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

On 2026-08-06, GBP/USD closed at 1.34696, up 0.14% on the day. It trades at 54.8% of its 52-week range. Its RSI(14) of 56.87 is in the 71st percentile of its history since 2003, and its 20-day return of +0.55% in the 58th 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 1.34054 / 1.33642 / 1.33988, with price +0.48% / +0.79% / +0.53% against them. Its 52-week range is 1.30117–1.38468; it closed 2.72% below the high and 3.52% above the low. Its 20-day volatility is 0.433% daily, in the 30th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00805 (80.5 pips), 0.60% of price. It has returned +0.77% over 5 days and -0.42% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.34696  +0.138%
  price & change   (as of 2026-08-06, prior 2026-08-05)
    close       1.34696
    change      +0.00186  (+0.138%, +18.6 pips)
    gap         +0.00170  (+17.0 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-06)
    range       0.00276  (27.6 pips)
    close pos   64.9% of range
  moving averages  (as of 2026-08-06)
     20d MA     1.34054   price above by +0.48%
     50d MA     1.33642   price above by +0.79%
    200d MA     1.33988   price above by +0.53%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-08-06)
    20d stdev   0.433% daily ≈ 6.9% annualized (×√252)   (30th pct of own history, since 2003 (5860 obs))
    vs easing-2024 avg  1.00× (0.433% vs 0.433% era avg)
  ATR              (as of 2026-08-06)
    ATR(14)    0.00805  (80.5 pips)
    ATR%        0.60%   (7th pct of own history, since 2003 (5866 obs))
    range/ATR   34.3%
  52-week range    (as of 2026-08-06)
    high        1.38468   (-2.72% from high)
    low         1.30117   (+3.52% from low)
  momentum         (as of 2026-08-06)
    RSI(14)     56.87   (71st pct of own history, since 2003 (5866 obs))
  returns          (as of 2026-08-06)
     5d return  +0.77%
    20d return  +0.55%
    60d return  -0.42%
  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      0.4329%
  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 2026-08-05, official Bank Rate)
    next BoE              2026-09-17  (42 days)
    USD (EFFR)            3.63%  (as of 2026-08-05, daily effective)
    next Fed              2026-09-16  (41 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-06)
    vs DXY      -0.78
    vs S&P 500  +0.30
    vs DXY beta -0.70 (26w)