On 2026-07-15, USD/CHF closed at 0.80906, down 0.70% on the day. It trades at 85.3% of its 52-week range. Its RSI(14) of 57.04 is in the 73rd percentile of its history since 2003, and its 20-day return of +2.01% in the 82nd 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 0.80796 / 0.79565 / 0.79182, with price +0.14% / +1.68% / +2.18% against them. Its 52-week range is 0.7629–0.81703; it closed 0.98% below the high and 6.05% above the low. Its 20-day volatility is 0.401% daily, in the 24th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00573 (57.3 pips), 0.71% of price. It has returned +0.03% over 5 days and +3.65% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80906 -0.696%
price & change (as of 2026-07-15, prior 2026-07-14)
close 0.80906
change -0.00567 (-0.696%, -56.7 pips)
gap -0.00573 (-57.3 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-15)
range 0.00511 (51.1 pips)
close pos 54.0% of range
moving averages (as of 2026-07-15)
20d MA 0.80796 price above by +0.14%
50d MA 0.79565 price above by +1.68%
200d MA 0.79182 price above by +2.18%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-15)
20d stdev 0.401% daily ≈ 6.4% annualized (×√252) (24th pct of own history, since 2003 (5901 obs))
vs easing-2024 avg 0.80× (0.401% vs 0.501% era avg)
ATR (as of 2026-07-15)
ATR(14) 0.00573 (57.3 pips)
ATR% 0.71% (24th pct of own history, since 2003 (5907 obs))
range/ATR 89.1%
52-week range (as of 2026-07-15)
high 0.81703 (-0.98% from high)
low 0.76290 (+6.05% from low)
momentum (as of 2026-07-15)
RSI(14) 57.04 (73rd pct of own history, since 2003 (5907 obs))
returns (as of 2026-07-15)
5d return +0.03%
20d return +2.01%
60d return +3.65%
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 0.5012%
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) 3.63% (as of 2026-07-15, daily effective)
next Fed 2026-07-29 (14 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-05, policy rate)
next SNB 2026-09-24 (71 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-15)
vs DXY +0.66
vs S&P 500 -0.32
vs DXY beta +0.77 (26w)