On 2026-08-20, EUR/USD closed at 1.16738, up 0.81% on the day. It trades at 49.9% of its 52-week range. Its RSI(14) of 71.47 is in the 97th percentile of its history since 2003, and its 20-day return of +2.30% in the 85th percentile. RSI above 70 is conventionally termed overbought. Leveraged-money positioning is net -7.6% of open interest, at 3% of its own two-year positioning range. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1.15153 / 1.14718 / 1.16292, with price +1.38% / +1.76% / +0.38% against them. Its 52-week range is 1.13254–1.20236; it closed 2.91% below the high and 3.08% above the low. Its 20-day volatility is 0.313% daily, in the 12th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00601 (60.1 pips), 0.51% of price. It has returned +1.25% over 5 days and +0.48% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.16738 +0.815% · price > all MAs; 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 2026-08-20, prior 2026-08-19)
close 1.16738
change +0.00944 (+0.815%, +94.4 pips)
gap +0.00960 (+96.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-20)
range 0.00408 (40.8 pips)
close pos 8.8% of range
moving averages (as of 2026-08-20)
20d MA 1.15153 price above by +1.38%
50d MA 1.14718 price above by +1.76%
200d MA 1.16292 price above by +0.38%
price > all MAs
stack: 200d > 20d > 50d
volatility (as of 2026-08-20)
20d stdev 0.313% daily ≈ 5.0% annualized (×√252) (12th pct of own history, since 2003 (5862 obs))
vs easing-2024 avg 0.73× (0.313% vs 0.427% era avg)
ATR (as of 2026-08-20)
ATR(14) 0.00601 (60.1 pips)
ATR% 0.51% (8th pct of own history, since 2003 (5868 obs))
range/ATR 67.9%
52-week range (as of 2026-08-20)
high 1.20236 (-2.91% from high)
low 1.13254 (+3.08% from low)
momentum (as of 2026-08-20)
RSI(14) 71.47 (97th pct of own history, since 2003 (5868 obs))
returns (as of 2026-08-20)
5d return +1.25%
20d return +2.30%
60d return +0.48%
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 (21 days)
USD (EFFR) 3.63% (as of 2026-08-19, daily effective)
next Fed 2026-09-16 (27 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.65% (as of 2026-08-19)
EU (euro-area AAA 10Y) 3.28% (as of 2026-08-19)
spread +1.37%
2Y yield spread (US–EU)
US (DGS2) 4.19% (as of 2026-08-19)
EU (euro-area AAA 2Y) 2.78% (as of 2026-08-19)
spread +1.41%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-20)
vs DXY -0.84
vs S&P 500 +0.44
vs DXY beta -0.73 (26w)