On 2026-08-17, EUR/USD closed at 1.15739, up 0.33% on the day. It trades at 35.6% of its 52-week range. Its RSI(14) of 61.84 is in the 84th percentile of its history since 2003, and its 20-day return of +1.28% in the 72nd 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 1.14852 / 1.14671 / 1.16282, with price +0.77% / +0.93% / -0.47% against them. Its 52-week range is 1.13254–1.20236; it closed 3.74% below the high and 2.19% above the low. Its 20-day volatility is 0.271% daily, in the 7th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00529 (52.9 pips), 0.46% of price. It has returned +0.15% over 5 days and -0.59% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15739 +0.334% · positioning net%OI -7.6% (near bottom of own 137w range (band bottoms at -8.0%))
cross-signal: flow signals align EUR/USD up: daily %, 20d return
price & change (as of 2026-08-17, prior 2026-08-14)
close 1.15739
change +0.00385 (+0.334%, +38.5 pips)
gap +0.00401 (+40.1 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-17)
range 0.00385 (38.5 pips) (H−L unaffected by the out-of-range close; only close-position is)
close pos n/a (close 1.6 pips below low — async-close artifact)
moving averages (as of 2026-08-17)
20d MA 1.14852 price above by +0.77%
50d MA 1.14671 price above by +0.93%
200d MA 1.16282 price below by -0.47%
price mixed vs MAs
stack: 200d > 20d > 50d
volatility (as of 2026-08-17)
20d stdev 0.271% daily ≈ 4.3% annualized (×√252) (7th pct of own history, since 2003 (5859 obs))
vs easing-2024 avg 0.64× (0.271% vs 0.427% era avg)
ATR (as of 2026-08-17)
ATR(14) 0.00529 (52.9 pips)
ATR% 0.46% (2nd pct of own history, since 2003 (5865 obs))
range/ATR 72.8%
52-week range (as of 2026-08-17)
high 1.20236 (-3.74% from high)
low 1.13254 (+2.19% from low)
momentum (as of 2026-08-17)
RSI(14) 61.84 (84th pct of own history, since 2003 (5865 obs))
returns (as of 2026-08-17)
5d return +0.15%
20d return +1.28%
60d return -0.59%
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 (24 days)
USD (EFFR) 3.63% (as of 2026-08-14, daily effective)
next Fed 2026-09-16 (30 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.68% (as of 2026-08-14)
EU (euro-area AAA 10Y) 3.24% (as of 2026-08-17)
spread +1.44%
2Y yield spread (US–EU)
US (DGS2) 4.17% (as of 2026-08-14)
EU (euro-area AAA 2Y) 2.74% (as of 2026-08-17)
spread +1.43%
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)