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

On 2026-08-11, GBP/USD closed at 1.35113, up 0.15% on the day. It trades at 59.8% of its 52-week range. Its RSI(14) of 59.77 is in the 80th percentile of its history since 2003, and its 20-day return of +1.22% in the 70th percentile. Leveraged-money positioning is net +15.5% 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 1.34208 / 1.33662 / 1.34029, with price +0.67% / +1.09% / +0.81% against them. Its 52-week range is 1.30117–1.38468; it closed 2.42% below the high and 3.84% above the low. Its 20-day volatility is 0.427% daily, in the 29th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00758 (75.8 pips), 0.56% of price. It has returned +0.63% over 5 days and +0.59% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.35113  +0.153%
  price & change   (as of 2026-08-11, prior 2026-08-10)
    close       1.35113
    change      +0.00206  (+0.153%, +20.6 pips)
    gap         +0.00204  (+20.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-11)
    range       0.00243  (24.3 pips)
    close pos   75.7% of range
  moving averages  (as of 2026-08-11)
     20d MA     1.34208   price above by +0.67%
     50d MA     1.33662   price above by +1.09%
    200d MA     1.34029   price above by +0.81%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-08-11)
    20d stdev   0.427% daily ≈ 6.8% annualized (×√252)   (29th pct of own history, since 2003 (5863 obs))
    vs easing-2024 avg  0.99× (0.427% vs 0.432% era avg)
  ATR              (as of 2026-08-11)
    ATR(14)    0.00758  (75.8 pips)
    ATR%        0.56%   (4th pct of own history, since 2003 (5869 obs))
    range/ATR   32.1%
  52-week range    (as of 2026-08-11)
    high        1.38468   (-2.42% from high)
    low         1.30117   (+3.84% from low)
  momentum         (as of 2026-08-11)
    RSI(14)     59.77   (80th pct of own history, since 2003 (5869 obs))
  returns          (as of 2026-08-11)
     5d return  +0.63%
    20d return  +1.22%
    60d return  +0.59%
  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      0.4321%
  positioning      (as of 2026-08-04)
    next COT     as of 2026-08-11 (released ~that Fri, later if a holiday intervenes)
    net         +38,174 contracts (net long GBP)
    net % OI    +15.5%
    net%OI range -5.4% … +29.1% (own 136w)
    w/w change  -2,923
  rate differential (GBP–USD policy)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-08-11, official Bank Rate)
    next BoE              2026-09-17  (37 days)
    USD (EFFR)            3.63%  (as of 2026-08-11, daily effective)
    next Fed              2026-09-16  (36 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-11)
    vs DXY      -0.76
    vs S&P 500  +0.33
    vs DXY beta -0.69 (26w)