FX Daily — 2026-10-20
FX daily report for reference date 2026-10-20. 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 | 1.12158 | -0.09% | 33.7 (8th) | 11.2% | -2.17% (16th) | -7.8% (1% of range) |
| GBP/USD | 1.33085 | -0.20% | 50.2 (49th) | 35.5% | -0.47% (41st) | +3.8% (27% of range) |
| USD/JPY | 158.523 | +0.45% | 56.6 (67th) | 59.5% | +0.73% (59th) | -9.0% (56% of range) |
| USD/CHF | 0.82685 | +0.38% | 51.0 (56th) | 83.5% | +0.74% (65th) | -10.9% (47% of range) |
| AUD/USD | 0.69828 | +0.15% | 45.6 (35th) | 65.6% | -1.91% (23rd) | +14.9% (75% of range) |
| USD/CAD | 1.41053 | -0.10% | 46.7 (39th) | 76.2% | +0.52% (60th) | -23.3% (34% of range) |
| NZD/USD | 0.56658 | +0.12% | 48.5 (44th) | 18.8% | -0.80% (39th) | -9.3% (41% of range) |
| EUR/GBP | 0.8425 | +0.09% | 25.8 (1st) | 8.4% | -1.73% (16th) | +4.3% (99% of range) |
| EUR/HUF | 362.242 | -0.20% | 41.6 (24th) | 26.9% | +0.25% (55th) | |
| USD/HUF | 323.21 | -0.03% | 54.0 (63rd) | 49.5% | +2.56% (78th) | |
| GBP/HUF | 429.95 | -0.29% | 54.5 (64th) | 45.8% | +2.04% (77th) |
CHANGES (vs prior session) EUR/GBP new 52wk intraday low (0.83846)
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 RSI(14) 25.81 (1st pct, since 1999 (7215 obs)) · surprise 98 EUR/USD positioning net%OI -7.8% (near bottom of own 146w range (band bottoms at -8.0%)) · surprise 98
market risk (VIX) (as of 2026-10-20) level 17.31 change -1.13 (-6.1%) (prior 2026-10-19) 1yr range 13.47 … 31.05 (252d) 1yr pctile 54th pctile (252d lookback)
dollar index (DXY) (as of 2026-10-20) (index close is async vs the pairs' UTC snapshot; daily change may not reconcile with the pairs below) level 101.730 change -0.250 (-0.25%) (prior 2026-10-19) 1yr range 96.220 … 102.580 (252d) 1yr pctile 95th pctile (252d lookback) 200d MA 99.507 price above by +2.23%
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 +0.69 NZD/USD -0.66 USD/JPY +0.64 USD/HUF +0.59 AUD/USD -0.38 EUR/HUF +0.14 GBP/HUF +0.13 EUR/GBP +0.07
equity market (S&P 500) (as of 2026-10-20) level 7712.57 change +21.84 (+0.28%) (prior 2026-10-19) 1yr range 6343.72 … 7818.93 (252d) 1yr pctile 90th pctile (252d lookback) 200d MA 7279.93 price above by +5.94%
=== CENTRAL BANK HORIZON (for pairs at historical extremes) === (days remaining from reference date 2026-10-20) >> Fed 2026-10-28 (8 days) · cross-link: EUR/USD (positioning net%OI near bottom of own 146w range (band bottoms at -8.0%)) >> ECB 2026-10-29 (9 days) · cross-link: EUR/USD (positioning net%OI near bottom of own 146w range (band bottoms at -8.0%)), EUR/GBP (RSI(14) 1st pct) >> BoE 2026-11-05 (16 days) · cross-link: EUR/GBP (RSI(14) 1st pct)