On 2026-07-14, USD/CHF closed at 0.81473, up 0.66% on the day. It trades at 95.8% of its 52-week range. Its RSI(14) of 67.33 is in the 93rd percentile of its history since 2003, and its 20-day return of +2.56% in the 88th 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 0.80717 / 0.7951 / 0.79176, with price +0.94% / +2.47% / +2.90% against them. Its 52-week range is 0.7629–0.81703; it closed 0.28% below the high and 6.79% above the low. Its 20-day volatility is 0.361% daily, in the 15th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00553 (55.3 pips), 0.68% of price. It has returned +1.20% over 5 days and +4.65% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81473 +0.663% · 52wk position 95.8% of range (52wk)
cross-signal: flow signals align USD/CHF up: daily %, 20d return
price & change (as of 2026-07-14, prior 2026-07-13)
close 0.81473
change +0.00537 (+0.663%, +53.7 pips)
gap +0.00526 (+52.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-14)
range 0.00896 (89.6 pips)
close pos 96.5% of range
moving averages (as of 2026-07-14)
20d MA 0.80717 price above by +0.94%
50d MA 0.79510 price above by +2.47%
200d MA 0.79176 price above by +2.90%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-14)
20d stdev 0.361% daily ≈ 5.7% annualized (×√252) (15th pct of own history, since 2003 (5900 obs))
vs easing-2024 avg 0.72× (0.361% vs 0.501% era avg)
ATR (as of 2026-07-14)
ATR(14) 0.00553 (55.3 pips)
ATR% 0.68% (18th pct of own history, since 2003 (5906 obs))
range/ATR 162.1%
52-week range (as of 2026-07-14)
high 0.81703 (-0.28% from high)
low 0.76290 (+6.79% from low)
momentum (as of 2026-07-14)
RSI(14) 67.33 (93rd pct of own history, since 2003 (5906 obs))
returns (as of 2026-07-14)
5d return +1.20%
20d return +2.56%
60d return +4.65%
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 0.5009%
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 (15 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-05, policy rate)
next SNB 2026-09-24 (72 days)
differential +3.62% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-14)
vs DXY +0.65
vs S&P 500 -0.33
vs DXY beta +0.77 (26w)