On 2026-07-13, USD/CHF closed at 0.80936, up 0.35% on the day. It trades at 85.8% of its 52-week range. Its RSI(14) of 61.17 is in the 83rd percentile of its history since 2003, and its 20-day return of +1.95% in the 81st percentile. Leveraged-money positioning is net -6.7% of open interest, in the 60th percentile of its own two-year range. Its 20/50/200-day moving averages are 0.80615 / 0.79449 / 0.79167, with price +0.40% / +1.87% / +2.23% against them. Its 52-week range is 0.7629–0.81703; it closed 0.94% below the high and 6.09% above the low. Its 20-day volatility is 0.339% daily, in the 11th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00526 (52.6 pips), 0.65% of price. It has returned +0.69% over 5 days and +3.28% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80936 +0.350%
price & change (as of 2026-07-13, prior 2026-07-10)
close 0.80936
change +0.00282 (+0.350%, +28.2 pips)
gap +0.00278 (+27.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-13)
range 0.00525 (52.5 pips)
close pos 36.2% of range
moving averages (as of 2026-07-13)
20d MA 0.80615 price above by +0.40%
50d MA 0.79449 price above by +1.87%
200d MA 0.79167 price above by +2.23%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-13)
20d stdev 0.339% daily ≈ 5.4% annualized (×√252) (11th pct of own history, since 2003 (5899 obs))
vs easing-2024 avg 0.68× (0.339% vs 0.501% era avg)
ATR (as of 2026-07-13)
ATR(14) 0.00526 (52.6 pips)
ATR% 0.65% (13th pct of own history, since 2003 (5905 obs))
range/ATR 99.7%
52-week range (as of 2026-07-13)
high 0.81703 (-0.94% from high)
low 0.76290 (+6.09% from low)
momentum (as of 2026-07-13)
RSI(14) 61.17 (83rd pct of own history, since 2003 (5905 obs))
returns (as of 2026-07-13)
5d return +0.69%
20d return +1.95%
60d return +3.28%
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 0.5006%
positioning (as of 2026-07-07)
next COT as of 2026-07-14 (released ~that Fri, later if a holiday intervenes)
net -7,218 contracts (net short CHF; = long USD in USD/CHF terms)
net % OI -6.7%
net%OI range -25.7% … +5.8% (own 132w)
w/w change +2,448
rate differential (USD–CHF policy)
USD (EFFR) 3.62% (as of 2026-07-13, daily effective)
next Fed 2026-07-29 (16 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-05, policy rate)
next SNB 2026-09-24 (73 days)
differential +3.62% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-13)
vs DXY +0.67
vs S&P 500 -0.32
vs DXY beta +0.79 (26w)