EUR/GBP: positioning -0.4% (99th pct)

On 2026-07-24, EUR/GBP closed at 0.85456, up 0.16% on the day. It trades at 19.5% of its 52-week range. Its RSI(14) of 47.16 is in the 42nd percentile of its history since 1999, and its 20-day return of -0.79% in the 33rd percentile. Leveraged-money positioning is net -0.4% of open interest, in the 99th percentile of its own two-year range. Its 20/50/200-day moving averages are 0.85404 / 0.86043 / 0.86846, with price +0.06% / -0.68% / -1.60% against them. Its 52-week range is 0.8468–0.88653; it closed 3.61% below the high and 0.92% above the low. Its 20-day volatility is 0.243% daily, in the 9th percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00331 (33.1 pips), 0.39% of price. It has returned +0.63% over 5 days and -0.90% over 60 days.

=== EUR/GBP  (pip 0.0001) ===
  >> close 0.85456  +0.163%   · positioning net%OI -0.4% (99th pct — near top of own 134w range (band tops at +0.1%))
     cross-signal: flow signals split — daily % up / 20d return down
  price & change   (as of 2026-07-24, prior 2026-07-23)
    close       0.85456
    change      +0.00139  (+0.163%, +13.9 pips)
    gap         +0.00132  (+13.2 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-24)
    range       0.00221  (22.1 pips)
    close pos   64.7% of range
  moving averages  (as of 2026-07-24)
     20d MA     0.85404   price above by +0.06%
     50d MA     0.86043   price below by -0.68%
    200d MA     0.86846   price below by -1.60%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-24)
    20d stdev   0.243% daily ≈ 3.9% annualized (×√252)   (9th pct of own history, since 1999 (7147 obs))
    vs easing-2024 avg  0.90× (0.243% vs 0.270% era avg)
  ATR              (as of 2026-07-24)
    ATR(14)    0.00331  (33.1 pips)
    ATR%        0.39%   (3rd pct of own history, since 1999 (7153 obs))
    range/ATR   66.8%
  52-week range    (as of 2026-07-24)
    high        0.88653   (-3.61% from high)
    low         0.84680   (+0.92% from low)
  momentum         (as of 2026-07-24)
    RSI(14)     47.16   (42nd pct of own history, since 1999 (7153 obs))
  returns          (as of 2026-07-24)
     5d return  +0.63%
    20d return  -0.79%
    60d return  -0.90%
  volatility by rate-era
    pre-crisis       0.4968%   (from 1999-01-04)
    ZIRP-2009        0.5520%
    tightening-2015  0.5609%
    ZIRP-2019        0.4735%
    tightening-2022  0.8002%
    easing-2024      0.2697%
  positioning      (as of 2026-07-21)
    next COT     as of 2026-07-28 (released ~that Fri, later if a holiday intervenes)
    net         -154 contracts (net short EUR/GBP)
    source      standalone EUR/GBP cross future (own OI, not EUR/GBP majors)
    net % OI    -0.4%
    net%OI range -53.5% … +0.1% (own 134w)
    w/w change  +404
  rate differential (EUR–GBP policy)
    EUR (ECB_DFR)         2.25%  (set 2026-06-17, deposit-facility floor)
    next ECB              2026-09-10  (48 days)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-07-23, official Bank Rate)
    next BoE              2026-07-30  (6 days)
    differential    -1.50%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-23)
    vs DXY      +0.08
    vs S&P 500  +0.23
    vs DXY beta +0.05 (26w)