On what was a classic sprinter's stage, Kennaugh and Team Sky team-mate Chris Froome stayed safely in the pack as United Healthcare's John Murphy won the day ahead of Niccolo Bonifazio and Steele von Hoff.
That means Kennaugh still wears the leader's bib with an overall time of 9:54:13 hours with Froome in second spot 13 seconds back.
With Sunday's final stage including the famous climb up Arthurs Seat, the 26-year-old is not expecting an easy ride – even if he isn't overly familiar with a lot of his competitors.
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"I don't really know a lot of the riders. Obviously a lot of the domestic teams have strong guys and it's their summer and they're all going well but I don't know the names," said Kennaugh.
"I am sure there are guys who are mega up for it. The Avanti team seems quite strong on the climbs so we'll just have to watch out for guys like that I guess.
"We have a bit of cushion on GC over a few people but still, it would be nice to be able to finish off with a stage win."
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