FX daily report for reference date 2026-08-12. 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.
| close | day % | RSI (pct) | 52wk | 20d ret (pct) | pos net%OI (band) | |
|---|---|---|---|---|---|---|
| EUR/USD | 1.15437 | -0.02% | 58.7 (76th) | 31.3% | +1.04% (68th) | -6.5% (10% of range) |
| GBP/USD | 1.35099 | -0.01% | 59.6 (79th) | 59.7% | +0.84% (64th) | +15.5% (60% of range) |
| USD/JPY | 159.265 | +0.07% | 41.9 (23rd) | 73.5% | -1.80% (22nd) | -14.5% (43% of range) |
| USD/CHF | 0.81102 | +0.15% | 52.2 (60th) | 83.6% | +0.24% (56th) | -9.2% (52% of range) |
| AUD/USD | 0.7064 | +0.12% | 58.7 (75th) | 75.2% | +1.25% (66th) | +16.9% (79% of range) |
| USD/CAD | 1.3919 | -0.10% | 32.1 (6th) | 57.0% | -0.94% (32nd) | -27.9% (16% of range) |
| NZD/USD | 0.588 | -0.14% | 59.4 (77th) | 58.1% | +1.14% (64th) | -29.7% (0% of range) |
| EUR/GBP | 0.85445 | -0.01% | 45.1 (35th) | 19.3% | +0.20% (56th) | +1.9% (100% of range) |
| EUR/HUF | 364.329 | +0.27% | 60.4 (81st) | 31.0% | +1.68% (81st) | |
| USD/HUF | 315.777 | +0.24% | 53.9 (63rd) | 33.6% | +0.72% (59th) | |
| GBP/HUF | 426.46 | +0.23% | 59.7 (80th) | 39.9% | +1.50% (70th) |
CHANGES (vs prior session) USD/JPY crossed above 200d MA (2nd consecutive close above)
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/CAD 20d vol 0.232% daily (4th pct, since 2003 (5934 obs)) · surprise 92
market risk (VIX) (as of 2026-08-12) level 14.55 change -0.73 (-4.8%) (prior 2026-08-11) 1yr range 13.47 … 31.05 (252d) 1yr pctile 5th pctile (252d lookback)
dollar index (DXY) (as of 2026-08-12) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 100.010 change +0.190 (+0.19%) (prior 2026-08-11) 1yr range 96.220 … 101.610 (252d) 1yr pctile 83rd pctile (252d lookback) 200d MA 99.181 price above by +0.84%
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 NZD/USD -0.76 GBP/USD -0.75 USD/JPY +0.69 USD/CHF +0.69 USD/HUF +0.69 EUR/HUF +0.50 AUD/USD -0.47 GBP/HUF +0.44 USD/CAD +0.39 EUR/GBP -0.02
equity market (S&P 500) (as of 2026-08-12) level 7748.50 change +20.30 (+0.26%) (prior 2026-08-11) 1yr range 6343.72 … 7757.64 (252d) 1yr pctile 99th pctile (252d lookback) 200d MA 7065.31 price above by +9.67%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-08-12) >> BoC 2026-09-02 (21 days) · cross-link: USD/CAD (20d vol 4th pct) >> RBNZ 2026-09-02 (21 days) · cross-link: NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%)) >> ECB 2026-09-10 (29 days) · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%)) >> Fed 2026-09-16 (35 days) · cross-link: USD/CAD (20d vol 4th pct), NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%)) >> BoE 2026-09-17 (36 days) · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%))