EUR/USD: RSI(14) 29.48 (4th percentile)
On 2026-10-14, EUR/USD closed at 1.12045, up 0.40% on the day. At the 2026-10-14 close, EUR/USD was 9.9% of the way from its 52-week low to its high. At the 2026-10-14 close, EUR/USD had an RSI(14) of 29.48, in the 4th percentile of its history since 2003, and its 20-day return of -2.89% was in the 9th 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 2026-10-14 close, the 20/50/200-day moving averages of EUR/USD were 1.13236 / 1.14902 / 1.15913, with price -1.05% / -2.49% / -3.34% against them. At the 2026-10-14 close, the 52-week range of EUR/USD was 1.11141–1.20236; it closed 6.81% below the high and 0.81% above the low. Its 20-day volatility is 0.292% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00669 (66.9 pips), 0.60% of price. It has returned -0.44% over 5 days and -1.75% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-14.
=== EUR/USD (pip 0.0001) ===
>> close 1.12045 +0.397% · price < all MAs; RSI(14) 29.48 (4th pct, since 2003 (5907 obs))
cross-signal: flow signals split — daily % up / 20d return down
price & change (as of 2026-10-14, prior 2026-10-13)
close 1.12045
change +0.00443 (+0.397%, +44.3 pips)
gap +0.00430 (+43.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-14)
range 0.01004 (100.4 pips)
close pos 90.0% of range
moving averages (as of 2026-10-14)
20d MA 1.13236 price below by -1.05%
50d MA 1.14902 price below by -2.49%
200d MA 1.15913 price below by -3.34%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-14)
20d stdev 0.292% daily ≈ 4.6% annualised (×√252) (10th pct of own history, since 2003 (5901 obs))
vs easing-2024 avg 0.69× (0.292% vs 0.421% era avg)
ATR (as of 2026-10-14)
ATR(14) 0.00669 (66.9 pips)
ATR% 0.60% (17th pct of own history, since 2003 (5907 obs))
range/ATR 150.2%
52-week range (as of 2026-10-14)
high 1.20236 (-6.81% from high)
low 1.11141 (+0.81% from low)
momentum (as of 2026-10-14)
RSI(14) 29.48 (4th pct of own history, since 2003 (5907 obs))
returns (as of 2026-10-14)
5d return -0.44%
20d return -2.89%
60d return -1.75%
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 (15 days)
USD (EFFR) 3.88% (as of 2026-10-13, daily effective)
next Fed 2026-10-28 (14 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 5.21% (as of 2026-10-13)
EU (euro-area AAA 10Y) 3.49% (as of 2026-10-13)
spread +1.72%
2Y yield spread (US–EU)
US (DGS2) 4.79% (as of 2026-10-13)
EU (euro-area AAA 2Y) 3.08% (as of 2026-10-13)
spread +1.71%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-14)
vs DXY -0.79
vs S&P 500 +0.17
vs DXY beta -0.69 (26w)