On 2026-08-11, EUR/USD closed at 1.15464, down 0.09% on the day. It trades at 31.7% of its 52-week range. Its RSI(14) of 59.10 is in the 77th percentile of its history since 2003, and its 20-day return of +1.42% in the 74th 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 1.14644 / 1.14708 / 1.16275, with price +0.72% / +0.66% / -0.70% against them. Its 52-week range is 1.13254–1.20236; it closed 3.97% below the high and 1.95% above the low. Its 20-day volatility is 0.291% daily, in the 9th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00534 (53.4 pips), 0.46% of price. It has returned +0.34% over 5 days and -0.93% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15464 -0.087%
price & change (as of 2026-08-11, prior 2026-08-10)
close 1.15464
change -0.00100 (-0.087%, -10.0 pips)
gap -0.00097 (-9.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-11)
range 0.00207 (20.7 pips)
close pos 69.6% of range
moving averages (as of 2026-08-11)
20d MA 1.14644 price above by +0.72%
50d MA 1.14708 price above by +0.66%
200d MA 1.16275 price below by -0.70%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-11)
20d stdev 0.291% daily ≈ 4.6% annualized (×√252) (9th pct of own history, since 2003 (5855 obs))
vs easing-2024 avg 0.68× (0.291% vs 0.428% era avg)
ATR (as of 2026-08-11)
ATR(14) 0.00534 (53.4 pips)
ATR% 0.46% (3rd pct of own history, since 2003 (5861 obs))
range/ATR 38.7%
52-week range (as of 2026-08-11)
high 1.20236 (-3.97% from high)
low 1.13254 (+1.95% from low)
momentum (as of 2026-08-11)
RSI(14) 59.10 (77th pct of own history, since 2003 (5861 obs))
returns (as of 2026-08-11)
5d return +0.34%
20d return +1.42%
60d return -0.93%
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 0.4283%
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 (30 days)
USD (EFFR) 3.63% (as of 2026-08-11, daily effective)
next Fed 2026-09-16 (36 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.72% (as of 2026-08-10)
EU (euro-area AAA 10Y) 3.18% (as of 2026-08-11)
spread +1.54%
2Y yield spread (US–EU)
US (DGS2) 4.25% (as of 2026-08-10)
EU (euro-area AAA 2Y) 2.71% (as of 2026-08-11)
spread +1.54%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-11)
vs DXY -0.84
vs S&P 500 +0.53
vs DXY beta -0.70 (26w)