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

On 2026-06-26, USD/CHF closed at 0.81052, down 0.25% on the day. It trades at 88.0% of its 52-week range. Its RSI(14) of 69.42 is in the 96th percentile of its history since 2003, and its 20-day return of +3.43% in the 93rd percentile. Leveraged-money positioning is net -12.7% of open interest, in the 41st percentile of its own two-year range.

=== USD/CHF  (pip 0.0001) ===
  >> close 0.81052  -0.254%   · RSI(14) 69.42 (96th pct, since 2003) while price > all MAs
     cross-signal: signals split — RSI(14) up · 20d return up · 52wk position up · positioning net%OI up / daily % down
  price & change   (as of 2026-06-26, prior 2026-06-25)
    close       0.81052
    change      -0.00206  (-0.254%, -20.6 pips)
    gap         -0.00220  (-22.0 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-06-26)
    range       0.00438  (43.8 pips)
    close pos   87.2% of range
  moving averages  (as of 2026-06-26)
     20d MA     0.79802   price above by +1.57%
     50d MA     0.78940   price above by +2.68%
    200d MA     0.79098   price above by +2.47%
    price > all MAs
    stack: 20d > 200d > 50d
  volatility       (as of 2026-06-26)
    20d stdev   0.392% daily
  ATR              (as of 2026-06-26)
    ATR(14)    0.00541  (54.1 pips)
    ATR%        0.67%
    range/ATR   80.9%
  52-week range    (as of 2026-06-26)
    high        0.81703   (-0.80% from high)
    low         0.76290   (+6.24% from low)
  momentum         (as of 2026-06-26)
    RSI(14)     69.42
  returns          (as of 2026-06-26)
     5d return  +0.70%
    20d return  +3.43%
    60d return  +1.49%
  volatility by rate-era
    pre-crisis       0.6825%
    ZIRP-2009        0.8514%
    tightening-2015  0.4493%
    ZIRP-2019        0.4109%
    tightening-2022  0.5348%
    easing-2024      0.5035%
  positioning      (as of 2026-06-23)
    net         -13,816 contracts (net short CHF)
    net % OI    -12.7%
    net%OI range -25.7% … +5.8% (own 130w)
    w/w change  -1,450
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-06-26)
    vs DXY      +0.70
    vs S&P 500  -0.30
    vs DXY beta +0.83 (26w)