EUR/GBP: positioning +1.1% (100th pct)

On 2026-08-03, EUR/GBP closed at 0.85563, down 0.05% on the day. It trades at 22.2% of its 52-week range. Its RSI(14) of 49.80 is in the 51st percentile of its history since 1999, and its 20-day return of -0.10% in the 49th percentile. Leveraged-money positioning is net +1.1% of open interest, in the 100th percentile of its own two-year range. Its 20/50/200-day moving averages are 0.85308 / 0.85913 / 0.86807, with price +0.30% / -0.41% / -1.43% against them. Its 52-week range is 0.8468–0.88653; it closed 3.49% below the high and 1.04% above the low. Its 20-day volatility is 0.223% daily, in the 5th percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00305 (30.5 pips), 0.36% of price. It has returned +0.26% over 5 days and -1.15% over 60 days.

=== EUR/GBP  (pip 0.0001) ===
  >> close 0.85563  -0.046%   · positioning net%OI +1.1% (100th pct — near top of own 135w range (band tops at +1.1%))
  price & change   (as of 2026-08-03, prior 2026-07-31)
    close       0.85563
    change      -0.00039  (-0.046%, -3.9 pips)
    gap         -0.00055  (-5.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-03)
    range       0.00170  (17.0 pips)
    close pos   19.4% of range
  moving averages  (as of 2026-08-03)
     20d MA     0.85308   price above by +0.30%
     50d MA     0.85913   price below by -0.41%
    200d MA     0.86807   price below by -1.43%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-03)
    20d stdev   0.223% daily ≈ 3.5% annualized (×√252)   (5th pct of own history, since 1999 (7153 obs))
    vs easing-2024 avg  0.83× (0.223% vs 0.269% era avg)
  ATR              (as of 2026-08-03)
    ATR(14)    0.00305  (30.5 pips)
    ATR%        0.36%   (2nd pct of own history, since 1999 (7159 obs))
    range/ATR   55.8%
  52-week range    (as of 2026-08-03)
    high        0.88653   (-3.49% from high)
    low         0.84680   (+1.04% from low)
  momentum         (as of 2026-08-03)
    RSI(14)     49.80   (51st pct of own history, since 1999 (7159 obs))
  returns          (as of 2026-08-03)
     5d return  +0.26%
    20d return  -0.10%
    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      0.2689%
  positioning      (as of 2026-07-28)  (predates 2026-07-29 FOMC)
    next COT     as of 2026-08-04 (released ~that Fri, later if a holiday intervenes)
    net         +453 contracts (net long EUR/GBP)
    source      standalone EUR/GBP cross future (own OI, not EUR/GBP majors)
    net % OI    +1.1%
    net%OI range -53.5% … +1.1% (own 135w)
    w/w change  +607
  rate differential (EUR–GBP policy)
    EUR (ECB_DFR)         2.25%  (set 2026-06-17, deposit-facility floor)
    next ECB              2026-09-10  (38 days)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-07-31, official Bank Rate)
    next BoE              2026-09-17  (45 days)
    differential    -1.50%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-03)
    vs DXY      -0.02
    vs S&P 500  +0.25
    vs DXY beta -0.01 (26w)