On 2026-08-12, EUR/USD closed at 1.15437, down 0.02% on the day. It trades at 31.3% of its 52-week range. Its RSI(14) of 58.66 is in the 76th percentile of its history since 2003, and its 20-day return of +1.04% in the 68th 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 1.14704 / 1.14692 / 1.16275, with price +0.64% / +0.65% / -0.72% against them. Its 52-week range is 1.13254–1.20236; it closed 3.99% below the high and 1.93% above the low. Its 20-day volatility is 0.284% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00517 (51.7 pips), 0.45% of price. It has returned +0.10% over 5 days and -0.55% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15437 -0.023%
price & change (as of 2026-08-12, prior 2026-08-11)
close 1.15437
change -0.00027 (-0.023%, -2.7 pips)
gap -0.00029 (-2.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-12)
range 0.00297 (29.7 pips)
close pos 37.0% of range
moving averages (as of 2026-08-12)
20d MA 1.14704 price above by +0.64%
50d MA 1.14692 price above by +0.65%
200d MA 1.16275 price below by -0.72%
price mixed vs MAs
stack: 200d > 20d > 50d
volatility (as of 2026-08-12)
20d stdev 0.284% daily ≈ 4.5% annualized (×√252) (8th pct of own history, since 2003 (5856 obs))
vs easing-2024 avg 0.66× (0.284% vs 0.428% era avg)
ATR (as of 2026-08-12)
ATR(14) 0.00517 (51.7 pips)
ATR% 0.45% (2nd pct of own history, since 2003 (5862 obs))
range/ATR 57.4%
52-week range (as of 2026-08-12)
high 1.20236 (-3.99% from high)
low 1.13254 (+1.93% from low)
momentum (as of 2026-08-12)
RSI(14) 58.66 (76th pct of own history, since 2003 (5862 obs))
returns (as of 2026-08-12)
5d return +0.10%
20d return +1.04%
60d return -0.55%
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 0.4280%
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 (29 days)
USD (EFFR) 3.63% (as of 2026-08-12, daily effective)
next Fed 2026-09-16 (35 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.70% (as of 2026-08-11)
EU (euro-area AAA 10Y) 3.17% (as of 2026-08-12)
spread +1.53%
2Y yield spread (US–EU)
US (DGS2) 4.22% (as of 2026-08-11)
EU (euro-area AAA 2Y) 2.70% (as of 2026-08-12)
spread +1.52%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-12)
vs DXY -0.84
vs S&P 500 +0.54
vs DXY beta -0.69 (26w)