mercatusdata

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

On 2026-10-20, GBP/USD closed at 1.33085, down 0.20% on the day. At the 2026-10-20 close, GBP/USD was 35.5% of the way from its 52-week low to its high. At the 2026-10-20 close, GBP/USD had an RSI(14) of 50.17, in the 49th percentile of its history since 2003, and its 20-day return of -0.47% was in the 41st percentile. Leveraged-money positioning is net +3.8% of open interest, at 27% of its own two-year positioning range. At the 2026-10-20 close, the 20/50/200-day moving averages of GBP/USD were 1.32502 / 1.34161 / 1.34332, with price +0.44% / -0.80% / -0.93% against them. At the 2026-10-20 close, the 52-week range of GBP/USD was 1.30117–1.38468; it closed 3.89% below the high and 2.28% above the low. Its 20-day volatility is 0.332% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00777 (77.7 pips), 0.58% of price. It has returned +0.75% over 5 days and +0.14% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-20.

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 1.33085  -0.203%
  price & change   (as of 2026-10-20, prior 2026-10-19)
    close       1.33085
    change      -0.00271  (-0.203%, -27.1 pips)
    gap         -0.00253  (-25.3 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-20)
    range       0.00981  (98.1 pips)  (H−L unaffected by the out-of-range close; only close-position is)
    close pos   n/a (close 1.8 pips below low — async-close artifact)
  moving averages  (as of 2026-10-20)
     20d MA     1.32502   price above by +0.44%
     50d MA     1.34161   price below by -0.80%
    200d MA     1.34332   price below by -0.93%
    price mixed vs MAs
    stack: 200d > 50d > 20d
  volatility       (as of 2026-10-20)
    20d stdev   0.332% daily ≈ 5.3% annualised (×√252)   (10th pct of own history, since 2003 (5913 obs))
    vs easing-2024 avg  0.78× (0.332% vs 0.424% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    0.00777  (77.7 pips)
    ATR%        0.58%   (6th pct of own history, since 2003 (5919 obs))
    range/ATR   126.3%
  52-week range    (as of 2026-10-20)
    high        1.38468   (-3.89% from high)
    low         1.30117   (+2.28% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     50.17   (49th pct of own history, since 2003 (5919 obs))
  returns          (as of 2026-10-20)
     5d return  +0.75%
    20d return  -0.47%
    60d return  +0.14%
  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 2026-10-20, official Bank Rate)
    next BoE              2026-11-05  (16 days)
    USD (EFFR)            3.88%  (as of 2026-10-19, daily effective)
    next Fed              2026-10-28  (8 days)
    differential    -0.13%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-20)
    vs DXY      -0.72
    vs S&P 500  +0.09
    vs DXY beta -0.71 (26w)