On 2026-08-14, EUR/USD closed at 1.15354, up 0.05% on the day. It trades at 30.1% of its 52-week range. Its RSI(14) of 57.10 is in the 72nd percentile of its history since 2003, and its 20-day return of +0.79% in the 64th percentile. Leveraged-money positioning is net -7.6% of open interest, at 3% of its own two-year positioning range. Its 20/50/200-day moving averages are 1.14779 / 1.14661 / 1.16278, with price +0.50% / +0.60% / -0.80% against them. Its 52-week range is 1.13254–1.20236; it closed 4.06% below the high and 1.85% above the low. Its 20-day volatility is 0.268% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00509 (50.9 pips), 0.44% of price. It has returned +0.09% over 5 days and -0.74% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15354 +0.047% · positioning net%OI -7.6% (near bottom of own 137w range (band bottoms at -8.0%))
price & change (as of 2026-08-14, prior 2026-08-13)
close 1.15354
change +0.00054 (+0.047%, +5.4 pips)
gap +0.00042 (+4.2 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-14)
range 0.00535 (53.5 pips)
close pos 5.2% of range
moving averages (as of 2026-08-14)
20d MA 1.14779 price above by +0.50%
50d MA 1.14661 price above by +0.60%
200d MA 1.16278 price below by -0.80%
price mixed vs MAs
stack: 200d > 20d > 50d
volatility (as of 2026-08-14)
20d stdev 0.268% daily ≈ 4.2% annualized (×√252) (6th pct of own history, since 2003 (5858 obs))
vs easing-2024 avg 0.63× (0.268% vs 0.427% era avg)
ATR (as of 2026-08-14)
ATR(14) 0.00509 (50.9 pips)
ATR% 0.44% (1st pct of own history, since 2003 (5864 obs))
range/ATR 105.1%
52-week range (as of 2026-08-14)
high 1.20236 (-4.06% from high)
low 1.13254 (+1.85% from low)
momentum (as of 2026-08-14)
RSI(14) 57.10 (72nd pct of own history, since 2003 (5864 obs))
returns (as of 2026-08-14)
5d return +0.09%
20d return +0.79%
60d return -0.74%
volatility by rate-era
pre-crisis 1.05% (from 2003-12-01)
ZIRP-2009 0.66%
tightening-2015 0.49%
ZIRP-2019 0.39%
tightening-2022 0.55%
easing-2024 0.43%
positioning (as of 2026-08-11)
next COT as of 2026-08-18 (released ~that Fri, later if a holiday intervenes)
net -60,600 contracts (net short EUR)
net % OI -7.6%
net%OI range -8.0% … +6.5% (own 137w)
w/w change -8,395
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-09-10 (27 days)
USD (EFFR) 3.63% (as of 2026-08-13, daily effective)
next Fed 2026-09-16 (33 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.63% (as of 2026-08-13)
EU (euro-area AAA 10Y) 3.16% (as of 2026-08-13)
spread +1.47%
2Y yield spread (US–EU)
US (DGS2) 4.15% (as of 2026-08-13)
EU (euro-area AAA 2Y) 2.69% (as of 2026-08-13)
spread +1.46%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-14)
vs DXY -0.84
vs S&P 500 +0.54
vs DXY beta -0.70 (26w)