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

On 2026-07-03, USD/CHF closed at 0.80441, down 0.59% on the day. It trades at 76.7% of its 52-week range. Its RSI(14) of 56.01 is in the 71st percentile of its history since 2003, and its 20-day return of +1.97% in the 82nd 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 0.80441  -0.586%
  price & change   (as of 2026-07-03, prior 2026-07-02)
    close       0.80441
    change      -0.00474  (-0.586%, -47.4 pips)
    gap         -0.00488  (-48.8 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-03)
    range       0.00374  (37.4 pips)
    close pos   93.9% of range
  moving averages  (as of 2026-07-03)
     20d MA     0.80321   price above by +0.15%
     50d MA     0.79193   price above by +1.58%
    200d MA     0.79137   price above by +1.65%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-03)
    20d stdev   0.407% daily   (25th pct of own history)
    vs easing-2024 avg  0.81× (0.407% vs 0.502% era avg)
  ATR              (as of 2026-07-03)
    ATR(14)    0.00553  (55.3 pips)
    ATR%        0.69%   (19th pct of own history)
    range/ATR   67.7%
  52-week range    (as of 2026-07-03)
    high        0.81703   (-1.54% from high)
    low         0.76290   (+5.44% from low)
  momentum         (as of 2026-07-03)
    RSI(14)     56.01   (71st pct of own history)
  returns          (as of 2026-07-03)
     5d return  -0.75%
    20d return  +1.97%
    60d return  +1.71%
  volatility by rate-era
    pre-crisis       0.6825%   (from 2003-09-17)
    ZIRP-2009        0.8514%
    tightening-2015  0.4493%
    ZIRP-2019        0.4109%
    tightening-2022  0.5348%
    easing-2024      0.5022%
  positioning      (as of 2026-06-23)
    next COT     as of 2026-06-30 (released ~that Fri, later if a holiday intervenes) — newer data due
    net         -13,816 contracts (net short CHF; = long USD in USD/CHF terms)
    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 2026-07-02)
    vs DXY      +0.71
    vs S&P 500  -0.29
    vs DXY beta +0.83 (26w)