FX Daily — 2026-10-16
FX daily report for reference date 2026-10-16. 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 | 1.12132 | +0.16% | 32.3 (6th) | 10.9% | -2.29% (14th) | -7.8% (1% of range) |
| GBP/USD | 1.32732 | +0.33% | 46.5 (38th) | 31.3% | -0.63% (39th) | +3.8% (27% of range) |
| USD/JPY | 158.143 | +0.12% | 53.7 (58th) | 60.0% | +1.29% (68th) | -9.0% (56% of range) |
| USD/CHF | 0.82775 | -0.46% | 52.4 (60th) | 84.7% | +0.35% (58th) | -10.9% (47% of range) |
| AUD/USD | 0.69185 | -0.86% | 33.8 (9th) | 58.1% | -2.77% (15th) | +14.9% (75% of range) |
| USD/CAD | 1.41934 | -0.14% | 57.4 (73rd) | 87.1% | +1.45% (77th) | -23.3% (34% of range) |
| NZD/USD | 0.56213 | +0.20% | 38.5 (18th) | 10.3% | -1.87% (27th) | -9.3% (41% of range) |
| EUR/GBP | 0.84483 | -0.15% | 27.0 (1st) | 6.6% | -1.67% (17th) | +4.3% (99% of range) |
| EUR/HUF | 363.518 | +0.07% | 46.1 (38th) | 29.4% | +0.30% (56th) | |
| USD/HUF | 324.048 | -0.19% | 56.6 (71st) | 51.3% | +2.57% (78th) | |
| GBP/HUF | 429.97 | +0.17% | 55.4 (67th) | 45.9% | +1.93% (76th) |
CHANGES (vs prior session) EUR/USD RSI 32.3 — crossed above 30 (oversold boundary) EUR/GBP new 52wk intraday low (0.84186)
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 20d vol 0.155% daily (1st pct, since 1999 (7207 obs)) · surprise 98 EUR/USD positioning net%OI -7.8% (near bottom of own 146w range (band bottoms at -8.0%)) · surprise 98 NZD/USD 20d vol 0.362% daily (2nd pct, since 2003 (5897 obs)) · surprise 96 USD/CAD 20d vol 0.228% daily (4th pct, since 2003 (5981 obs)) · surprise 92
market risk (VIX) (as of 2026-10-16) level 19.99 change +3.53 (+21.4%) (prior 2026-10-15) 1yr range 13.47 … 31.05 (252d) 1yr pctile 81st pctile (252d lookback)
dollar index (DXY) (as of 2026-10-16) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 101.840 change -0.160 (-0.16%) (prior 2026-10-15) 1yr range 96.220 … 102.580 (252d) 1yr pctile 96th pctile (252d lookback) 200d MA 99.472 price above by +2.38%
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 +0.65 USD/HUF +0.59 AUD/USD -0.38 GBP/HUF +0.14 EUR/HUF +0.13 EUR/GBP +0.05
equity market (S&P 500) (as of 2026-10-16) level 7659.44 change -84.62 (-1.09%) (prior 2026-10-15) 1yr range 6343.72 … 7818.93 (252d) 1yr pctile 84th pctile (252d lookback) 200d MA 7271.44 price above by +5.34%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-10-16) >> Fed 2026-10-28 (12 days) · cross-link: EUR/USD (positioning net%OI near bottom of own 146w range (band bottoms at -8.0%)), USD/CAD (20d vol 4th pct), NZD/USD (20d vol 2nd pct) >> BoC 2026-10-28 (12 days) · cross-link: USD/CAD (20d vol 4th pct) >> RBNZ 2026-10-28 (12 days) · cross-link: NZD/USD (20d vol 2nd pct) >> ECB 2026-10-29 (13 days) · cross-link: EUR/USD (positioning net%OI near bottom of own 146w range (band bottoms at -8.0%)), EUR/GBP (20d vol 1st pct) >> BoE 2026-11-05 (20 days) · cross-link: EUR/GBP (20d vol 1st pct)