COT — GBP vs JPY (net spec, weekly)
Combined Crowding
COT z-differentialGBP net long vs JPY — Crowded(+43 / +2.2σ)
JPY crowded (−100)balancedGBP crowded (+100)
GBP net-spec z+0.62σ
JPY net-spec z-1.55σ
Score = (base z − quote z) × 20, clamped ±100. |score| ≥ 60 extremely crowded · 40–60 crowded · 20–40 leaning · <20 balanced.
GBP/JPY Spot (daily)
Realized Vol & Regime
Calm
RV 20d
5.6%
20d pctile (1y)
38%
RV 5d
1.7%
RV 60d
5.4%
RV 252d
6.3%
cone p10–p90
5–12%
Daily Technicals
from daily closesRSI-14
59
SMA-20
217.24
SMA-50
215.33
SMA-200
211.21
52w range
196.23–219.39
vs SMA-50
+1.44%
Intraday pivots are computed for the 7 USD majors only; this pair shows daily-close technicals.
Rate Differential
policy carryGBP policy rate3.75%
JPY policy rate1.25%
Carry (GBP−JPY)+2.50%
