On 2026-07-31, GBP/USD closed at 1.34609, up 0.70% on the day. It trades at 53.8% of its 52-week range. Its RSI(14) of 57.57 is in the 73rd percentile of its history since 2003, and its 20-day return of +0.92% in the 65th percentile. Leveraged-money positioning is net +15.4% of open interest, in the 60th 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 1.33883 / 1.33644 / 1.33963, with price +0.54% / +0.72% / +0.48% against them. Its 52-week range is 1.30117–1.38468; it closed 2.79% below the high and 3.45% above the low. Its 20-day volatility is 0.435% daily, in the 31st 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 +1.11% over 5 days and -0.70% over 60 days.
=== GBP/USD (pip 0.0001) ===
>> close 1.34609 +0.700%
price & change (as of 2026-07-31, prior 2026-07-30)
close 1.34609
change +0.00936 (+0.700%, +93.6 pips)
gap +0.00936 (+93.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-31)
range 0.00679 (67.9 pips)
close pos 83.4% of range
moving averages (as of 2026-07-31)
20d MA 1.33883 price above by +0.54%
50d MA 1.33644 price above by +0.72%
200d MA 1.33963 price above by +0.48%
price > all MAs
stack: 200d > 20d > 50d
volatility (as of 2026-07-31)
20d stdev 0.435% daily ≈ 6.9% annualized (×√252) (31st pct of own history, since 2003 (5856 obs))
vs easing-2024 avg 1.00× (0.435% vs 0.434% era avg)
ATR (as of 2026-07-31)
ATR(14) 0.00885 (88.5 pips)
ATR% 0.66% (15th pct of own history, since 2003 (5862 obs))
range/ATR 76.7%
52-week range (as of 2026-07-31)
high 1.38468 (-2.79% from high)
low 1.30117 (+3.45% from low)
momentum (as of 2026-07-31)
RSI(14) 57.57 (73rd pct of own history, since 2003 (5862 obs))
returns (as of 2026-07-31)
5d return +1.11%
20d return +0.92%
60d return -0.70%
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 2026-07-28) (predates 2026-07-29 FOMC)
next COT as of 2026-08-04 (released ~that Fri, later if a holiday intervenes)
net +41,097 contracts (net long GBP)
net % OI +15.4%
net%OI range -5.4% … +29.1% (own 135w)
w/w change +7,861
rate differential (GBP–USD policy)
GBP (BOE_BANK_RATE) 3.75% (as of 2026-07-31, official Bank Rate)
next BoE 2026-09-17 (48 days)
USD (EFFR) 3.63% (as of 2026-07-30, daily effective)
next Fed 2026-09-16 (47 days)
differential +0.12% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-31)
vs DXY -0.75
vs S&P 500 +0.29
vs DXY beta -0.75 (26w)