FX daily report for reference date 2026-08-20. 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.
| close | day % | RSI (pct) | 52wk | 20d ret (pct) | pos net%OI (band) | |
|---|---|---|---|---|---|---|
| EUR/USD | 1.16738 | +0.81% | 71.5 (97th) | 49.9% | +2.30% (85th) | -7.6% (3% of range) |
| GBP/USD | 1.35999 | +0.47% | 65.8 (92nd) | 70.4% | +1.68% (77th) | +15.9% (62% of range) |
| USD/JPY | 158.276 | -0.80% | 36.7 (11th) | 67.9% | -2.95% (12th) | -13.5% (45% of range) |
| USD/CHF | 0.79777 | -1.78% | 36.4 (14th) | 60.6% | -2.02% (20th) | -10.4% (49% of range) |
| AUD/USD | 0.7125 | +0.61% | 64.7 (89th) | 82.2% | +1.94% (75th) | +18.2% (82% of range) |
| USD/CAD | 1.38104 | -0.63% | 27.8 (3rd) | 42.7% | -1.95% (16th) | -25.3% (26% of range) |
| NZD/USD | 0.59358 | +1.07% | 63.5 (87th) | 69.1% | +2.09% (75th) | -34.6% (0% of range) |
| EUR/GBP | 0.85828 | +0.36% | 58.9 (79th) | 28.9% | +0.60% (65th) | +0.4% (97% of range) |
| EUR/HUF | 363.79 | -0.39% | 56.4 (71st) | 30.0% | +0.26% (56th) | |
| USD/HUF | 311.74 | -1.22% | 44.3 (34th) | 24.9% | -2.06% (26th) | |
| GBP/HUF | 423.8 | -0.78% | 52.1 (57th) | 35.4% | -0.44% (43rd) |
CHANGES (vs prior session) EUR/USD RSI 71.5 — crossed above 70 (overbought boundary) USD/CAD RSI 27.8 — crossed below 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 0.154% daily (1st pct, since 1999 (7166 obs)) · surprise 98 EUR/USD positioning net%OI -7.6% (near bottom of own 137w range (band bottoms at -8.0%)) · surprise 94 USD/CAD RSI(14) 27.75 (3rd pct, since 2003 (5946 obs)) · surprise 94
market risk (VIX) (as of 2026-08-20) level 16.01 change +1.12 (+7.5%) (prior 2026-08-19) 1yr range 13.47 … 31.05 (252d) 1yr pctile 26th pctile (252d lookback)
dollar index (DXY) (as of 2026-08-20) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 98.900 change +0.070 (+0.07%) (prior 2026-08-19) 1yr range 96.220 … 101.610 (252d) 1yr pctile 48th pctile (252d lookback) 200d MA 99.189 price below by -0.29%
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 -0.77 USD/HUF +0.69 USD/JPY +0.68 USD/CHF +0.68 AUD/USD -0.49 EUR/HUF +0.48 GBP/HUF +0.44 USD/CAD +0.43 EUR/GBP -0.10
equity market (S&P 500) (as of 2026-08-20) level 7641.16 change -66.82 (-0.87%) (prior 2026-08-19) 1yr range 6343.72 … 7798.99 (252d) 1yr pctile 95th pctile (252d lookback) 200d MA 7091.61 price above by +7.75%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-08-20) >> BoC 2026-09-02 (13 days) · cross-link: USD/CAD (RSI(14) 3rd pct) >> RBNZ 2026-09-02 (13 days) · cross-link: NZD/USD (positioning net%OI near bottom of own 137w range (band bottoms at -34.6%)) >> ECB 2026-09-10 (21 days) · cross-link: EUR/USD (positioning net%OI near bottom of own 137w range (band bottoms at -8.0%)), EUR/GBP (20d vol 1st pct) >> Fed 2026-09-16 (27 days) · cross-link: EUR/USD (positioning net%OI near bottom of own 137w range (band bottoms at -8.0%)), USD/CAD (RSI(14) 3rd pct), NZD/USD (positioning net%OI near bottom of own 137w range (band bottoms at -34.6%)) >> BoE 2026-09-17 (28 days) · cross-link: EUR/GBP (20d vol 1st pct)