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

On 2026-07-29, EUR/GBP closed at 0.85689, up 0.17% on the day. It trades at 25.4% of its 52-week range. Its RSI(14) of 53.82 is in the 65th percentile of its history since 1999, and its 20-day return of -0.52% in the 39th 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 0.85306 / 0.85961 / 0.86825, with price +0.45% / -0.32% / -1.31% against them. Its 52-week range is 0.8468–0.88653; it closed 3.34% below the high and 1.19% above the low. Its 20-day volatility is 0.250% daily, in the 10th percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00315 (31.5 pips), 0.37% of price. It has returned +0.55% over 5 days and -0.77% over 60 days.

=== EUR/GBP  (pip 0.0001) ===
  >> close 0.85689  +0.171%   · 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 2026-07-29, prior 2026-07-28)
    close       0.85689
    change      +0.00146  (+0.171%, +14.6 pips)
    gap         +0.00150  (+15.0 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-29)
    range       0.00123  (12.3 pips)
    close pos   58.5% of range
  moving averages  (as of 2026-07-29)
     20d MA     0.85306   price above by +0.45%
     50d MA     0.85961   price below by -0.32%
    200d MA     0.86825   price below by -1.31%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-29)
    20d stdev   0.250% daily ≈ 4.0% annualized (×√252)   (10th pct of own history, since 1999 (7150 obs))
    vs easing-2024 avg  0.93× (0.250% vs 0.269% era avg)
  ATR              (as of 2026-07-29)
    ATR(14)    0.00315  (31.5 pips)
    ATR%        0.37%   (2nd pct of own history, since 1999 (7156 obs))
    range/ATR   39.1%
  52-week range    (as of 2026-07-29)
    high        0.88653   (-3.34% from high)
    low         0.84680   (+1.19% from low)
  momentum         (as of 2026-07-29)
    RSI(14)     53.82   (65th pct of own history, since 1999 (7156 obs))
  returns          (as of 2026-07-29)
     5d return  +0.55%
    20d return  -0.52%
    60d return  -0.77%
  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      0.2693%
  positioning      (as of 2026-07-21)  (predates 2026-07-29 FOMC)
    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  (43 days)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-07-29, official Bank Rate)
    next BoE              2026-07-30  (1 day)
    differential    -1.50%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-29)
    vs DXY      +0.03
    vs S&P 500  +0.20
    vs DXY beta +0.02 (26w)