EUR/USD: RSI 23.18 (1st pct)
On 2026-10-12, EUR/USD closed at 1.12057, down 0.07% on the day. At the 2026-10-12 close, EUR/USD was 5.0% of the way from its 52-week low to its high. At the 2026-10-12 close, EUR/USD had an RSI(14) of 23.18, in the 1st percentile of its history since 2003, and its 20-day return of -3.35% was in the 7th percentile. RSI below 30 is conventionally termed oversold. Leveraged-money positioning is net -5.1% of open interest, at 20% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of EUR/USD were 1.13597 / 1.15037 / 1.15965, with price -1.36% / -2.59% / -3.37% against them. At the 2026-10-12 close, the 52-week range of EUR/USD was 1.11623–1.20236; it closed 6.80% below the high and 0.39% above the low. Its 20-day volatility is 0.263% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00631 (63.1 pips), 0.56% of price. It has returned -0.43% over 5 days and -1.94% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-12.
=== EUR/USD (pip 0.0001) ===
>> close 1.12057 -0.065% · price < all MAs; RSI(14) 23.18 (1st pct, since 2003 (5905 obs))
cross-signal: flow signals align EUR/USD down: 20d return, daily %
price & change (as of 2026-10-12, prior 2026-10-09)
close 1.12057
change -0.00073 (-0.065%, -7.3 pips)
gap -0.00248 (-24.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-12)
range 0.00314 (31.4 pips)
close pos 55.7% of range
moving averages (as of 2026-10-12)
20d MA 1.13597 price below by -1.36%
50d MA 1.15037 price below by -2.59%
200d MA 1.15965 price below by -3.37%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-12)
20d stdev 0.263% daily ≈ 4.2% annualised (×√252) (6th pct of own history, since 2003 (5899 obs))
vs easing-2024 avg 0.63× (0.263% vs 0.421% era avg)
ATR (as of 2026-10-12)
ATR(14) 0.00631 (63.1 pips)
ATR% 0.56% (14th pct of own history, since 2003 (5905 obs))
range/ATR 49.8%
52-week range (as of 2026-10-12)
high 1.20236 (-6.80% from high)
low 1.11623 (+0.39% from low)
momentum (as of 2026-10-12)
RSI(14) 23.18 (1st pct of own history, since 2003 (5905 obs))
returns (as of 2026-10-12)
5d return -0.43%
20d return -3.35%
60d return -1.94%
volatility by rate-era
pre-crisis (through 2008) 1.05% (from 2003-12-01)
ZIRP (2009–2015) 0.66%
tightening (2015–2018) 0.49%
ZIRP (2019–2021) 0.39%
tightening (2022–2023) 0.55%
easing (2024– ) 0.42%
positioning (as of 2026-10-06)
next COT as of 2026-10-13 (released ~that Fri, later if a holiday intervenes)
net -44,261 contracts (net short EUR)
net % OI -5.1%
net%OI range -8.0% … +6.5% (own 145w)
w/w change -4,996
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.50% (set 2026-09-16, deposit-facility floor)
next ECB 2026-10-29 (17 days)
USD (EFFR) 3.88% (as of 2026-10-08, daily effective)
next Fed 2026-10-28 (16 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 5.22% (as of 2026-10-08)
EU (euro-area AAA 10Y) 3.50% (as of 2026-10-12)
spread +1.72%
2Y yield spread (US–EU)
US (DGS2) 4.75% (as of 2026-10-08)
EU (euro-area AAA 2Y) 3.07% (as of 2026-10-12)
spread +1.68%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-12)
vs DXY -0.79
vs S&P 500 +0.18
vs DXY beta -0.69 (26w)