On 2026-08-18, EUR/USD closed at 1.15828, up 0.08% on the day. It trades at 36.9% of its 52-week range. Its RSI(14) of 62.86 is in the 86th percentile of its history since 2003, and its 20-day return of +1.44% in the 74th 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 1.14934 / 1.14682 / 1.16284, with price +0.78% / +1.00% / -0.39% against them. Its 52-week range is 1.13254–1.20236; it closed 3.67% below the high and 2.27% above the low. Its 20-day volatility is 0.269% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00506 (50.6 pips), 0.44% of price. It has returned +0.32% over 5 days and -0.47% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.15828 +0.077% · positioning net%OI -7.6% (near bottom of own 137w range (band bottoms at -8.0%))
cross-signal: flow signals align EUR/USD up: 20d return, daily %
price & change (as of 2026-08-18, prior 2026-08-17)
close 1.15828
change +0.00089 (+0.077%, +8.9 pips)
gap +0.00109 (+10.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-18)
range 0.00216 (21.6 pips)
close pos 72.2% of range
moving averages (as of 2026-08-18)
20d MA 1.14934 price above by +0.78%
50d MA 1.14682 price above by +1.00%
200d MA 1.16284 price below by -0.39%
price mixed vs MAs
stack: 200d > 20d > 50d
volatility (as of 2026-08-18)
20d stdev 0.269% daily ≈ 4.3% annualized (×√252) (6th pct of own history, since 2003 (5860 obs))
vs easing-2024 avg 0.63× (0.269% vs 0.427% era avg)
ATR (as of 2026-08-18)
ATR(14) 0.00506 (50.6 pips)
ATR% 0.44% (1st pct of own history, since 2003 (5866 obs))
range/ATR 42.6%
52-week range (as of 2026-08-18)
high 1.20236 (-3.67% from high)
low 1.13254 (+2.27% from low)
momentum (as of 2026-08-18)
RSI(14) 62.86 (86th pct of own history, since 2003 (5866 obs))
returns (as of 2026-08-18)
5d return +0.32%
20d return +1.44%
60d return -0.47%
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 (23 days)
USD (EFFR) 3.63% (as of 2026-08-17, daily effective)
next Fed 2026-09-16 (29 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.72% (as of 2026-08-17)
EU (euro-area AAA 10Y) 3.24% (as of 2026-08-17)
spread +1.48%
2Y yield spread (US–EU)
US (DGS2) 4.19% (as of 2026-08-17)
EU (euro-area AAA 2Y) 2.74% (as of 2026-08-17)
spread +1.45%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-17)
vs DXY -0.83
vs S&P 500 +0.55
vs DXY beta -0.70 (26w)