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

On 2026-08-12, GBP/USD closed at 1.35099, down 0.01% on the day. It trades at 59.7% 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 +0.84% in the 64th 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 1.34264 / 1.33674 / 1.34048, with price +0.62% / +1.07% / +0.78% against them. Its 52-week range is 1.30117–1.38468; it closed 2.43% below the high and 3.83% above the low. Its 20-day volatility is 0.421% daily, in the 27th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.0073 (73 pips), 0.54% of price. It has returned +0.44% over 5 days and +0.85% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.35099  -0.010%
  price & change   (as of 2026-08-12, prior 2026-08-11)
    close       1.35099
    change      -0.00014  (-0.010%, -1.4 pips)
    gap         -0.00024  (-2.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-12)
    range       0.00376  (37.6 pips)
    close pos   19.9% of range
  moving averages  (as of 2026-08-12)
     20d MA     1.34264   price above by +0.62%
     50d MA     1.33674   price above by +1.07%
    200d MA     1.34048   price above by +0.78%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-08-12)
    20d stdev   0.421% daily ≈ 6.7% annualized (×√252)   (27th pct of own history, since 2003 (5864 obs))
    vs easing-2024 avg  0.97× (0.421% vs 0.432% era avg)
  ATR              (as of 2026-08-12)
    ATR(14)    0.00730  (73.0 pips)
    ATR%        0.54%   (4th pct of own history, since 2003 (5870 obs))
    range/ATR   51.5%
  52-week range    (as of 2026-08-12)
    high        1.38468   (-2.43% from high)
    low         1.30117   (+3.83% from low)
  momentum         (as of 2026-08-12)
    RSI(14)     59.60   (79th pct of own history, since 2003 (5870 obs))
  returns          (as of 2026-08-12)
     5d return  +0.44%
    20d return  +0.84%
    60d return  +0.85%
  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      0.4318%
  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 2026-08-12, official Bank Rate)
    next BoE              2026-09-17  (36 days)
    USD (EFFR)            3.63%  (as of 2026-08-12, daily effective)
    next Fed              2026-09-16  (35 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-12)
    vs DXY      -0.75
    vs S&P 500  +0.33
    vs DXY beta -0.68 (26w)