EUR/GBP: 20-day volatility 0.146% daily (0th pct)

On 2026-08-14, EUR/GBP closed at 0.85493, up 0.12% on the day. It trades at 20.5% of its 52-week range. Its RSI(14) of 47.30 is in the 43rd percentile of its history since 1999, and its 20-day return of +0.68% in the 67th percentile. Leveraged-money positioning is net +0.4% of open interest, at 97% of its own two-year positioning range. Its 20/50/200-day moving averages are 0.8549 / 0.85754 / 0.86713, with price +0.00% / -0.30% / -1.41% against them. Its 52-week range is 0.8468–0.88653; it closed 3.56% below the high and 0.96% above the low. Its 20-day volatility is 0.146% daily, in the 0th percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00245 (24.5 pips), 0.29% of price. It has returned -0.18% over 5 days and -1.16% over 60 days.

=== EUR/GBP  (pip 0.0001) ===
  >> close 0.85493  +0.121%   · 20d vol 0.146% daily (0th pct, since 1999 (7162 obs))
     cross-signal: flow signals align EUR/GBP up: 20d return, daily %
  price & change   (as of 2026-08-14, prior 2026-08-13)
    close       0.85493
    change      +0.00103  (+0.121%, +10.3 pips)
    gap         +0.00104  (+10.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-14)
    range       0.00120  (12.0 pips)
    close pos   85.8% of range
  moving averages  (as of 2026-08-14)
     20d MA     0.85490   price above by <+0.01%
     50d MA     0.85754   price below by -0.30%
    200d MA     0.86713   price below by -1.41%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-14)
    20d stdev   0.146% daily ≈ 2.3% annualized (×√252)   (0th pct of own history, since 1999 (7162 obs))
    vs easing-2024 avg  0.54× (0.146% vs 0.267% era avg)
  ATR              (as of 2026-08-14)
    ATR(14)    0.00245  (24.5 pips)
    ATR%        0.29%   (0th pct of own history, since 1999 (7168 obs))
    range/ATR   49.0%
  52-week range    (as of 2026-08-14)
    high        0.88653   (-3.56% from high)
    low         0.84680   (+0.96% from low)
  momentum         (as of 2026-08-14)
    RSI(14)     47.30   (43rd pct of own history, since 1999 (7168 obs))
  returns          (as of 2026-08-14)
     5d return  -0.18%
    20d return  +0.68%
    60d return  -1.16%
  volatility by rate-era
    pre-crisis       0.50%   (from 1999-01-04)
    ZIRP-2009        0.55%
    tightening-2015  0.56%
    ZIRP-2019        0.47%
    tightening-2022  0.80%
    easing-2024      0.27%
  positioning      (as of 2026-08-11)
    next COT     as of 2026-08-18 (released ~that Fri, later if a holiday intervenes)
    net         +166 contracts (net long EUR/GBP)
    source      standalone EUR/GBP cross future (own OI, not EUR/GBP majors)
    net % OI    +0.4%
    net%OI range -53.5% … +1.9% (own 137w)
    w/w change  -592
  rate differential (EUR–GBP policy)
    EUR (ECB_DFR)         2.25%  (set 2026-06-17, deposit-facility floor)
    next ECB              2026-09-10  (27 days)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-08-13, official Bank Rate)
    next BoE              2026-09-17  (34 days)
    differential    -1.50%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-14)
    vs DXY      -0.01
    vs S&P 500  +0.27
    vs DXY beta -0.01 (26w)