On 2026-08-12, EUR/GBP closed at 0.85445, down 0.01% on the day. It trades at 19.3% of its 52-week range. Its RSI(14) of 45.10 is in the 35th percentile of its history since 1999, and its 20-day return of +0.20% in the 56th percentile. Leveraged-money positioning is net +1.9% of open interest, at 100% of its own two-year positioning range. Its 20/50/200-day moving averages are 0.85427 / 0.85795 / 0.86738, with price +0.02% / -0.41% / -1.49% against them. Its 52-week range is 0.8468–0.88653; it closed 3.62% below the high and 0.90% above the low. Its 20-day volatility is 0.222% daily, in the 5th percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00263 (26.3 pips), 0.31% of price. It has returned -0.34% over 5 days and -1.38% over 60 days.
=== EUR/GBP (pip 0.0001) ===
>> close 0.85445 -0.011% · positioning net%OI +1.9% (near top of own 136w range (band tops at +1.9%))
price & change (as of 2026-08-12, prior 2026-08-11)
close 0.85445
change -0.00009 (-0.011%, -0.9 pips)
gap -0.00007 (-0.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-12)
range 0.00147 (14.7 pips)
close pos 91.8% of range
moving averages (as of 2026-08-12)
20d MA 0.85427 price above by +0.02%
50d MA 0.85795 price below by -0.41%
200d MA 0.86738 price below by -1.49%
price mixed vs MAs
stack: 200d > 50d > 20d
volatility (as of 2026-08-12)
20d stdev 0.222% daily ≈ 3.5% annualized (×√252) (5th pct of own history, since 1999 (7160 obs))
vs easing-2024 avg 0.83× (0.222% vs 0.268% era avg)
ATR (as of 2026-08-12)
ATR(14) 0.00263 (26.3 pips)
ATR% 0.31% (0th pct of own history, since 1999 (7166 obs))
range/ATR 55.9%
52-week range (as of 2026-08-12)
high 0.88653 (-3.62% from high)
low 0.84680 (+0.90% from low)
momentum (as of 2026-08-12)
RSI(14) 45.10 (35th pct of own history, since 1999 (7166 obs))
returns (as of 2026-08-12)
5d return -0.34%
20d return +0.20%
60d return -1.38%
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 0.2678%
positioning (as of 2026-08-04)
next COT as of 2026-08-11 (released ~that Fri, later if a holiday intervenes)
net +758 contracts (net long EUR/GBP)
source standalone EUR/GBP cross future (own OI, not EUR/GBP majors)
net % OI +1.9%
net%OI range -53.5% … +1.9% (own 136w)
w/w change +305
rate differential (EUR–GBP policy)
EUR (ECB_DFR) 2.25% (set 2026-06-17, deposit-facility floor)
next ECB 2026-09-10 (29 days)
GBP (BOE_BANK_RATE) 3.75% (as of 2026-08-12, official Bank Rate)
next BoE 2026-09-17 (36 days)
differential -1.50% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-12)
vs DXY -0.02
vs S&P 500 +0.28
vs DXY beta -0.01 (26w)