mercatusdata

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

On 2026-10-16, GBP/USD closed at 1.32732, up 0.33% on the day. At the 2026-10-16 close, GBP/USD was 31.3% of the way from its 52-week low to its high. At the 2026-10-16 close, GBP/USD had an RSI(14) of 46.48, in the 38th percentile of its history since 2003, and its 20-day return of -0.63% was in the 39th percentile. Leveraged-money positioning is net +3.8% of open interest, at 27% of its own two-year positioning range. At the 2026-10-16 close, the 20/50/200-day moving averages of GBP/USD were 1.3256 / 1.34232 / 1.34343, with price +0.13% / -1.12% / -1.20% against them. At the 2026-10-16 close, the 52-week range of GBP/USD was 1.30117–1.38468; it closed 4.14% below the high and 2.01% above the low. Its 20-day volatility is 0.315% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00767 (76.7 pips), 0.58% of price. It has returned +0.33% over 5 days and -0.30% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-16.

GBP/USD here is the price of one British pound in US dollars, so a rise means the British pound strengthened against the US dollar. The series is Yahoo Finance’s daily one for GBPUSD=X; currencies trade over the counter, with no central exchange, so this is one data provider’s quote, not an official reference rate such as a central bank’s daily fixing.

=== GBP/USD  (pip 0.0001) ===
  >> close 1.32732  +0.326%
  price & change   (as of 2026-10-16, prior 2026-10-15)
    close       1.32732
    change      +0.00431  (+0.326%, +43.1 pips)
    gap         +0.00406  (+40.6 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-16)
    range       0.01024  (102.4 pips)
    close pos   4.7% of range
  moving averages  (as of 2026-10-16)
     20d MA     1.32560   price above by +0.13%
     50d MA     1.34232   price below by -1.12%
    200d MA     1.34343   price below by -1.20%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-16)
    20d stdev   0.315% daily ≈ 5.0% annualised (×√252)   (8th pct of own history, since 2003 (5911 obs))
    vs easing-2024 avg  0.74× (0.315% vs 0.424% era avg)
  ATR              (as of 2026-10-16)
    ATR(14)    0.00767  (76.7 pips)
    ATR%        0.58%   (6th pct of own history, since 2003 (5917 obs))
    range/ATR   133.6%
  52-week range    (as of 2026-10-16)
    high        1.38468   (-4.14% from high)
    low         1.30117   (+2.01% from low)
  momentum         (as of 2026-10-16)
    RSI(14)     46.48   (38th pct of own history, since 2003 (5917 obs))
  returns          (as of 2026-10-16)
     5d return  +0.33%
    20d return  -0.63%
    60d return  -0.30%
  volatility by rate-era
    pre-crisis (to 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 2026-10-13)
    next COT     as of 2026-10-20 (released ~that Fri, later if a holiday intervenes)
    net         +10,313 contracts (net long GBP)
    net % OI    +3.8%
    net%OI range -5.4% … +29.1% (own 146w)
    w/w change  -2,119
  rate differential (GBP–USD policy)
    GBP (BOE_BANK_RATE)   3.75%  (as of 2026-10-16, official Bank Rate)
    next BoE              2026-11-05  (20 days)
    USD (EFFR)            3.88%  (as of 2026-10-15, daily effective)
    next Fed              2026-10-28  (12 days)
    differential    -0.13%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-16)
    vs DXY      -0.72
    vs S&P 500  +0.08
    vs DXY beta -0.71 (26w)