EUR/GBP: 20-day volatility 0.155% daily (1st percentile)
On 2026-10-16, EUR/GBP closed at 0.84483, down 0.15% on the day. At the 2026-10-16 close, EUR/GBP was 6.6% of the way from its 52-week low to its high. At the 2026-10-16 close, EUR/GBP had an RSI(14) of 27.03, in the 1st percentile of its history since 1999, and its 20-day return of -1.67% was in the 17th percentile. RSI below 30 is conventionally termed oversold. Leveraged-money positioning is net +4.3% of open interest, at 99% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-16 close, the 20/50/200-day moving averages of EUR/GBP were 0.85214 / 0.85491 / 0.86239, with price -0.86% / -1.18% / -2.04% against them. At the 2026-10-16 close, the 52-week range of EUR/GBP was 0.84186–0.88653; it closed 4.70% below the high and 0.35% above the low. Its 20-day volatility is 0.155% daily, in the 1st percentile of its history since 1999. Its 14-day average true range (ATR) is 0.00305 (30.5 pips), 0.36% of price. It has returned -0.31% over 5 days and -1.14% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-16.
EUR/GBP here is the price of one euro in British pounds, so a rise means the euro strengthened against the British pound. The series is Yahoo Finance’s daily one for EURGBP=X; currencies trade over the counter, with no central exchange, so this is one data provider’s quote, not an official reference rate such as a central bank’s daily fixing.
=== EUR/GBP (pip 0.0001) ===
>> close 0.84483 -0.154% · 20d vol 0.155% daily (1st pct, since 1999 (7207 obs))
cross-signal: flow signals align EUR/GBP down: 20d return, daily %
price & change (as of 2026-10-16, prior 2026-10-15)
close 0.84483
change -0.00130 (-0.154%, -13.0 pips)
gap -0.00143 (-14.3 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-16)
range 0.00311 (31.1 pips)
close pos 95.5% of range
moving averages (as of 2026-10-16)
20d MA 0.85214 price below by -0.86%
50d MA 0.85491 price below by -1.18%
200d MA 0.86239 price below by -2.04%
price < all MAs
stack: 200d > 50d > 20d
volatility (as of 2026-10-16)
20d stdev 0.155% daily ≈ 2.5% annualised (×√252) (1st pct of own history, since 1999 (7207 obs))
vs easing-2024 avg 0.59× (0.155% vs 0.262% era avg)
ATR (as of 2026-10-16)
ATR(14) 0.00305 (30.5 pips)
ATR% 0.36% (2nd pct of own history, since 1999 (7213 obs))
range/ATR 102.0%
52-week range (as of 2026-10-16)
high 0.88653 (-4.70% from high)
low 0.84186 (+0.35% from low)
momentum (as of 2026-10-16)
RSI(14) 27.03 (1st pct of own history, since 1999 (7213 obs))
returns (as of 2026-10-16)
5d return -0.31%
20d return -1.67%
60d return -1.14%
volatility by rate-era
pre-crisis (to 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 2026-10-13)
next COT as of 2026-10-20 (released ~that Fri, later if a holiday intervenes)
net +1,789 contracts (net long EUR/GBP)
source standalone EUR/GBP cross future (own OI, not EUR/GBP majors)
net % OI +4.3%
net%OI range -53.5% … +4.9% (own 146w)
w/w change -215
rate differential (EUR–GBP policy)
EUR (ECB_DFR) 2.50% (set 2026-09-16, deposit-facility floor)
next ECB 2026-10-29 (13 days)
GBP (BOE_BANK_RATE) 3.75% (as of 2026-10-16, official Bank Rate)
next BoE 2026-11-05 (20 days)
differential -1.25% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-16)
vs DXY +0.05
vs S&P 500 +0.08
vs DXY beta +0.03 (26w)