EUR/USD: leveraged-money positioning net -7.8% of open interest
On 2026-10-16, EUR/USD closed at 1.12132, up 0.16% on the day. At the 2026-10-16 close, EUR/USD was 10.9% of the way from its 52-week low to its high. At the 2026-10-16 close, EUR/USD had an RSI(14) of 32.32, in the 6th percentile of its history since 2003, and its 20-day return of -2.29% was in the 14th percentile. Leveraged-money positioning is net -7.8% of open interest, at 1% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-16 close, the 20/50/200-day moving averages of EUR/USD were 1.12967 / 1.14767 / 1.15866, with price -0.74% / -2.30% / -3.22% against them. At the 2026-10-16 close, the 52-week range of EUR/USD was 1.11141–1.20236; it closed 6.74% below the high and 0.89% above the low. Its 20-day volatility is 0.278% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00665 (66.5 pips), 0.59% of price. It has returned +0.00% over 5 days and -1.44% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-16.
EUR/USD here is the price of one euro in US dollars, so a rise means the euro strengthened against the US dollar. The series is Yahoo Finance’s daily one for EURUSD=X; currencies trade over the counter, with no central exchange, so this is one data provider’s quote, not an official reference rate such as a central bank’s daily fixing.
=== EUR/USD (pip 0.0001) ===
>> close 1.12132 +0.162% · price < all MAs; positioning net%OI -7.8% (near bottom of own 146w range (band bottoms at -8.0%))
cross-signal: flow signals split — daily % up / 20d return down
price & change (as of 2026-10-16, prior 2026-10-15)
close 1.12132
change +0.00181 (+0.162%, +18.1 pips)
gap +0.00170 (+17.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-16)
range 0.00612 (61.2 pips)
close pos 7.0% of range
moving averages (as of 2026-10-16)
20d MA 1.12967 price below by -0.74%
50d MA 1.14767 price below by -2.30%
200d MA 1.15866 price below by -3.22%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-16)
20d stdev 0.278% daily ≈ 4.4% annualised (×√252) (8th pct of own history, since 2003 (5903 obs))
vs easing-2024 avg 0.66× (0.278% vs 0.420% era avg)
ATR (as of 2026-10-16)
ATR(14) 0.00665 (66.5 pips)
ATR% 0.59% (17th pct of own history, since 2003 (5909 obs))
range/ATR 92.0%
52-week range (as of 2026-10-16)
high 1.20236 (-6.74% from high)
low 1.11141 (+0.89% from low)
momentum (as of 2026-10-16)
RSI(14) 32.32 (6th pct of own history, since 2003 (5909 obs))
returns (as of 2026-10-16)
5d return <+0.01%
20d return -2.29%
60d return -1.44%
volatility by rate-era
pre-crisis (to 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 2026-10-13)
next COT as of 2026-10-20 (released ~that Fri, later if a holiday intervenes)
net -68,001 contracts (net short EUR)
net % OI -7.8%
net%OI range -8.0% … +6.5% (own 146w)
w/w change -23,740
rate differential (EUR–USD policy)
EUR (ECB_DFR) 2.50% (set 2026-09-16, deposit-facility floor)
next ECB 2026-10-29 (13 days)
USD (EFFR) 3.88% (as of 2026-10-15, daily effective)
next Fed 2026-10-28 (12 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 5.10% (as of 2026-10-15)
EU (euro-area AAA 10Y) 3.44% (as of 2026-10-16)
spread +1.66%
2Y yield spread (US–EU)
US (DGS2) 4.77% (as of 2026-10-15)
EU (euro-area AAA 2Y) 3.03% (as of 2026-10-16)
spread +1.74%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-16)
vs DXY -0.79
vs S&P 500 +0.15
vs DXY beta -0.69 (26w)