EUR/GBP: positioning +1.1%

On 2026-08-06, EUR/GBP closed at 0.85799, up 0.07% on the day. It trades at 28.2% of its 52-week range. Its RSI(14) of 56.19 is in the 72nd percentile of its history since 1999, and its 20-day return of +0.65% in the 66th percentile. Leveraged-money positioning is net +1.1% of open interest, at 100% of its own two-year positioning range. Its 20/50/200-day moving averages are 0.85365 / 0.85872 / 0.86784, with price +0.51% / -0.09% / -1.14% against them. Its 52-week range is 0.8468–0.88653; it closed 3.22% below the high and 1.32% above the low. Its 20-day volatility is 0.211% daily, in the 3rd percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00276 (27.6 pips), 0.32% of price. It has returned +0.02% over 5 days and -0.94% over 60 days.

=== EUR/GBP  (pip 0.0001) ===
  >> close 0.85799  +0.075%   · positioning net%OI +1.1% (near top of own 135w range (band tops at +1.1%))
     cross-signal: flow signals align EUR/GBP up: 20d return, daily %
  price & change   (as of 2026-08-06, prior 2026-08-05)
    close       0.85799
    change      +0.00064  (+0.075%, +6.4 pips)
    gap         +0.00067  (+6.7 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-06)
    range       0.00196  (19.6 pips)
    close pos   91.3% of range
  moving averages  (as of 2026-08-06)
     20d MA     0.85365   price above by +0.51%
     50d MA     0.85872   price below by -0.09%
    200d MA     0.86784   price below by -1.14%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-06)
    20d stdev   0.211% daily ≈ 3.3% annualized (×√252)   (3rd pct of own history, since 1999 (7156 obs))
    vs easing-2024 avg  0.78× (0.211% vs 0.268% era avg)
  ATR              (as of 2026-08-06)
    ATR(14)    0.00276  (27.6 pips)
    ATR%        0.32%   (0th pct of own history, since 1999 (7162 obs))
    range/ATR   71.0%
  52-week range    (as of 2026-08-06)
    high        0.88653   (-3.22% from high)
    low         0.84680   (+1.32% from low)
  momentum         (as of 2026-08-06)
    RSI(14)     56.19   (72nd pct of own history, since 1999 (7162 obs))
  returns          (as of 2026-08-06)
     5d return  +0.02%
    20d return  +0.65%
    60d return  -0.94%
  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      0.2684%
  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  (35 days)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-08-05, official Bank Rate)
    next BoE              2026-09-17  (42 days)
    differential    -1.50%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-06)
    vs DXY      -0.02
    vs S&P 500  +0.28
    vs DXY beta -0.01 (26w)