mercatusdata

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

On 2026-10-13, GBP/USD closed at 1.32098, down 0.24% on the day. At the 2026-10-13 close, GBP/USD was 23.7% of the way from its 52-week low to its high. At the 2026-10-13 close, GBP/USD had an RSI(14) of 37.53, in the 15th percentile of its history since 2003, and its 20-day return of -2.16% 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 2026-10-13 close, the 20/50/200-day moving averages of GBP/USD were 1.32787 / 1.34355 / 1.34375, with price -0.52% / -1.68% / -1.69% against them. At the 2026-10-13 close, the 52-week range of GBP/USD was 1.30117–1.38468; it closed 4.60% below the high and 1.52% above the low. Its 20-day volatility is 0.318% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00683 (68.3 pips), 0.52% of price. It has returned -0.07% over 5 days and -1.65% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-13.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.32098  -0.239%
  price & change   (as of 2026-10-13, prior 2026-10-12)
    close       1.32098
    change      -0.00317  (-0.239%, -31.7 pips)
    gap         -0.00313  (-31.3 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-13)
    range       0.00490  (49.0 pips)
    close pos   9.4% of range
  moving averages  (as of 2026-10-13)
     20d MA     1.32787   price below by -0.52%
     50d MA     1.34355   price below by -1.68%
    200d MA     1.34375   price below by -1.69%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-13)
    20d stdev   0.318% daily ≈ 5.1% annualised (×√252)   (8th pct of own history, since 2003 (5908 obs))
    vs easing-2024 avg  0.75× (0.318% vs 0.424% era avg)
  ATR              (as of 2026-10-13)
    ATR(14)    0.00683  (68.3 pips)
    ATR%        0.52%   (4th pct of own history, since 2003 (5914 obs))
    range/ATR   71.8%
  52-week range    (as of 2026-10-13)
    high        1.38468   (-4.60% from high)
    low         1.30117   (+1.52% from low)
  momentum         (as of 2026-10-13)
    RSI(14)     37.53   (15th pct of own history, since 2003 (5914 obs))
  returns          (as of 2026-10-13)
     5d return  -0.07%
    20d return  -2.16%
    60d return  -1.65%
  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 2026-10-13, official Bank Rate)
    next BoE              2026-11-05  (23 days)
    USD (EFFR)            3.88%  (as of 2026-10-09, daily effective)
    next Fed              2026-10-28  (15 days)
    differential    -0.13%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-13)
    vs DXY      -0.72
    vs S&P 500  +0.13
    vs DXY beta -0.71 (26w)