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

On 2026-08-13, GBP/USD closed at 1.34978, down 0.09% on the day. It trades at 58.2% of its 52-week range. Its RSI(14) of 58.14 is in the 75th percentile of its history since 2003, and its 20-day return of -0.32% in the 44th 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 1.34242 / 1.33688 / 1.34066, with price +0.55% / +0.97% / +0.68% against them. Its 52-week range is 1.30117–1.38468; it closed 2.52% below the high and 3.74% above the low. Its 20-day volatility is 0.344% daily, in the 11th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00704 (70.4 pips), 0.52% of price. It has returned +0.21% over 5 days and +0.47% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.34978  -0.090%
  price & change   (as of 2026-08-13, prior 2026-08-12)
    close       1.34978
    change      -0.00121  (-0.090%, -12.1 pips)
    gap         -0.00106  (-10.6 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-13)
    range       0.00366  (36.6 pips)
    close pos   59.0% of range
  moving averages  (as of 2026-08-13)
     20d MA     1.34242   price above by +0.55%
     50d MA     1.33688   price above by +0.97%
    200d MA     1.34066   price above by +0.68%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-08-13)
    20d stdev   0.344% daily ≈ 5.5% annualized (×√252)   (11th pct of own history, since 2003 (5865 obs))
    vs easing-2024 avg  0.80× (0.344% vs 0.432% era avg)
  ATR              (as of 2026-08-13)
    ATR(14)    0.00704  (70.4 pips)
    ATR%        0.52%   (3rd pct of own history, since 2003 (5871 obs))
    range/ATR   52.0%
  52-week range    (as of 2026-08-13)
    high        1.38468   (-2.52% from high)
    low         1.30117   (+3.74% from low)
  momentum         (as of 2026-08-13)
    RSI(14)     58.14   (75th pct of own history, since 2003 (5871 obs))
  returns          (as of 2026-08-13)
     5d return  +0.21%
    20d return  -0.32%
    60d return  +0.47%
  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      0.4315%
  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 2026-08-13, official Bank Rate)
    next BoE              2026-09-17  (35 days)
    USD (EFFR)            3.63%  (as of 2026-08-13, daily effective)
    next Fed              2026-09-16  (34 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-13)
    vs DXY      -0.76
    vs S&P 500  +0.34
    vs DXY beta -0.68 (26w)