FX Daily — 2026-10-13
FX daily report for reference date 2026-10-13. 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 | 1.11602 | -0.40% | 20.3 (0th) | 0.6% | -3.36% (7th) | -5.1% (20% of range) |
| GBP/USD | 1.32098 | -0.24% | 37.5 (15th) | 23.7% | -2.16% (17th) | +4.7% (29% of range) |
| USD/JPY | 158.52 | +0.20% | 57.7 (70th) | 62.5% | +2.68% (84th) | -6.8% (61% of range) |
| USD/CHF | 0.83409 | +0.50% | 64.5 (90th) | 94.6% | +2.08% (83rd) | -8.3% (55% of range) |
| AUD/USD | 0.69561 | -0.42% | 36.3 (13th) | 62.5% | -2.55% (17th) | +16.5% (78% of range) |
| USD/CAD | 1.42803 | +0.15% | 70.3 (95th) | 98.0% | +2.74% (91st) | -21.5% (42% of range) |
| NZD/USD | 0.55869 | -0.51% | 29.2 (4th) | 1.2% | -3.32% (14th) | -0.6% (55% of range) |
| EUR/GBP | 0.84479 | -0.18% | 22.9 (0th) | 1.0% | -1.24% (24th) | +4.9% (100% of range) |
| EUR/HUF | 364.674 | -0.02% | 49.8 (50th) | 31.7% | +0.07% (51st) | |
| USD/HUF | 326.782 | +0.35% | 65.3 (89th) | 57.1% | +3.46% (85th) | |
| GBP/HUF | 431.65 | +0.33% | 60.5 (82nd) | 48.7% | +1.19% (66th) |
CHANGES (vs prior session) EUR/USD new 52wk intraday low (1.11549) USD/CAD RSI 70.4 — crossed above 70 (overbought boundary) NZD/USD new 52wk intraday low (0.55809) NZD/USD RSI 29.2 — crossed below 30 (oversold boundary) EUR/GBP new 52wk intraday low (0.84436)
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) 20.31 (0th pct, since 2003 (5906 obs)) · surprise 100 NZD/USD 52wk position 1.2% of range (52wk) · surprise 98 USD/CAD 20d vol 0.199% daily (1st pct, since 2003 (5978 obs)) · surprise 98
market risk (VIX) (as of 2026-10-13) level 15.27 change +0.06 (+0.4%) (prior 2026-10-12) 1yr range 13.47 … 31.05 (252d) 1yr pctile 16th pctile (252d lookback)
dollar index (DXY) (as of 2026-10-13) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 102.180 change -0.400 (-0.39%) (prior 2026-10-12) 1yr range 96.220 … 102.580 (252d) 1yr pctile 99th pctile (252d lookback) 200d MA 99.412 price above by +2.78%
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 -0.78 GBP/USD -0.72 USD/CAD +0.68 USD/CHF +0.67 USD/JPY +0.65 NZD/USD -0.65 USD/HUF +0.58 AUD/USD -0.41 GBP/HUF +0.13 EUR/HUF +0.12 EUR/GBP +0.04
equity market (S&P 500) (as of 2026-10-13) level 7805.45 change -1.79 (-0.02%) (prior 2026-10-12) 1yr range 6343.72 … 7818.93 (252d) 1yr pctile 99th pctile (252d lookback) 200d MA 7259.48 price above by +7.52%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-10-13) >> Fed 2026-10-28 (15 days) · cross-link: EUR/USD (RSI(14) 0th pct), USD/CAD (20d vol 1st pct), NZD/USD (52wk position 1.2% of range) >> BoC 2026-10-28 (15 days) · cross-link: USD/CAD (20d vol 1st pct) >> RBNZ 2026-10-28 (15 days) · cross-link: NZD/USD (52wk position 1.2% of range) >> ECB 2026-10-29 (16 days) · cross-link: EUR/USD (RSI(14) 0th pct), EUR/GBP (positioning net%OI near top of own 145w range (band tops at +4.9%)) >> BoE 2026-11-05 (23 days) · cross-link: EUR/GBP (positioning net%OI near top of own 145w range (band tops at +4.9%))