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

On 2026-08-04, GBP/USD closed at 1.3427, down 0.48% on the day. It trades at 49.7% of its 52-week range. Its RSI(14) of 53.77 is in the 62nd percentile of its history since 2003, and its 20-day return of +0.22% in the 53rd percentile. Leveraged-money positioning is net +15.4% of open interest, at 60% of its own two-year positioning range. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 1.33967 / 1.33632 / 1.33975, with price +0.23% / +0.48% / +0.22% against them. Its 52-week range is 1.30117–1.38468; it closed 3.03% below the high and 3.19% above the low. Its 20-day volatility is 0.446% daily, in the 34th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00865 (86.5 pips), 0.64% of price. It has returned +1.03% over 5 days and -1.31% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.34270  -0.479%
  price & change   (as of 2026-08-04, prior 2026-08-03)
    close       1.34270
    change      -0.00646  (-0.479%, -64.6 pips)
    gap         -0.00636  (-63.6 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-04)
    range       0.00371  (37.1 pips)
    close pos   18.9% of range
  moving averages  (as of 2026-08-04)
     20d MA     1.33967   price above by +0.23%
     50d MA     1.33632   price above by +0.48%
    200d MA     1.33975   price above by +0.22%
    price > all MAs
    stack: 200d > 20d > 50d
  volatility       (as of 2026-08-04)
    20d stdev   0.446% daily ≈ 7.1% annualized (×√252)   (34th pct of own history, since 2003 (5858 obs))
    vs easing-2024 avg  1.03× (0.446% vs 0.433% era avg)
  ATR              (as of 2026-08-04)
    ATR(14)    0.00865  (86.5 pips)
    ATR%        0.64%   (13th pct of own history, since 2003 (5864 obs))
    range/ATR   42.9%
  52-week range    (as of 2026-08-04)
    high        1.38468   (-3.03% from high)
    low         1.30117   (+3.19% from low)
  momentum         (as of 2026-08-04)
    RSI(14)     53.77   (62nd pct of own history, since 2003 (5864 obs))
  returns          (as of 2026-08-04)
     5d return  +1.03%
    20d return  +0.22%
    60d return  -1.31%
  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      0.4335%
  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 2026-08-04, official Bank Rate)
    next BoE              2026-09-17  (44 days)
    USD (EFFR)            3.63%  (as of 2026-08-04, daily effective)
    next Fed              2026-09-16  (43 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-04)
    vs DXY      -0.78
    vs S&P 500  +0.28
    vs DXY beta -0.70 (26w)