FX Daily
COT — EUR vs USD (net leveraged-fund position and USD differential, weekly)
Shaded area, right axis: US dollars of net notional exposure, base leg minus quote leg. observed — the CME EUR future re-expressed in EURUSD convention and in US dollars. Full chart and z-scores →
EURUSD CFTC net leveraged-fund positioning by leg. EUR (weekly, contracts): Latest: -68,840 (20 Oct 2026) | Range: -170,230 to 93,501 | Trend: falling; EUR minus USD differential (weekly, US dollars): Latest: -9,665,136,000 (20 Oct 2026) | Range: -24,895,298,363 to 15,898,676,288 | Trend: falling.Combined Crowding
COT z-differentialNo COT positioning for both legs.
Score = (base z − quote z) × 20, clamped ±100. |score| ≥ 60 extremely crowded · 40–60 crowded · 20–40 leaning · <20 balanced.
EUR/USD Spot (daily)
Realized Vol & Regime
Calm
RV 20d
4.7%
20d pctile (1y)
59%
RV 5d
4.9%
RV 60d
4.3%
RV 252d
5.4%
cone p10–p90
4–9%
Daily Technicals
from daily closesRSI-14
33
SMA-20
1.1226
SMA-50
1.1429
SMA-200
1.1572
52w range
1.1143–1.2018
vs SMA-50
-2.50%
Intraday pivots & previous session
r3
1.1225
r2
1.1221
r1
1.1213
p
1.1208
s1
1.1200
s2
1.1196
s3
1.1188
prev session 2026-10-26 · O 1.1206 H 1.1216 L 1.1204 C 1.1205
Rate Differential
policy carryEUR policy rate2.50%
USD policy rate4.00%
Carry (EUR−USD)-1.50%
