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

On 2026-07-27, GBP/USD closed at 1.33513, up 0.29% on the day. It trades at 40.7% of its 52-week range. Its RSI(14) of 48.08 is in the 43rd percentile of its history since 2003, and its 20-day return of +1.17% in the 69th percentile. Leveraged-money positioning is net +12.7% of open interest, in the 52nd percentile of its own two-year range. It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1.33741 / 1.33702 / 1.33975, with price -0.17% / -0.14% / -0.34% against them. Its 52-week range is 1.30117–1.38468; it closed 3.58% below the high and 2.61% above the low. Its 20-day volatility is 0.393% daily, in the 20th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00849 (84.9 pips), 0.64% of price. It has returned -0.71% over 5 days and -1.69% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.33513  +0.290%
  price & change   (as of 2026-07-27, prior 2026-07-24)
    close       1.33513
    change      +0.00386  (+0.290%, +38.6 pips)
    gap         +0.00408  (+40.8 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-27)
    range       0.00640  (64.0 pips)
    close pos   79.7% of range
  moving averages  (as of 2026-07-27)
     20d MA     1.33741   price below by -0.17%
     50d MA     1.33702   price below by -0.14%
    200d MA     1.33975   price below by -0.34%
    price < all MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-07-27)
    20d stdev   0.393% daily ≈ 6.2% annualized (×√252)   (20th pct of own history, since 2003 (5852 obs))
    vs easing-2024 avg  0.91× (0.393% vs 0.433% era avg)
  ATR              (as of 2026-07-27)
    ATR(14)    0.00849  (84.9 pips)
    ATR%        0.64%   (11th pct of own history, since 2003 (5858 obs))
    range/ATR   75.4%
  52-week range    (as of 2026-07-27)
    high        1.38468   (-3.58% from high)
    low         1.30117   (+2.61% from low)
  momentum         (as of 2026-07-27)
    RSI(14)     48.08   (43rd pct of own history, since 2003 (5858 obs))
  returns          (as of 2026-07-27)
     5d return  -0.71%
    20d return  +1.17%
    60d return  -1.69%
  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      0.4331%
  positioning      (as of 2026-07-21)
    next COT     as of 2026-07-28 (released ~that Fri, later if a holiday intervenes)
    net         +33,236 contracts (net long GBP)
    net % OI    +12.7%
    net%OI range -5.4% … +29.1% (own 134w)
    w/w change  +4,695
  rate differential (GBP–USD policy)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-07-24, official Bank Rate)
    next BoE              2026-07-30  (3 days)
    USD (EFFR)            3.63%  (as of 2026-07-24, daily effective)
    next Fed              2026-07-29  (2 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-27)
    vs DXY      -0.72
    vs S&P 500  +0.28
    vs DXY beta -0.77 (26w)