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

On 2026-08-03, GBP/USD closed at 1.34916, up 0.23% on the day. It trades at 57.5% of its 52-week range. Its RSI(14) of 59.60 is in the 79th percentile of its history since 2003, and its 20-day return of +1.04% in the 67th 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 1.33952 / 1.33646 / 1.3397, with price +0.72% / +0.95% / +0.71% against them. Its 52-week range is 1.30117–1.38468; it closed 2.57% below the high and 3.69% above the low. Its 20-day volatility is 0.436% daily, in the 31st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00877 (87.7 pips), 0.65% of price. It has returned +1.05% over 5 days and -0.76% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.34916  +0.228%
  price & change   (as of 2026-08-03, prior 2026-07-31)
    close       1.34916
    change      +0.00307  (+0.228%, +30.7 pips)
    gap         +0.00284  (+28.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-03)
    range       0.00761  (76.1 pips)
    close pos   87.3% of range
  moving averages  (as of 2026-08-03)
     20d MA     1.33952   price above by +0.72%
     50d MA     1.33646   price above by +0.95%
    200d MA     1.33970   price above by +0.71%
    price > all MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-08-03)
    20d stdev   0.436% daily ≈ 6.9% annualized (×√252)   (31st pct of own history, since 2003 (5857 obs))
    vs easing-2024 avg  1.01× (0.436% vs 0.433% era avg)
  ATR              (as of 2026-08-03)
    ATR(14)    0.00877  (87.7 pips)
    ATR%        0.65%   (13th pct of own history, since 2003 (5863 obs))
    range/ATR   86.8%
  52-week range    (as of 2026-08-03)
    high        1.38468   (-2.57% from high)
    low         1.30117   (+3.69% from low)
  momentum         (as of 2026-08-03)
    RSI(14)     59.60   (79th pct of own history, since 2003 (5863 obs))
  returns          (as of 2026-08-03)
     5d return  +1.05%
    20d return  +1.04%
    60d return  -0.76%
  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      0.4334%
  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  (45 days)
    USD (EFFR)            3.63%  (as of 2026-07-31, daily effective)
    next Fed              2026-09-16  (44 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-03)
    vs DXY      -0.78
    vs S&P 500  +0.31
    vs DXY beta -0.70 (26w)