EUR/GBP: leveraged-money positioning net +4.9% of open interest
On 2026-10-13, EUR/GBP closed at 0.84479, down 0.18% on the day. At the 2026-10-13 close, EUR/GBP was 1.0% of the way from its 52-week low to its high. At the 2026-10-13 close, EUR/GBP had an RSI(14) of 22.88, in the bottom 1% of its history since 1999, and its 20-day return of -1.24% was in the 24th percentile. RSI below 30 is conventionally termed oversold. Leveraged-money positioning is net +4.9% of open interest, at 100% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-13 close, the 20/50/200-day moving averages of EUR/GBP were 0.85398 / 0.85563 / 0.86272, with price -1.08% / -1.27% / -2.08% against them. At the 2026-10-13 close, the 52-week range of EUR/GBP was 0.84436–0.88653; it closed 4.71% below the high and 0.05% above the low. Its 20-day volatility is 0.171% daily, in the 1st percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00294 (29.4 pips), 0.35% of price. It has returned -0.44% over 5 days and -0.59% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-13.
=== EUR/GBP (pip 0.0001) ===
>> close 0.84479 -0.178% · price < all MAs; positioning net%OI +4.9% (near top of own 145w range (band tops at +4.9%))
cross-signal: flow signals align EUR/GBP down: 20d return, daily %
price & change (as of 2026-10-13, prior 2026-10-12)
close 0.84479
change -0.00151 (-0.178%, -15.1 pips)
gap -0.00152 (-15.2 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-13)
range 0.00137 (13.7 pips)
close pos 31.4% of range
moving averages (as of 2026-10-13)
20d MA 0.85398 price below by -1.08%
50d MA 0.85563 price below by -1.27%
200d MA 0.86272 price below by -2.08%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-13)
20d stdev 0.171% daily ≈ 2.7% annualised (×√252) (1st pct of own history, since 1999 (7204 obs))
vs easing-2024 avg 0.65× (0.171% vs 0.262% era avg)
ATR (as of 2026-10-13)
ATR(14) 0.00294 (29.4 pips)
ATR% 0.35% (2nd pct of own history, since 1999 (7210 obs))
range/ATR 46.6%
52-week range (as of 2026-10-13)
high 0.88653 (-4.71% from high)
low 0.84436 (+0.05% from low)
momentum (as of 2026-10-13)
RSI(14) 22.88 (0th pct of own history, since 1999 (7210 obs))
returns (as of 2026-10-13)
5d return -0.44%
20d return -1.24%
60d return -0.59%
volatility by rate-era
pre-crisis (through 2008) 0.50% (from 1999-01-04)
ZIRP (2009–2015) 0.55%
tightening (2015–2018) 0.56%
ZIRP (2019–2021) 0.47%
tightening (2022–2023) 0.80%
easing (2024– ) 0.26%
positioning (as of 2026-10-06)
next COT as of 2026-10-13 (released ~that Fri, later if a holiday intervenes)
net +2,004 contracts (net long EUR/GBP)
source standalone EUR/GBP cross future (own OI, not EUR/GBP majors)
net % OI +4.9%
net%OI range -53.5% … +4.9% (own 145w)
w/w change +479
rate differential (EUR–GBP policy)
EUR (ECB_DFR) 2.50% (set 2026-09-16, deposit-facility floor)
next ECB 2026-10-29 (16 days)
GBP (BOE_BANK_RATE) 3.75% (as of 2026-10-13, official Bank Rate)
next BoE 2026-11-05 (23 days)
differential -1.25% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-13)
vs DXY +0.04
vs S&P 500 +0.06
vs DXY beta +0.02 (26w)