On 2026-07-16, USD/CHF closed at 0.80466, down 0.54% on the day. It trades at 77.1% of its 52-week range. Its RSI(14) of 50.58 is in the 55th percentile of its history since 2003, and its 20-day return of +0.66% in the 63rd 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 0.80823 / 0.79617 / 0.79187, with price -0.44% / +1.07% / +1.62% against them. Its 52-week range is 0.7629–0.81703; it closed 1.51% below the high and 5.47% above the low. Its 20-day volatility is 0.391% daily, in the 21st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00565 (56.5 pips), 0.70% of price. It has returned -0.42% over 5 days and +2.53% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80466 -0.544%
price & change (as of 2026-07-16, prior 2026-07-15)
close 0.80466
change -0.00440 (-0.544%, -44.0 pips)
gap -0.00461 (-46.1 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-16)
range 0.00432 (43.2 pips)
close pos 4.9% of range
moving averages (as of 2026-07-16)
20d MA 0.80823 price below by -0.44%
50d MA 0.79617 price above by +1.07%
200d MA 0.79187 price above by +1.62%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-16)
20d stdev 0.391% daily ≈ 6.2% annualized (×√252) (21st pct of own history, since 2003 (5902 obs))
vs easing-2024 avg 0.78× (0.391% vs 0.501% era avg)
ATR (as of 2026-07-16)
ATR(14) 0.00565 (56.5 pips)
ATR% 0.70% (23rd pct of own history, since 2003 (5908 obs))
range/ATR 76.4%
52-week range (as of 2026-07-16)
high 0.81703 (-1.51% from high)
low 0.76290 (+5.47% from low)
momentum (as of 2026-07-16)
RSI(14) 50.58 (55th pct of own history, since 2003 (5908 obs))
returns (as of 2026-07-16)
5d return -0.42%
20d return +0.66%
60d return +2.53%
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 0.5013%
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 (13 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-05, policy rate)
next SNB 2026-09-24 (70 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-16)
vs DXY +0.67
vs S&P 500 -0.31
vs DXY beta +0.79 (26w)