FX Daily — 2026-08-14

FX daily report for reference date 2026-08-14. 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 2026-08-14, config order)
closeday %RSI (pct)52wk20d ret (pct)pos net%OI (band)
EUR/USD1.15354+0.05%57.1 (72nd)30.1%+0.79% (64th)-7.6% (3% of range)
GBP/USD1.34907-0.05%57.2 (72nd)57.4%+0.09% (50th)+15.9% (62% of range)
USD/JPY159.426+0.06%43.2 (26th)74.4%-1.82% (22nd)-13.5% (45% of range)
USD/CHF0.81412+0.15%56.1 (71st)89.0%+0.72% (64th)-10.4% (49% of range)
AUD/USD0.70637-0.00%58.6 (75th)75.0%+0.92% (62nd)+18.2% (82% of range)
USD/CAD1.39271-0.10%34.8 (10th)58.0%-0.78% (35th)-25.3% (26% of range)
NZD/USD0.58545-0.11%54.0 (62nd)53.1%+0.22% (52nd)-34.6% (0% of range)
EUR/GBP0.85493+0.12%47.3 (43rd)20.5%+0.68% (67th)+0.4% (97% of range)
EUR/HUF362.938-0.05%56.1 (70th)28.3%+0.34% (57th)
USD/HUF314.573-0.24%50.7 (53rd)31.0%-0.35% (46th)
GBP/HUF424.49-0.25%55.2 (66th)36.6%-0.34% (44th)
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 -34.6%    (near bottom of own 137w range (band bottoms at -34.6%)) · surprise 100
  EUR/GBP  20d vol 0.146% daily         (0th pct, since 1999 (7162 obs)) · surprise 100
  EUR/USD  positioning net%OI -7.6%     (near bottom of own 137w range (band bottoms at -8.0%)) · surprise  94
  USD/CAD  20d vol 0.236% daily         (5th pct, since 2003 (5936 obs)) · surprise  90
market risk (VIX)  (as of 2026-08-14)
  level       14.25
  change      -0.38  (-2.6%)  (prior 2026-08-13)
  1yr range   13.47 … 31.05 (252d)
  1yr pctile  3rd pctile (252d lookback)
dollar index (DXY)  (as of 2026-08-14)  (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below)
  level       99.670
  change      -0.290  (-0.29%)  (prior 2026-08-13)
  1yr range   96.220 … 101.610 (252d)
  1yr pctile  74th pctile (252d lookback)
  200d MA     99.190   price above by +0.48%
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
  GBP/USD  -0.77
  NZD/USD  -0.76
  USD/CHF  +0.71
  USD/HUF  +0.69
  USD/JPY  +0.69
  EUR/HUF  +0.50
  AUD/USD  -0.48
  GBP/HUF  +0.44
  USD/CAD  +0.42
  EUR/GBP  -0.01
equity market (S&P 500)  (as of 2026-08-14)
  level       7785.76
  change      -13.23  (-0.17%)  (prior 2026-08-13)
  1yr range   6343.72 … 7798.99 (252d)
  1yr pctile  99th pctile (252d lookback)
  200d MA     7074.90   price above by +10.05%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) ===
  (days remaining from reference date 2026-08-14)
  >> BoC   2026-09-02  (19 days)   · cross-link: USD/CAD (20d vol 5th pct)
  >> RBNZ  2026-09-02  (19 days)   · cross-link: NZD/USD (positioning net%OI near bottom of own 137w range (band bottoms at -34.6%))
  >> ECB   2026-09-10  (27 days)   · cross-link: EUR/USD (positioning net%OI near bottom of own 137w range (band bottoms at -8.0%)), EUR/GBP (20d vol 0th pct)
  >> Fed   2026-09-16  (33 days)   · cross-link: EUR/USD (positioning net%OI near bottom of own 137w range (band bottoms at -8.0%)), USD/CAD (20d vol 5th pct), NZD/USD (positioning net%OI near bottom of own 137w range (band bottoms at -34.6%))
  >> BoE   2026-09-17  (34 days)   · cross-link: EUR/GBP (20d vol 0th pct)