EUR/GBP: leveraged-money positioning net +4.9% of open interest
On 2026-10-14, EUR/GBP closed at 0.84488, up 0.01% on the day. At the 2026-10-14 close, EUR/GBP was 5.0% of the way from its 52-week low to its high. At the 2026-10-14 close, EUR/GBP had an RSI(14) of 23.33, in the bottom 1% of its history since 1999, and its 20-day return of -1.34% was in the 22nd 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 2026-10-14 close, the 20/50/200-day moving averages of EUR/GBP were 0.8534 / 0.85538 / 0.86261, with price -1.00% / -1.23% / -2.06% against them. At the 2026-10-14 close, the 52-week range of EUR/GBP was 0.84268–0.88653; it closed 4.70% below the high and 0.26% above the low. Its 20-day volatility is 0.167% daily, in the 1st percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00296 (29.6 pips), 0.35% of price. It has returned -0.39% over 5 days and -0.86% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-14.
=== EUR/GBP (pip 0.0001) ===
>> close 0.84488 +0.011% · price < all MAs; positioning net%OI +4.9% (near top of own 145w range (band tops at +4.9%))
price & change (as of 2026-10-14, prior 2026-10-13)
close 0.84488
change +0.00009 (+0.011%, +0.9 pips)
gap -0.00009 (-0.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-14)
range 0.00332 (33.2 pips)
close pos 66.3% of range
moving averages (as of 2026-10-14)
20d MA 0.85340 price below by -1.00%
50d MA 0.85538 price below by -1.23%
200d MA 0.86261 price below by -2.06%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-14)
20d stdev 0.167% daily ≈ 2.6% annualised (×√252) (1st pct of own history, since 1999 (7205 obs))
vs easing-2024 avg 0.64× (0.167% vs 0.262% era avg)
ATR (as of 2026-10-14)
ATR(14) 0.00296 (29.6 pips)
ATR% 0.35% (2nd pct of own history, since 1999 (7211 obs))
range/ATR 112.0%
52-week range (as of 2026-10-14)
high 0.88653 (-4.70% from high)
low 0.84268 (+0.26% from low)
momentum (as of 2026-10-14)
RSI(14) 23.33 (0th pct of own history, since 1999 (7211 obs))
returns (as of 2026-10-14)
5d return -0.39%
20d return -1.34%
60d return -0.86%
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 (15 days)
GBP (BOE_BANK_RATE) 3.75% (as of 2026-10-14, official Bank Rate)
next BoE 2026-11-05 (22 days)
differential -1.25% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-14)
vs DXY +0.03
vs S&P 500 +0.08
vs DXY beta +0.02 (26w)