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

On 2026-07-28, GBP/USD closed at 1.32899, down 0.46% on the day. It trades at 33.3% of its 52-week range. Its RSI(14) of 43.23 is in the 28th percentile of its history since 2003, and its 20-day return of +0.27% in the 54th 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 1.33759 / 1.33674 / 1.33967, with price -0.64% / -0.58% / -0.80% against them. Its 52-week range is 1.30117–1.38468; it closed 4.02% below the high and 2.14% above the low. Its 20-day volatility is 0.399% daily, in the 22nd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00844 (84.4 pips), 0.64% of price. It has returned -1.06% over 5 days and -1.78% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.32899  -0.460%
  price & change   (as of 2026-07-28, prior 2026-07-27)
    close       1.32899
    change      -0.00614  (-0.460%, -61.4 pips)
    gap         -0.00624  (-62.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-28)
    range       0.00379  (37.9 pips)
    close pos   44.1% of range
  moving averages  (as of 2026-07-28)
     20d MA     1.33759   price below by -0.64%
     50d MA     1.33674   price below by -0.58%
    200d MA     1.33967   price below by -0.80%
    price < all MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-07-28)
    20d stdev   0.399% daily ≈ 6.3% annualized (×√252)   (22nd pct of own history, since 2003 (5853 obs))
    vs easing-2024 avg  0.92× (0.399% vs 0.433% era avg)
  ATR              (as of 2026-07-28)
    ATR(14)    0.00844  (84.4 pips)
    ATR%        0.64%   (11th pct of own history, since 2003 (5859 obs))
    range/ATR   44.9%
  52-week range    (as of 2026-07-28)
    high        1.38468   (-4.02% from high)
    low         1.30117   (+2.14% from low)
  momentum         (as of 2026-07-28)
    RSI(14)     43.23   (28th pct of own history, since 2003 (5859 obs))
  returns          (as of 2026-07-28)
     5d return  -1.06%
    20d return  +0.27%
    60d return  -1.78%
  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      0.4332%
  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 2026-07-28, official Bank Rate)
    next BoE              2026-07-30  (2 days)
    USD (EFFR)            3.63%  (as of 2026-07-28, daily effective)
    next Fed              2026-07-29  (1 day)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-28)
    vs DXY      -0.72
    vs S&P 500  +0.28
    vs DXY beta -0.76 (26w)