FX Daily — 2026-10-12
FX daily report for reference date 2026-10-12. 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 | 1.12057 | -0.07% | 23.2 (1st) | 5.0% | -3.35% (7th) | -5.1% (20% of range) |
| GBP/USD | 1.3238 | +0.07% | 39.8 (20th) | 27.1% | -2.13% (17th) | +4.7% (29% of range) |
| USD/JPY | 158.37 | +0.19% | 56.5 (66th) | 61.5% | +3.22% (88th) | -6.8% (61% of range) |
| USD/CHF | 0.83083 | -0.07% | 61.1 (83rd) | 90.2% | +1.74% (79th) | -8.3% (55% of range) |
| AUD/USD | 0.69793 | +0.29% | 39.1 (18th) | 65.2% | -2.41% (18th) | +16.5% (78% of range) |
| USD/CAD | 1.4258 | +0.24% | 68.7 (94th) | 95.2% | +2.82% (91st) | -21.5% (42% of range) |
| NZD/USD | 0.56057 | +0.02% | 30.1 (5th) | 4.6% | -3.55% (12th) | -0.6% (55% of range) |
| EUR/GBP | 0.84623 | -0.14% | 25.1 (0th) | 3.4% | -1.27% (23rd) | +4.9% (100% of range) |
| EUR/HUF | 364.785 | -0.15% | 50.2 (51st) | 31.9% | -0.02% (49th) | |
| USD/HUF | 325.528 | -0.18% | 63.0 (85th) | 54.4% | +3.57% (86th) | |
| GBP/HUF | 431 | +0.05% | 59.6 (79th) | 47.6% | +1.75% (73rd) |
CHANGES (vs prior session) NZD/USD RSI 30.0 — 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) EUR/GBP positioning net%OI +4.9% (near top of own 145w range (band tops at +4.9%)) · surprise 100 EUR/USD RSI(14) 23.18 (1st pct, since 2003 (5905 obs)) · surprise 98 NZD/USD 20d vol 0.349% daily (1st pct, since 2003 (5893 obs)) · surprise 98 USD/CAD 20d vol 0.200% daily (2nd pct, since 2003 (5977 obs)) · surprise 96
market risk (VIX) (as of 2026-10-12) level 15.21 change +0.37 (+2.5%) (prior 2026-10-09) 1yr range 13.47 … 31.05 (252d) 1yr pctile 15th pctile (252d lookback)
dollar index (DXY) (as of 2026-10-12) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 102.580 change +0.370 (+0.36%) (prior 2026-10-09) 1yr range 96.220 … 102.580 (252d) 1yr pctile 100th pctile (252d lookback) 200d MA 99.391 price above by +3.21%
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 -0.79 GBP/USD -0.72 USD/CAD +0.69 USD/CHF +0.67 USD/JPY +0.66 NZD/USD -0.65 USD/HUF +0.58 AUD/USD -0.40 EUR/HUF +0.21 GBP/HUF +0.13 EUR/GBP +0.04
equity market (S&P 500) (as of 2026-10-12) level 7807.24 change -4.30 (-0.06%) (prior 2026-10-09) 1yr range 6343.72 … 7818.93 (252d) 1yr pctile 99th pctile (252d lookback) 200d MA 7255.12 price above by +7.61%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-10-12) >> Fed 2026-10-28 (16 days) · cross-link: EUR/USD (RSI(14) 1st pct), USD/CAD (20d vol 2nd pct), NZD/USD (20d vol 1st pct) >> BoC 2026-10-28 (16 days) · cross-link: USD/CAD (20d vol 2nd pct) >> RBNZ 2026-10-28 (16 days) · cross-link: NZD/USD (20d vol 1st pct) >> ECB 2026-10-29 (17 days) · cross-link: EUR/USD (RSI(14) 1st pct), EUR/GBP (positioning net%OI near top of own 145w range (band tops at +4.9%)) >> BoE 2026-11-05 (24 days) · cross-link: EUR/GBP (positioning net%OI near top of own 145w range (band tops at +4.9%))