FX Daily — 2026-10-15
FX daily report for reference date 2026-10-15. 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 | 1.11951 | -0.08% | 28.7 (3rd) | 8.9% | -2.40% (14th) | -5.1% (20% of range) |
| GBP/USD | 1.32301 | -0.20% | 41.2 (23rd) | 26.2% | -1.14% (30th) | +4.7% (29% of range) |
| USD/JPY | 157.957 | -0.23% | 52.1 (53rd) | 58.7% | +1.25% (67th) | -6.8% (61% of range) |
| USD/CHF | 0.8316 | -0.12% | 59.5 (79th) | 89.7% | +0.76% (65th) | -8.3% (55% of range) |
| AUD/USD | 0.69783 | -0.10% | 41.5 (24th) | 65.1% | -1.55% (27th) | +16.5% (78% of range) |
| USD/CAD | 1.42128 | -0.03% | 60.1 (80th) | 89.4% | +1.61% (79th) | -21.5% (42% of range) |
| NZD/USD | 0.56102 | -0.07% | 35.7 (12th) | 8.2% | -1.92% (26th) | -0.6% (55% of range) |
| EUR/GBP | 0.84613 | +0.15% | 29.4 (2nd) | 7.9% | -1.27% (23rd) | +4.9% (100% of range) |
| EUR/HUF | 363.26 | -0.09% | 45.1 (34th) | 28.9% | -0.42% (40th) | |
| USD/HUF | 324.655 | +0.02% | 58.5 (76th) | 52.6% | +2.07% (74th) | |
| GBP/HUF | 429.26 | -0.22% | 53.8 (62nd) | 44.7% | +0.85% (61st) |
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 NZD/USD 20d vol 0.360% daily (2nd pct, since 2003 (5896 obs)) · surprise 96 EUR/USD RSI(14) 28.72 (3rd pct, since 2003 (5908 obs)) · surprise 94 USD/CAD 20d vol 0.223% daily (4th pct, since 2003 (5980 obs)) · surprise 92
market risk (VIX) (as of 2026-10-15) level 16.46 change -0.41 (-2.4%) (prior 2026-10-14) 1yr range 13.47 … 31.05 (252d) 1yr pctile 39th pctile (252d lookback)
dollar index (DXY) (as of 2026-10-15) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 102.000 change -0.550 (-0.54%) (prior 2026-10-14) 1yr range 96.220 … 102.580 (252d) 1yr pctile 97th pctile (252d lookback) 200d MA 99.454 price above by +2.56%
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 +0.68 NZD/USD -0.66 USD/JPY +0.66 USD/HUF +0.59 AUD/USD -0.41 GBP/HUF +0.14 EUR/HUF +0.13 EUR/GBP +0.04
equity market (S&P 500) (as of 2026-10-15) level 7744.06 change +25.12 (+0.33%) (prior 2026-10-14) 1yr range 6343.72 … 7818.93 (252d) 1yr pctile 93rd pctile (252d lookback) 200d MA 7267.62 price above by +6.56%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-10-15) >> Fed 2026-10-28 (13 days) · cross-link: EUR/USD (RSI(14) 3rd pct), USD/CAD (20d vol 4th pct), NZD/USD (20d vol 2nd pct) >> BoC 2026-10-28 (13 days) · cross-link: USD/CAD (20d vol 4th pct) >> RBNZ 2026-10-28 (13 days) · cross-link: NZD/USD (20d vol 2nd pct) >> ECB 2026-10-29 (14 days) · cross-link: EUR/USD (RSI(14) 3rd pct), EUR/GBP (positioning net%OI near top of own 145w range (band tops at +4.9%)) >> BoE 2026-11-05 (21 days) · cross-link: EUR/GBP (positioning net%OI near top of own 145w range (band tops at +4.9%))