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

On 2026-07-20, GBP/USD closed at 1.34463, down 0.24% on the day. It trades at 52.0% of its 52-week range. Its RSI(14) of 56.08 is in the 69th percentile of its history since 2003, and its 20-day return of +1.80% in the 79th percentile. Leveraged-money positioning is net +10.8% of open interest, in the 47th percentile of its own two-year range. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1.33316 / 1.33806 / 1.33967, with price +0.86% / +0.49% / +0.37% against them. Its 52-week range is 1.30117–1.38468; it closed 2.89% below the high and 3.34% above the low. Its 20-day volatility is 0.376% daily, in the 17th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.0088 (88 pips), 0.65% of price. It has returned +0.44% over 5 days and -0.51% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.34463  -0.242%
  price & change   (as of 2026-07-20, prior 2026-07-17)
    close       1.34463
    change      -0.00326  (-0.242%, -32.6 pips)
    gap         -0.00346  (-34.6 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-20)
    range       0.00653  (65.3 pips)
    close pos   47.3% of range
  moving averages  (as of 2026-07-20)
     20d MA     1.33316   price above by +0.86%
     50d MA     1.33806   price above by +0.49%
    200d MA     1.33967   price above by +0.37%
    price > all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-20)
    20d stdev   0.376% daily ≈ 6.0% annualized (×√252)   (17th pct of own history, since 2003 (5847 obs))
    vs easing-2024 avg  0.87× (0.376% vs 0.434% era avg)
  ATR              (as of 2026-07-20)
    ATR(14)    0.00880  (88.0 pips)
    ATR%        0.65%   (14th pct of own history, since 2003 (5853 obs))
    range/ATR   74.2%
  52-week range    (as of 2026-07-20)
    high        1.38468   (-2.89% from high)
    low         1.30117   (+3.34% from low)
  momentum         (as of 2026-07-20)
    RSI(14)     56.08   (69th pct of own history, since 2003 (5853 obs))
  returns          (as of 2026-07-20)
     5d return  +0.44%
    20d return  +1.80%
    60d return  -0.51%
  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      0.4339%
  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 2026-07-20, official Bank Rate)
    next BoE              2026-07-30  (10 days)
    USD (EFFR)            3.63%  (as of 2026-07-20, daily effective)
    next Fed              2026-07-29  (9 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-20)
    vs DXY      -0.70
    vs S&P 500  +0.23
    vs DXY beta -0.83 (26w)