EUR/GBP: 20-day volatility 0.154% daily (1st pct)

On 2026-08-20, EUR/GBP closed at 0.85828, up 0.36% on the day. It trades at 28.9% of its 52-week range. Its RSI(14) of 58.87 is in the 79th percentile of its history since 1999, and its 20-day return of +0.60% in the 65th 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 0.85578 / 0.85691 / 0.86667, with price +0.29% / +0.16% / -0.97% against them. Its 52-week range is 0.8468–0.88653; it closed 3.19% below the high and 1.36% above the low. Its 20-day volatility is 0.154% daily, in the 1st percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00243 (24.3 pips), 0.28% of price. It has returned +0.51% over 5 days and -0.88% over 60 days.

=== EUR/GBP  (pip 0.0001) ===
  >> close 0.85828  +0.365%   · 20d vol 0.154% daily (1st pct, since 1999 (7166 obs))
     cross-signal: flow signals align EUR/GBP up: daily %, 20d return
  price & change   (as of 2026-08-20, prior 2026-08-19)
    close       0.85828
    change      +0.00312  (+0.365%, +31.2 pips)
    gap         +0.00321  (+32.1 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-20)
    range       0.00227  (22.7 pips)
    close pos   91.6% of range
  moving averages  (as of 2026-08-20)
     20d MA     0.85578   price above by +0.29%
     50d MA     0.85691   price above by +0.16%
    200d MA     0.86667   price below by -0.97%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-08-20)
    20d stdev   0.154% daily ≈ 2.4% annualized (×√252)   (1st pct of own history, since 1999 (7166 obs))
    vs easing-2024 avg  0.58× (0.154% vs 0.267% era avg)
  ATR              (as of 2026-08-20)
    ATR(14)    0.00243  (24.3 pips)
    ATR%        0.28%   (0th pct of own history, since 1999 (7172 obs))
    range/ATR   93.5%
  52-week range    (as of 2026-08-20)
    high        0.88653   (-3.19% from high)
    low         0.84680   (+1.36% from low)
  momentum         (as of 2026-08-20)
    RSI(14)     58.87   (79th pct of own history, since 1999 (7172 obs))
  returns          (as of 2026-08-20)
     5d return  +0.51%
    20d return  +0.60%
    60d return  -0.88%
  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  (21 days)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-08-19, official Bank Rate)
    next BoE              2026-09-17  (28 days)
    differential    -1.50%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-20)
    vs DXY      -0.10
    vs S&P 500  +0.20
    vs DXY beta -0.05 (26w)