GBP/USD: RSI, volatility, 52-week range · daily
On 2026-10-12, GBP/USD closed at 1.3238, up 0.07% on the day. At the 2026-10-12 close, GBP/USD was 27.1% of the way from its 52-week low to its high. At the 2026-10-12 close, GBP/USD had an RSI(14) of 39.83, in the 20th percentile of its history since 2003, and its 20-day return of -2.13% was in the 17th percentile. Leveraged-money positioning is net +4.7% of open interest, at 29% of its own two-year positioning range. It is trading below its 20-, 50- and 200-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of GBP/USD were 1.3293 / 1.34398 / 1.34391, with price -0.41% / -1.50% / -1.50% against them. At the 2026-10-12 close, the 52-week range of GBP/USD was 1.30117–1.38468; it closed 4.40% below the high and 1.74% above the low. Its 20-day volatility is 0.316% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00677 (67.7 pips), 0.51% of price. It has returned -0.04% over 5 days and -1.55% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-12.
=== GBP/USD (pip 0.0001) ===
>> close 1.32380 +0.067%
price & change (as of 2026-10-12, prior 2026-10-09)
close 1.32380
change +0.00089 (+0.067%, +8.9 pips)
gap +0.00103 (+10.3 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-12)
range 0.00284 (28.4 pips)
close pos 49.3% of range
moving averages (as of 2026-10-12)
20d MA 1.32930 price below by -0.41%
50d MA 1.34398 price below by -1.50%
200d MA 1.34391 price below by -1.50%
price < all MAs
stack: 50d > 200d > 20d
volatility (as of 2026-10-12)
20d stdev 0.316% daily ≈ 5.0% annualised (×√252) (8th pct of own history, since 2003 (5907 obs))
vs easing-2024 avg 0.75× (0.316% vs 0.424% era avg)
ATR (as of 2026-10-12)
ATR(14) 0.00677 (67.7 pips)
ATR% 0.51% (4th pct of own history, since 2003 (5913 obs))
range/ATR 42.0%
52-week range (as of 2026-10-12)
high 1.38468 (-4.40% from high)
low 1.30117 (+1.74% from low)
momentum (as of 2026-10-12)
RSI(14) 39.83 (20th pct of own history, since 2003 (5913 obs))
returns (as of 2026-10-12)
5d return -0.04%
20d return -2.13%
60d return -1.55%
volatility by rate-era
pre-crisis (through 2008) 0.61% (from 2003-12-01)
ZIRP (2009–2015) 0.58%
tightening (2015–2018) 0.64%
ZIRP (2019–2021) 0.56%
tightening (2022–2023) 0.65%
easing (2024– ) 0.42%
positioning (as of 2026-10-06)
next COT as of 2026-10-13 (released ~that Fri, later if a holiday intervenes)
net +12,432 contracts (net long GBP)
net % OI +4.7%
net%OI range -5.4% … +29.1% (own 145w)
w/w change +7,826
rate differential (GBP–USD policy)
GBP (BOE_BANK_RATE) 3.75% (as of 2026-10-12, official Bank Rate)
next BoE 2026-11-05 (24 days)
USD (EFFR) 3.88% (as of 2026-10-08, daily effective)
next Fed 2026-10-28 (16 days)
differential -0.13% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-12)
vs DXY -0.72
vs S&P 500 +0.12
vs DXY beta -0.71 (26w)