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: -38,173 (1 Sept 2026) | Range: -170,230 to 93,501 | Trend: falling; EUR minus USD differential (weekly, US dollars): Latest: -5,531,744,863 (1 Sept 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
4.4%
20d pctile (1y)
38%
RV 5d
2.2%
RV 60d
4.2%
RV 252d
5.5%
cone p10–p90
4–9%
Daily Technicals
from daily closesRSI-14
36
SMA-20
1.1628
SMA-50
1.1528
SMA-200
1.1633
52w range
1.1354–1.2018
vs SMA-50
+0.69%
Intraday pivots & previous session
r3
1.1661
r2
1.1651
r1
1.1634
p
1.1625
s1
1.1608
s2
1.1598
s3
1.1581
prev session 2026-09-10 · O 1.1634 H 1.1642 L 1.1615 C 1.1617
Rate Differential
policy carryEUR policy rate2.25%
USD policy rate3.75%
Carry (EUR−USD)-1.50%
