mercatusdata

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

On 2026-10-15, GBP/USD closed at 1.32301, down 0.20% on the day. At the 2026-10-15 close, GBP/USD was 26.2% of the way from its 52-week low to its high. At the 2026-10-15 close, GBP/USD had an RSI(14) of 41.21, in the 23rd percentile of its history since 2003, and its 20-day return of -1.14% was in the 30th 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 2026-10-15 close, the 20/50/200-day moving averages of GBP/USD were 1.32602 / 1.34269 / 1.34351, with price -0.23% / -1.47% / -1.53% against them. At the 2026-10-15 close, the 52-week range of GBP/USD was 1.30117–1.38468; it closed 4.45% below the high and 1.68% above the low. Its 20-day volatility is 0.305% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00717 (71.7 pips), 0.54% of price. It has returned +0.12% over 5 days and -1.08% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-15.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.32301  -0.205%
  price & change   (as of 2026-10-15, prior 2026-10-14)
    close       1.32301
    change      -0.00272  (-0.205%, -27.2 pips)
    gap         -0.00244  (-24.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-15)
    range       0.00516  (51.6 pips)
    close pos   12.4% of range
  moving averages  (as of 2026-10-15)
     20d MA     1.32602   price below by -0.23%
     50d MA     1.34269   price below by -1.47%
    200d MA     1.34351   price below by -1.53%
    price < all MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-15)
    20d stdev   0.305% daily ≈ 4.8% annualised (×√252)   (6th pct of own history, since 2003 (5910 obs))
    vs easing-2024 avg  0.72× (0.305% vs 0.424% era avg)
  ATR              (as of 2026-10-15)
    ATR(14)    0.00717  (71.7 pips)
    ATR%        0.54%   (4th pct of own history, since 2003 (5916 obs))
    range/ATR   71.9%
  52-week range    (as of 2026-10-15)
    high        1.38468   (-4.45% from high)
    low         1.30117   (+1.68% from low)
  momentum         (as of 2026-10-15)
    RSI(14)     41.21   (23rd pct of own history, since 2003 (5916 obs))
  returns          (as of 2026-10-15)
     5d return  +0.12%
    20d return  -1.14%
    60d return  -1.08%
  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 2026-10-15, official Bank Rate)
    next BoE              2026-11-05  (21 days)
    USD (EFFR)            3.88%  (as of 2026-10-14, daily effective)
    next Fed              2026-10-28  (13 days)
    differential    -0.13%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-15)
    vs DXY      -0.72
    vs S&P 500  +0.12
    vs DXY beta -0.71 (26w)