EUR/GBP: 20-day volatility 0.147% daily (0th pct)

On 2026-08-18, EUR/GBP closed at 0.85477, up 0.05% on the day. It trades at 20.1% of its 52-week range. Its RSI(14) of 47.06 is in the 42nd percentile of its history since 1999, and its 20-day return of +0.58% in the 65th percentile. Leveraged-money positioning is net +0.4% of open interest, at 97% 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 0.85538 / 0.85715 / 0.86688, with price -0.07% / -0.28% / -1.40% against them. Its 52-week range is 0.8468–0.88653; it closed 3.58% below the high and 0.94% above the low. Its 20-day volatility is 0.147% daily, in the 0th percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00234 (23.4 pips), 0.27% of price. It has returned +0.03% over 5 days and -0.84% over 60 days.

=== EUR/GBP  (pip 0.0001) ===
  >> close 0.85477  +0.048%   · 20d vol 0.147% daily (0th pct, since 1999 (7164 obs))
  price & change   (as of 2026-08-18, prior 2026-08-17)
    close       0.85477
    change      +0.00041  (+0.048%, +4.1 pips)
    gap         +0.00039  (+3.9 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-18)
    range       0.00133  (13.3 pips)
    close pos   10.5% of range
  moving averages  (as of 2026-08-18)
     20d MA     0.85538   price below by -0.07%
     50d MA     0.85715   price below by -0.28%
    200d MA     0.86688   price below by -1.40%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-18)
    20d stdev   0.147% daily ≈ 2.3% annualized (×√252)   (0th pct of own history, since 1999 (7164 obs))
    vs easing-2024 avg  0.55× (0.147% vs 0.267% era avg)
  ATR              (as of 2026-08-18)
    ATR(14)    0.00234  (23.4 pips)
    ATR%        0.27%   (0th pct of own history, since 1999 (7170 obs))
    range/ATR   56.9%
  52-week range    (as of 2026-08-18)
    high        0.88653   (-3.58% from high)
    low         0.84680   (+0.94% from low)
  momentum         (as of 2026-08-18)
    RSI(14)     47.06   (42nd pct of own history, since 1999 (7170 obs))
  returns          (as of 2026-08-18)
     5d return  +0.03%
    20d return  +0.58%
    60d return  -0.84%
  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  (23 days)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-08-17, official Bank Rate)
    next BoE              2026-09-17  (30 days)
    differential    -1.50%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-17)
    vs DXY      -0.05
    vs S&P 500  +0.26
    vs DXY beta -0.03 (26w)