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

On 2026-07-27, EUR/GBP closed at 0.85345, down 0.13% on the day. It trades at 16.7% of its 52-week range. Its RSI(14) of 44.36 is in the 32nd percentile of its history since 1999, and its 20-day return of -1.07% in the 27th percentile. Leveraged-money positioning is net -0.4% of open interest, in the 99th percentile of its own two-year range. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 0.85358 / 0.86005 / 0.86838, with price -0.02% / -0.77% / -1.72% against them. Its 52-week range is 0.8468–0.88653; it closed 3.73% below the high and 0.79% above the low. Its 20-day volatility is 0.239% daily, in the 8th percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00324 (32.4 pips), 0.38% of price. It has returned +0.42% over 5 days and -1.15% over 60 days.

=== EUR/GBP  (pip 0.0001) ===
  >> close 0.85345  -0.130%   · price < all MAs; positioning net%OI -0.4% (99th pct — near top of own 134w range (band tops at +0.1%))
     cross-signal: flow signals align EUR/GBP down: 20d return, daily %
  price & change   (as of 2026-07-27, prior 2026-07-24)
    close       0.85345
    change      -0.00111  (-0.130%, -11.1 pips)
    gap         -0.00105  (-10.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-27)
    range       0.00234  (23.4 pips)  (H−L unaffected by the out-of-range close; only close-position is)
    close pos   n/a (close 0.6 pips below low — async-close artifact)
  moving averages  (as of 2026-07-27)
     20d MA     0.85358   price below by -0.02%
     50d MA     0.86005   price below by -0.77%
    200d MA     0.86838   price below by -1.72%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-27)
    20d stdev   0.239% daily ≈ 3.8% annualized (×√252)   (8th pct of own history, since 1999 (7148 obs))
    vs easing-2024 avg  0.89× (0.239% vs 0.270% era avg)
  ATR              (as of 2026-07-27)
    ATR(14)    0.00324  (32.4 pips)
    ATR%        0.38%   (3rd pct of own history, since 1999 (7154 obs))
    range/ATR   72.3%
  52-week range    (as of 2026-07-27)
    high        0.88653   (-3.73% from high)
    low         0.84680   (+0.79% from low)
  momentum         (as of 2026-07-27)
    RSI(14)     44.36   (32nd pct of own history, since 1999 (7154 obs))
  returns          (as of 2026-07-27)
     5d return  +0.42%
    20d return  -1.07%
    60d return  -1.15%
  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      0.2695%
  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  (45 days)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-07-24, official Bank Rate)
    next BoE              2026-07-30  (3 days)
    differential    -1.50%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-27)
    vs DXY      +0.06
    vs S&P 500  +0.23
    vs DXY beta +0.04 (26w)