EUR/USD: RSI(14) 28.72 (3rd percentile)
On 2026-10-15, EUR/USD closed at 1.11951, down 0.08% on the day. At the 2026-10-15 close, EUR/USD was 8.9% of the way from its 52-week low to its high. At the 2026-10-15 close, EUR/USD had an RSI(14) of 28.72, in the 3rd percentile of its history since 2003, and its 20-day return of -2.40% was in the 14th 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 2026-10-15 close, the 20/50/200-day moving averages of EUR/USD were 1.13099 / 1.14829 / 1.15889, with price -1.01% / -2.51% / -3.40% against them. At the 2026-10-15 close, the 52-week range of EUR/USD was 1.11141–1.20236; it closed 6.89% below the high and 0.73% above the low. Its 20-day volatility is 0.273% daily, in the 7th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00659 (65.9 pips), 0.59% of price. It has returned -0.06% over 5 days and -1.90% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-15.
=== EUR/USD (pip 0.0001) ===
>> close 1.11951 -0.084% · price < all MAs; RSI(14) 28.72 (3rd pct, since 2003 (5908 obs))
cross-signal: flow signals align EUR/USD down: 20d return, daily %
price & change (as of 2026-10-15, prior 2026-10-14)
close 1.11951
change -0.00094 (-0.084%, -9.4 pips)
gap -0.00082 (-8.2 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-15)
range 0.00529 (52.9 pips)
close pos 16.1% of range
moving averages (as of 2026-10-15)
20d MA 1.13099 price below by -1.01%
50d MA 1.14829 price below by -2.51%
200d MA 1.15889 price below by -3.40%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-15)
20d stdev 0.273% daily ≈ 4.3% annualised (×√252) (7th pct of own history, since 2003 (5902 obs))
vs easing-2024 avg 0.65× (0.273% vs 0.420% era avg)
ATR (as of 2026-10-15)
ATR(14) 0.00659 (65.9 pips)
ATR% 0.59% (16th pct of own history, since 2003 (5908 obs))
range/ATR 80.3%
52-week range (as of 2026-10-15)
high 1.20236 (-6.89% from high)
low 1.11141 (+0.73% from low)
momentum (as of 2026-10-15)
RSI(14) 28.72 (3rd pct of own history, since 2003 (5908 obs))
returns (as of 2026-10-15)
5d return -0.06%
20d return -2.40%
60d return -1.90%
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 (14 days)
USD (EFFR) 3.88% (as of 2026-10-14, daily effective)
next Fed 2026-10-28 (13 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 5.19% (as of 2026-10-14)
EU (euro-area AAA 10Y) 3.51% (as of 2026-10-14)
spread +1.68%
2Y yield spread (US–EU)
US (DGS2) 4.82% (as of 2026-10-14)
EU (euro-area AAA 2Y) 3.09% (as of 2026-10-14)
spread +1.73%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-15)
vs DXY -0.79
vs S&P 500 +0.18
vs DXY beta -0.69 (26w)