80th) 59.8% +1.22% (70th) +15.5% (60% of range)
USD/JPY 159.156 +0.80% 41.1 (21st) 72.8% -2.02% (20th) -14.5% (43% of range)
USD/CHF 0.80982 +0.20% 50.7 (55th) 81.5% -0.60% (41st) -9.2% (52% of range)
AUD/USD 0.70553 -0.12% 57.5 (72nd) 74.2% +1.98% (76th) +16.9% (79% of range)
USD/CAD 1.39336 -0.12% 33.5 (8th) 58.9% -1.53% (22nd) -27.9% (16% of range)
NZD/USD 0.58882 +0.00% 61.2 (81st) 59.7% +2.17% (76th) -29.7% (0% of range)
EUR/GBP 0.85454 -0.24% 45.4 (36th) 19.5% +0.21% (56th) +1.9% (100% of range)
EUR/HUF 363.352 +0.09% 58.3 (76th) 29.1% +1.48% (78th)
USD/HUF 315.029 +0.28% 52.2 (59th) 32.0% +0.20% (53rd)
GBP/HUF 425.5 +0.41% 58.2 (76th) 38.3% +1.34% (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
market risk (VIX) (as of 2026-08-11) level 15.28 change -0.18 (-1.2%) (prior 2026-08-10) 1yr range 13.47 … 31.05 (252d) 1yr pctile 13th pctile (252d lookback)
dollar index (DXY) (as of 2026-08-11) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 99.820 change +0.010 (+0.01%) (prior 2026-08-10) 1yr range 96.220 … 101.610 (252d) 1yr pctile 79th pctile (252d lookback) 200d MA 99.175 price above by +0.65%
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 -0.76 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 +0.41 EUR/GBP -0.02
equity market (S&P 500) (as of 2026-08-11) level 7728.20 change -24.91 (-0.32%) (prior 2026-08-10) 1yr range 6343.72 … 7757.64 (252d) 1yr pctile 99th pctile (252d lookback) 200d MA 7060.26 price above by +9.46%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-08-11) >> RBNZ 2026-09-02 (22 days) · cross-link: NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%)) >> ECB 2026-09-10 (30 days) · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%)) >> Fed 2026-09-16 (36 days) · cross-link: NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%)) >> BoE 2026-09-17 (37 days) · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%))