FX Daily — 2026-08-13

FX daily report for reference date 2026-08-13. 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 2026-08-13, config order)
closeday %RSI (pct)52wk20d ret (pct)pos net%OI (band)
EUR/USD1.153-0.12%56.4 (70th)29.3%+0.52% (59th)-6.5% (10% of range)
GBP/USD1.34978-0.09%58.1 (75th)58.2%-0.32% (44th)+15.5% (60% of range)
USD/JPY159.328+0.04%42.4 (24th)73.8%-1.69% (23rd)-14.5% (43% of range)
USD/CHF0.8129+0.23%54.6 (67th)86.9%+1.02% (69th)-9.2% (52% of range)
AUD/USD0.70639-0.00%58.7 (75th)75.1%+0.80% (60th)+16.9% (79% of range)
USD/CAD1.39406+0.15%36.2 (13th)59.8%-0.69% (36th)-27.9% (16% of range)
NZD/USD0.58611-0.32%55.4 (66th)54.4%+0.23% (52nd)-29.7% (0% of range)
EUR/GBP0.8539-0.06%43.5 (29th)17.9%+0.82% (70th)+1.9% (100% of range)
EUR/HUF363.118-0.33%56.6 (72nd)28.6%+1.19% (74th)
USD/HUF315.325-0.14%52.7 (60th)32.6%+0.70% (59th)
GBP/HUF425.54-0.22%57.6 (74th)38.3%+0.47% (55th)
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 0.236% daily         (5th pct, since 2003 (5935 obs)) · surprise  90
market risk (VIX)  (as of 2026-08-13)
  level       14.63
  change      +0.08  (+0.5%)  (prior 2026-08-12)
  1yr range   13.47 … 31.05 (252d)
  1yr pctile  5th pctile (252d lookback)
dollar index (DXY)  (as of 2026-08-13)  (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below)
  level       99.960
  change      -0.050  (-0.05%)  (prior 2026-08-12)
  1yr range   96.220 … 101.610 (252d)
  1yr pctile  81st pctile (252d lookback)
  200d MA     99.186   price above by +0.78%
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  -0.76
  USD/CHF  +0.70
  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 2026-08-13)
  level       7798.99
  change      +50.49  (+0.65%)  (prior 2026-08-12)
  1yr range   6343.72 … 7798.99 (252d)
  1yr pctile  100th pctile (252d lookback)
  200d MA     7070.35   price above by +10.31%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) ===
  (days remaining from reference date 2026-08-13)
  >> BoC   2026-09-02  (20 days)   · cross-link: USD/CAD (20d vol 5th pct)
  >> RBNZ  2026-09-02  (20 days)   · cross-link: NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%))
  >> ECB   2026-09-10  (28 days)   · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%))
  >> Fed   2026-09-16  (34 days)   · cross-link: USD/CAD (20d vol 5th pct), NZD/USD (positioning net%OI near bottom of own 136w range (band bottoms at -29.7%))
  >> BoE   2026-09-17  (35 days)   · cross-link: EUR/GBP (positioning net%OI near top of own 136w range (band tops at +1.9%))