On 2026-08-21, EUR/USD closed at 1.16932, up 0.17% on the day. It trades at 52.7% of its 52-week range. Its RSI(14) of 72.94 is in the 98th percentile of its history since 2003, and its 20-day return of +2.78% in the 89th percentile. RSI above 70 is conventionally termed overbought. Leveraged-money positioning is net -7.2% of open interest, at 5% 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 1.15311 / 1.14742 / 1.16297, with price +1.41% / +1.91% / +0.55% against them. Its 52-week range is 1.13254–1.20236; it closed 2.75% below the high and 3.25% above the low. Its 20-day volatility is 0.297% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00574 (57.4 pips), 0.49% of price. It has returned +1.37% over 5 days and +0.35% over 60 days.
=== EUR/USD (pip 0.0001) ===
>> close 1.16932 +0.166% · price > all MAs; RSI(14) 72.94 (98th pct, since 2003 (5869 obs))
cross-signal: flow signals align EUR/USD up: 20d return, daily %
price & change (as of 2026-08-21, prior 2026-08-20)
close 1.16932
change +0.00194 (+0.166%, +19.4 pips)
gap +0.00071 (+7.1 pips)
range (as of 2026-08-21)
range 0.00150 (15.0 pips)
close pos 82.0% of range
moving averages (as of 2026-08-21)
20d MA 1.15311 price above by +1.41%
50d MA 1.14742 price above by +1.91%
200d MA 1.16297 price above by +0.55%
price > all MAs
stack: 200d > 20d > 50d
volatility (as of 2026-08-21)
20d stdev 0.297% daily ≈ 4.7% annualized (×√252) (10th pct of own history, since 2003 (5863 obs))
vs easing-2024 avg 0.70× (0.297% vs 0.427% era avg)
ATR (as of 2026-08-21)
ATR(14) 0.00574 (57.4 pips)
ATR% 0.49% (5th pct of own history, since 2003 (5869 obs))
range/ATR 26.1%
52-week range (as of 2026-08-21)
high 1.20236 (-2.75% from high)
low 1.13254 (+3.25% from low)
momentum (as of 2026-08-21)
RSI(14) 72.94 (98th pct of own history, since 2003 (5869 obs))
returns (as of 2026-08-21)
5d return +1.37%
20d return +2.78%
60d return +0.35%
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 2026-08-18)
next COT as of 2026-08-25 (released ~that Fri, later if a holiday intervenes)
net -57,716 contracts (net short EUR)
net % OI -7.2%
net%OI range -8.0% … +6.5% (own 138w)
w/w change +2,884
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-09-10 (20 days)
USD (EFFR) 3.63% (as of 2026-08-20, daily effective)
next Fed 2026-09-16 (26 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 4.69% (as of 2026-08-20)
EU (euro-area AAA 10Y) 3.28% (as of 2026-08-20)
spread +1.41%
2Y yield spread (US–EU)
US (DGS2) 4.19% (as of 2026-08-20)
EU (euro-area AAA 2Y) 2.79% (as of 2026-08-20)
spread +1.40%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-21)
vs DXY -0.84
vs S&P 500 +0.44
vs DXY beta -0.74 (26w)