EUR/GBP: positioning +1.9%

On 2026-08-13, EUR/GBP closed at 0.8539, down 0.06% on the day. It trades at 17.9% of its 52-week range. Its RSI(14) of 43.48 is in the 29th percentile of its history since 1999, and its 20-day return of +0.82% in the 70th percentile. Leveraged-money positioning is net +1.9% of open interest, at 100% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 0.85462 / 0.85774 / 0.86727, with price -0.08% / -0.45% / -1.54% against them. Its 52-week range is 0.8468–0.88653; it closed 3.68% below the high and 0.84% above the low. Its 20-day volatility is 0.154% daily, in the 0th percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00254 (25.4 pips), 0.30% of price. It has returned -0.48% over 5 days and -1.32% over 60 days.

=== EUR/GBP  (pip 0.0001) ===
  >> close 0.85390  -0.064%   · price < all MAs; positioning net%OI +1.9% (near top of own 136w range (band tops at +1.9%))
     cross-signal: flow signals split — 20d return up / daily % down
  price & change   (as of 2026-08-13, prior 2026-08-12)
    close       0.85390
    change      -0.00055  (-0.064%, -5.5 pips)
    gap         -0.00043  (-4.3 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-13)
    range       0.00142  (14.2 pips)
    close pos   4.9% of range
  moving averages  (as of 2026-08-13)
     20d MA     0.85462   price below by -0.08%
     50d MA     0.85774   price below by -0.45%
    200d MA     0.86727   price below by -1.54%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-13)
    20d stdev   0.154% daily ≈ 2.4% annualized (×√252)   (0th pct of own history, since 1999 (7161 obs))
    vs easing-2024 avg  0.57× (0.154% vs 0.268% era avg)
  ATR              (as of 2026-08-13)
    ATR(14)    0.00254  (25.4 pips)
    ATR%        0.30%   (0th pct of own history, since 1999 (7167 obs))
    range/ATR   55.8%
  52-week range    (as of 2026-08-13)
    high        0.88653   (-3.68% from high)
    low         0.84680   (+0.84% from low)
  momentum         (as of 2026-08-13)
    RSI(14)     43.48   (29th pct of own history, since 1999 (7167 obs))
  returns          (as of 2026-08-13)
     5d return  -0.48%
    20d return  +0.82%
    60d return  -1.32%
  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      0.2677%
  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  (28 days)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-08-13, official Bank Rate)
    next BoE              2026-09-17  (35 days)
    differential    -1.50%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-13)
    vs DXY      -0.02
    vs S&P 500  +0.27
    vs DXY beta -0.01 (26w)