GBP/USD: RSI, volatility, 52-week range · daily

On 2026-07-16, GBP/USD closed at 1.35413, up 1.08% on the day. It trades at 63.4% of its 52-week range. Its RSI(14) of 65.45 is in the 91st percentile of its history since 2003, and its 20-day return of +1.81% in the 79th percentile. Leveraged-money positioning is net +6.4% of open interest, in the 34th percentile of its own two-year range. Its 20/50/200-day moving averages are 1.33058 / 1.33851 / 1.33962, with price +1.77% / +1.17% / +1.08% against them. Its 52-week range is 1.30117–1.38468; it closed 2.21% below the high and 4.07% above the low. Its 20-day volatility is 0.395% daily, in the 21st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00879 (87.9 pips), 0.65% of price. It has returned +1.08% over 5 days and +0.30% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.35413  +1.076%
  price & change   (as of 2026-07-16, prior 2026-07-15)
    close       1.35413
    change      +0.01442  (+1.076%, +144.2 pips)
    gap         +0.01420  (+142.0 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-16)
    range       0.00639  (63.9 pips)
    close pos   94.8% of range
  moving averages  (as of 2026-07-16)
     20d MA     1.33058   price above by +1.77%
     50d MA     1.33851   price above by +1.17%
    200d MA     1.33962   price above by +1.08%
    price > all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-16)
    20d stdev   0.395% daily ≈ 6.3% annualized (×√252)   (21st pct of own history, since 2003 (5845 obs))
    vs easing-2024 avg  0.91× (0.395% vs 0.434% era avg)
  ATR              (as of 2026-07-16)
    ATR(14)    0.00879  (87.9 pips)
    ATR%        0.65%   (13th pct of own history, since 2003 (5851 obs))
    range/ATR   72.7%
  52-week range    (as of 2026-07-16)
    high        1.38468   (-2.21% from high)
    low         1.30117   (+4.07% from low)
  momentum         (as of 2026-07-16)
    RSI(14)     65.45   (91st pct of own history, since 2003 (5851 obs))
  returns          (as of 2026-07-16)
     5d return  +1.08%
    20d return  +1.81%
    60d return  +0.30%
  volatility by rate-era
    pre-crisis       0.6129%   (from 2003-12-01)
    ZIRP-2009        0.5765%
    tightening-2015  0.6404%
    ZIRP-2019        0.5553%
    tightening-2022  0.6549%
    easing-2024      0.4341%
  positioning      (as of 2026-07-07)
    next COT     as of 2026-07-14 (released ~that Fri, later if a holiday intervenes)
    net         +17,979 contracts (net long GBP)
    net % OI    +6.4%
    net%OI range -5.4% … +29.1% (own 132w)
    w/w change  +1,706
  rate differential (GBP–USD policy)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-07-15, official Bank Rate)
    next BoE              2026-07-30  (14 days)
    USD (EFFR)            3.63%  (as of 2026-07-15, daily effective)
    next Fed              2026-07-29  (13 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-16)
    vs DXY      -0.70
    vs S&P 500  +0.21
    vs DXY beta -0.77 (26w)