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

On 2026-07-08, USD/CHF closed at 0.80882, up 0.47% on the day. It trades at 84.8% of its 52-week range. Its RSI(14) of 61.83 is in the 85th percentile of its history since 2003, and its 20-day return of +1.20% in the 72nd 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 0.80882  +0.465%
  price & change   (as of 2026-07-08, prior 2026-07-07)
    close       0.80882
    change      +0.00374  (+0.465%, +37.4 pips)
    gap         +0.00389  (+38.9 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-07-08)
    range       0.00456  (45.6 pips)
    close pos   57.5% of range
  moving averages  (as of 2026-07-08)
     20d MA     0.80440   price above by +0.55%
     50d MA     0.79307   price above by +1.99%
    200d MA     0.79150   price above by +2.19%
    price > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-07-08)
    20d stdev   0.365% daily ≈ 5.8% annualized (×√252)   (16th pct of own history, since 2003 (5896 obs))
    vs easing-2024 avg  0.73× (0.365% vs 0.501% era avg)
  ATR              (as of 2026-07-08)
    ATR(14)    0.00530  (53.0 pips)
    ATR%        0.66%   (14th pct of own history, since 2003 (5902 obs))
    range/ATR   86.0%
  52-week range    (as of 2026-07-08)
    high        0.81703   (-1.00% from high)
    low         0.76290   (+6.02% from low)
  momentum         (as of 2026-07-08)
    RSI(14)     61.83   (85th pct of own history, since 2003 (5902 obs))
  returns          (as of 2026-07-08)
     5d return  +0.01%
    20d return  +1.20%
    60d return  +3.57%
  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      0.5015%
  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 2026-07-08)
    vs DXY      +0.67
    vs S&P 500  -0.32
    vs DXY beta +0.79 (26w)