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

On 2026-07-06, USD/CHF closed at 0.8038, down 0.08% on the day. It trades at 75.6% of its 52-week range. Its RSI(14) of 54.93 is in the 68th percentile of its history since 2003, and its 20-day return of +0.93% in the 68th percentile. Leveraged-money positioning is net -9.1% of open interest, in the 53rd percentile of its own two-year range.

=== USD/CHF  (pip 0.0001) ===
  >> close 0.80380  -0.076%
  price & change   (as of 2026-07-06, prior 2026-07-03)
    close       0.80380
    change      -0.00061  (-0.076%, -6.1 pips)
    gap         -0.00054  (-5.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-06)
    range       0.00407  (40.7 pips)
    close pos   14.7% of range
  moving averages  (as of 2026-07-06)
     20d MA     0.80357   price above by +0.03%
     50d MA     0.79228   price above by +1.45%
    200d MA     0.79142   price above by +1.56%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-06)
    20d stdev   0.354% daily   (13th pct of own history)
    vs easing-2024 avg  0.71× (0.354% vs 0.502% era avg)
  ATR              (as of 2026-07-06)
    ATR(14)    0.00542  (54.2 pips)
    ATR%        0.67%   (17th pct of own history)
    range/ATR   75.0%
  52-week range    (as of 2026-07-06)
    high        0.81703   (-1.62% from high)
    low         0.76290   (+5.36% from low)
  momentum         (as of 2026-07-06)
    RSI(14)     54.93   (68th pct of own history)
  returns          (as of 2026-07-06)
     5d return  -0.77%
    20d return  +0.93%
    60d return  +1.41%
  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      0.5018%
  positioning      (as of 2026-06-30)
    next COT     as of 2026-07-07 (released ~that Fri, later if a holiday intervenes)
    net         -9,666 contracts (net short CHF; = long USD in USD/CHF terms)
    net % OI    -9.1%
    net%OI range -25.7% … +5.8% (own 131w)
    w/w change  +4,150
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-07-06)
    vs DXY      +0.70
    vs S&P 500  -0.32
    vs DXY beta +0.82 (26w)