On 2026-08-13, EUR/USD closed at 1.153, down 0.12% on the day. It trades at 29.3% of its 52-week range. Its RSI(14) of 56.39 is in the 70th percentile of its history since 2003, and its 20-day return of +0.52% in the 59th 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 1.14733 / 1.14676 / 1.16276, with price +0.49% / +0.54% / -0.84% against them. Its 52-week range is 1.13254–1.20236; it closed 4.11% below the high and 1.81% above the low. Its 20-day volatility is 0.274% daily, in the 7th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00505 (50.5 pips), 0.44% of price. It has returned -0.24% over 5 days and -0.82% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15300 -0.119%
price & change (as of 2026-08-13, prior 2026-08-12)
close 1.15300
change -0.00137 (-0.119%, -13.7 pips)
gap -0.00149 (-14.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-13)
range 0.00345 (34.5 pips)
close pos 49.9% of range
moving averages (as of 2026-08-13)
20d MA 1.14733 price above by +0.49%
50d MA 1.14676 price above by +0.54%
200d MA 1.16276 price below by -0.84%
price mixed vs MAs
stack: 200d > 20d > 50d
volatility (as of 2026-08-13)
20d stdev 0.274% daily ≈ 4.3% annualized (×√252) (7th pct of own history, since 2003 (5857 obs))
vs easing-2024 avg 0.64× (0.274% vs 0.428% era avg)
ATR (as of 2026-08-13)
ATR(14) 0.00505 (50.5 pips)
ATR% 0.44% (1st pct of own history, since 2003 (5863 obs))
range/ATR 68.3%
52-week range (as of 2026-08-13)
high 1.20236 (-4.11% from high)
low 1.13254 (+1.81% from low)
momentum (as of 2026-08-13)
RSI(14) 56.39 (70th pct of own history, since 2003 (5863 obs))
returns (as of 2026-08-13)
5d return -0.24%
20d return +0.52%
60d return -0.82%
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 0.4277%
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 (28 days)
USD (EFFR) 3.63% (as of 2026-08-13, daily effective)
next Fed 2026-09-16 (34 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.68% (as of 2026-08-12)
EU (euro-area AAA 10Y) 3.16% (as of 2026-08-13)
spread +1.52%
2Y yield spread (US–EU)
US (DGS2) 4.20% (as of 2026-08-12)
EU (euro-area AAA 2Y) 2.69% (as of 2026-08-13)
spread +1.51%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-13)
vs DXY -0.84
vs S&P 500 +0.54
vs DXY beta -0.70 (26w)