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

On 2026-07-21, GBP/USD closed at 1.34317, down 0.11% on the day. It trades at 50.3% of its 52-week range. Its RSI(14) of 54.72 is in the 65th percentile of its history since 2003, and its 20-day return of +1.39% in the 73rd 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 1.33408 / 1.33771 / 1.33974, with price +0.68% / +0.41% / +0.26% against them. Its 52-week range is 1.30117–1.38468; it closed 3.00% below the high and 3.23% above the low. Its 20-day volatility is 0.375% daily, in the 17th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00885 (88.5 pips), 0.66% of price. It has returned +0.63% over 5 days and -0.79% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.34317  -0.109%
  price & change   (as of 2026-07-21, prior 2026-07-20)
    close       1.34317
    change      -0.00146  (-0.109%, -14.6 pips)
    gap         -0.00145  (-14.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-21)
    range       0.00944  (94.4 pips)
    close pos   75.0% of range
  moving averages  (as of 2026-07-21)
     20d MA     1.33408   price above by +0.68%
     50d MA     1.33771   price above by +0.41%
    200d MA     1.33974   price above by +0.26%
    price > all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-07-21)
    20d stdev   0.375% daily ≈ 5.9% annualized (×√252)   (17th pct of own history, since 2003 (5848 obs))
    vs easing-2024 avg  0.86× (0.375% vs 0.434% era avg)
  ATR              (as of 2026-07-21)
    ATR(14)    0.00885  (88.5 pips)
    ATR%        0.66%   (15th pct of own history, since 2003 (5854 obs))
    range/ATR   106.7%
  52-week range    (as of 2026-07-21)
    high        1.38468   (-3.00% from high)
    low         1.30117   (+3.23% from low)
  momentum         (as of 2026-07-21)
    RSI(14)     54.72   (65th pct of own history, since 2003 (5854 obs))
  returns          (as of 2026-07-21)
     5d return  +0.63%
    20d return  +1.39%
    60d return  -0.79%
  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      0.4336%
  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 2026-07-21, official Bank Rate)
    next BoE              2026-07-30  (9 days)
    USD (EFFR)            3.63%  (as of 2026-07-21, daily effective)
    next Fed              2026-07-29  (8 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-21)
    vs DXY      -0.71
    vs S&P 500  +0.23
    vs DXY beta -0.83 (26w)