FX Daily — 2026-08-19

FX daily report for reference date 2026-08-19. 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 2026-08-19, config order)
closeday %RSI (pct)52wk20d ret (pct)pos net%OI (band)
EUR/USD1.15794-0.03%62.2 (84th)36.4%+1.54% (76th)-7.6% (3% of range)
GBP/USD1.35367-0.10%60.5 (81st)62.9%+1.18% (69th)+15.9% (62% of range)
USD/JPY159.55+0.13%44.9 (31st)75.1%-2.23% (18th)-13.5% (45% of range)
USD/CHF0.81224+0.20%53.0 (62nd)85.7%-0.02% (52nd)-10.4% (49% of range)
AUD/USD0.70815-0.38%58.9 (76th)77.1%+1.15% (65th)+18.2% (82% of range)
USD/CAD1.38979+0.20%35.1 (11th)54.2%-1.47% (23rd)-25.3% (26% of range)
NZD/USD0.58729-0.56%55.1 (65th)56.7%+0.80% (60th)-34.6% (0% of range)
EUR/GBP0.85516+0.05%48.6 (47th)21.0%+0.34% (59th)+0.4% (97% of range)
EUR/HUF365.217+0.55%61.1 (83rd)32.8%+0.80% (67th)
USD/HUF315.589+0.57%53.5 (62nd)33.2%-0.53% (44th)
GBP/HUF427.12+0.44%59.8 (80th)41.0%+0.65% (58th)
CHANGES (vs prior session)
  USD/CAD  RSI 35.1 — crossed above 30 (oversold boundary)
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 0.134% daily         (0th pct, since 1999 (7165 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 0.226% daily         (4th pct, since 2003 (5939 obs)) · surprise  92
market risk (VIX)  (as of 2026-08-19)
  level       14.89
  change      -0.95  (-6.0%)  (prior 2026-08-18)
  1yr range   13.47 … 31.05 (252d)
  1yr pctile  8th pctile (252d lookback)
dollar index (DXY)  (as of 2026-08-19)  (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below)
  level       98.799
  change      -0.851  (-0.85%)  (prior 2026-08-18)
  1yr range   96.220 … 101.610 (252d)
  1yr pctile  45th pctile (252d lookback)
  200d MA     99.194   price below by -0.40%
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  -0.75
  NZD/USD  -0.75
  USD/CHF  +0.70
  USD/HUF  +0.65
  USD/JPY  +0.65
  AUD/USD  -0.47
  EUR/HUF  +0.46
  GBP/HUF  +0.42
  USD/CAD  +0.41
  EUR/GBP  -0.06
equity market (S&P 500)  (as of 2026-08-19)
  level       7707.98
  change      +16.22  (+0.21%)  (prior 2026-08-18)
  1yr range   6343.72 … 7798.99 (252d)
  1yr pctile  96th pctile (252d lookback)
  200d MA     7087.61   price above by +8.75%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) ===
  (days remaining from reference date 2026-08-19)
  >> BoC   2026-09-02  (14 days)   · cross-link: USD/CAD (20d vol 4th pct)
  >> RBNZ  2026-09-02  (14 days)   · cross-link: NZD/USD (positioning net%OI near bottom of own 137w range (band bottoms at -34.6%))
  >> ECB   2026-09-10  (22 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  (28 days)   · cross-link: EUR/USD (positioning net%OI near bottom of own 137w range (band bottoms at -8.0%)), USD/CAD (20d vol 4th pct), NZD/USD (positioning net%OI near bottom of own 137w range (band bottoms at -34.6%))
  >> BoE   2026-09-17  (29 days)   · cross-link: EUR/GBP (20d vol 0th pct)