EUR/USD: leveraged-money positioning net -7.8% of open interest
On 2026-10-19, EUR/USD closed at 1.12255, up 0.11% on the day. At the 2026-10-19 close, EUR/USD was 12.2% of the way from its 52-week low to its high. At the 2026-10-19 close, EUR/USD had an RSI(14) of 34.73, in the 9th percentile of its history since 2003, and its 20-day return of -2.21% was in the 15th 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 2026-10-19 close, the 20/50/200-day moving averages of EUR/USD were 1.1284 / 1.14701 / 1.15847, with price -0.52% / -2.13% / -3.10% against them. At the 2026-10-19 close, the 52-week range of EUR/USD was 1.11141–1.20236; it closed 6.64% below the high and 1.00% above the low. Its 20-day volatility is 0.281% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00652 (65.2 pips), 0.58% of price. It has returned +0.19% over 5 days and -1.49% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-19.
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 1.12255 +0.110% · 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 2026-10-19, prior 2026-10-16)
close 1.12255
change +0.00123 (+0.110%, +12.3 pips)
gap +0.00159 (+15.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-19)
range 0.00483 (48.3 pips)
close pos 78.3% of range
moving averages (as of 2026-10-19)
20d MA 1.12840 price below by -0.52%
50d MA 1.14701 price below by -2.13%
200d MA 1.15847 price below by -3.10%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-19)
20d stdev 0.281% daily ≈ 4.5% annualised (×√252) (8th pct of own history, since 2003 (5904 obs))
vs easing-2024 avg 0.67× (0.281% vs 0.420% era avg)
ATR (as of 2026-10-19)
ATR(14) 0.00652 (65.2 pips)
ATR% 0.58% (15th pct of own history, since 2003 (5910 obs))
range/ATR 74.1%
52-week range (as of 2026-10-19)
high 1.20236 (-6.64% from high)
low 1.11141 (+1.00% from low)
momentum (as of 2026-10-19)
RSI(14) 34.73 (9th pct of own history, since 2003 (5910 obs))
returns (as of 2026-10-19)
5d return +0.19%
20d return -2.21%
60d return -1.49%
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 (10 days)
USD (EFFR) 3.88% (as of 2026-10-16, daily effective)
next Fed 2026-10-28 (9 days)
differential -1.38% (base−quote)
10Y yield spread (US–EU)
US (DGS10) 5.09% (as of 2026-10-16)
EU (euro-area AAA 10Y) 3.44% (as of 2026-10-16)
spread +1.65%
2Y yield spread (US–EU)
US (DGS2) 4.74% (as of 2026-10-16)
EU (euro-area AAA 2Y) 3.03% (as of 2026-10-16)
spread +1.71%
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-19)
vs DXY -0.79
vs S&P 500 +0.17
vs DXY beta -0.68 (26w)