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

On 2026-08-20, GBP/USD closed at 1.35999, up 0.47% on the day. It trades at 70.4% of its 52-week range. Its RSI(14) of 65.85 is in the 92nd percentile of its history since 2003, and its 20-day return of +1.68% in the 77th percentile. Leveraged-money positioning is net +15.9% of open interest, at 62% 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 1.34549 / 1.33866 / 1.34176, with price +1.08% / +1.59% / +1.36% against them. Its 52-week range is 1.30117–1.38468; it closed 1.78% below the high and 4.52% above the low. Its 20-day volatility is 0.330% daily, in the 9th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00747 (74.7 pips), 0.55% of price. It has returned +0.76% over 5 days and +1.37% over 60 days.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.35999  +0.467%
  price & change   (as of 2026-08-20, prior 2026-08-19)
    close       1.35999
    change      +0.00632  (+0.467%, +63.2 pips)
    gap         +0.00639  (+63.9 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-20)
    range       0.00626  (62.6 pips)
    close pos   6.9% of range
  moving averages  (as of 2026-08-20)
     20d MA     1.34549   price above by +1.08%
     50d MA     1.33866   price above by +1.59%
    200d MA     1.34176   price above by +1.36%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-08-20)
    20d stdev   0.330% daily ≈ 5.2% annualized (×√252)   (9th pct of own history, since 2003 (5870 obs))
    vs easing-2024 avg  0.77× (0.330% vs 0.431% era avg)
  ATR              (as of 2026-08-20)
    ATR(14)    0.00747  (74.7 pips)
    ATR%        0.55%   (4th pct of own history, since 2003 (5876 obs))
    range/ATR   83.8%
  52-week range    (as of 2026-08-20)
    high        1.38468   (-1.78% from high)
    low         1.30117   (+4.52% from low)
  momentum         (as of 2026-08-20)
    RSI(14)     65.85   (92nd pct of own history, since 2003 (5876 obs))
  returns          (as of 2026-08-20)
     5d return  +0.76%
    20d return  +1.68%
    60d return  +1.37%
  volatility by rate-era
    pre-crisis       0.61%   (from 2003-12-01)
    ZIRP-2009        0.58%
    tightening-2015  0.64%
    ZIRP-2019        0.56%
    tightening-2022  0.65%
    easing-2024      0.43%
  positioning      (as of 2026-08-11)
    next COT     as of 2026-08-18 (released ~that Fri, later if a holiday intervenes)
    net         +40,670 contracts (net long GBP)
    net % OI    +15.9%
    net%OI range -5.4% … +29.1% (own 137w)
    w/w change  +2,496
  rate differential (GBP–USD policy)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-08-19, official Bank Rate)
    next BoE              2026-09-17  (28 days)
    USD (EFFR)            3.63%  (as of 2026-08-19, daily effective)
    next Fed              2026-09-16  (27 days)
    differential    +0.12%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-20)
    vs DXY      -0.77
    vs S&P 500  +0.31
    vs DXY beta -0.67 (26w)