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

On 2026-07-17, GBP/USD closed at 1.34789, down 0.46% on the day. It trades at 55.9% of its 52-week range. Its RSI(14) of 59.13 is in the 78th percentile of its history since 2003, and its 20-day return of +2.10% in the 83rd percentile. Leveraged-money positioning is net +10.8% of open interest, in the 47th percentile of its own two-year range. Its 20/50/200-day moving averages are 1.33197 / 1.33835 / 1.33965, with price +1.20% / +0.71% / +0.61% against them. Its 52-week range is 1.30117–1.38468; it closed 2.66% below the high and 3.59% above the low. Its 20-day volatility is 0.368% daily, in the 15th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00898 (89.8 pips), 0.67% of price. It has returned +0.47% over 5 days and +0.09% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.34789  -0.461%
  price & change   (as of 2026-07-17, prior 2026-07-16)
    close       1.34789
    change      -0.00624  (-0.461%, -62.4 pips)
    gap         -0.00628  (-62.8 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-17)
    range       0.00554  (55.4 pips)
    close pos   93.5% of range
  moving averages  (as of 2026-07-17)
     20d MA     1.33197   price above by +1.20%
     50d MA     1.33835   price above by +0.71%
    200d MA     1.33965   price above by +0.61%
    price > all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-17)
    20d stdev   0.368% daily ≈ 5.8% annualized (×√252)   (15th pct of own history, since 2003 (5846 obs))
    vs easing-2024 avg  0.85× (0.368% vs 0.434% era avg)
  ATR              (as of 2026-07-17)
    ATR(14)    0.00898  (89.8 pips)
    ATR%        0.67%   (16th pct of own history, since 2003 (5852 obs))
    range/ATR   61.7%
  52-week range    (as of 2026-07-17)
    high        1.38468   (-2.66% from high)
    low         1.30117   (+3.59% from low)
  momentum         (as of 2026-07-17)
    RSI(14)     59.13   (78th pct of own history, since 2003 (5852 obs))
  returns          (as of 2026-07-17)
     5d return  +0.47%
    20d return  +2.10%
    60d return  +0.09%
  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 2026-07-14)
    next COT     as of 2026-07-21 (released ~that Fri, later if a holiday intervenes)
    net         +28,541 contracts (net long GBP)
    net % OI    +10.8%
    net%OI range -5.4% … +29.1% (own 133w)
    w/w change  +10,562
  rate differential (GBP–USD policy)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-07-16, official Bank Rate)
    next BoE              2026-07-30  (13 days)
    USD (EFFR)            3.63%  (as of 2026-07-16, daily effective)
    next Fed              2026-07-29  (12 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-17)
    vs DXY      -0.70
    vs S&P 500  +0.21
    vs DXY beta -0.76 (26w)