On 2026-07-17, USD/CHF closed at 0.80831, up 0.45% on the day. It trades at 83.9% of its 52-week range. Its RSI(14) of 55.12 is in the 68th percentile of its history since 2003, and its 20-day return of +0.42% in the 59th percentile. Leveraged-money positioning is net -8.8% of open interest, in the 54th percentile of its own two-year range. Its 20/50/200-day moving averages are 0.8084 / 0.79673 / 0.79192, with price -0.01% / +1.45% / +2.07% against them. Its 52-week range is 0.7629–0.81703; it closed 1.07% below the high and 5.95% above the low. Its 20-day volatility is 0.373% daily, in the 17th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00557 (55.7 pips), 0.69% of price. It has returned +0.22% over 5 days and +2.81% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80831 +0.454%
price & change (as of 2026-07-17, prior 2026-07-16)
close 0.80831
change +0.00365 (+0.454%, +36.5 pips)
gap +0.00380 (+38.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-17)
range 0.00320 (32.0 pips)
close pos 72.2% of range
moving averages (as of 2026-07-17)
20d MA 0.80840 price below by -0.01%
50d MA 0.79673 price above by +1.45%
200d MA 0.79192 price above by +2.07%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-17)
20d stdev 0.373% daily ≈ 5.9% annualized (×√252) (17th pct of own history, since 2003 (5903 obs))
vs easing-2024 avg 0.75× (0.373% vs 0.501% era avg)
ATR (as of 2026-07-17)
ATR(14) 0.00557 (55.7 pips)
ATR% 0.69% (20th pct of own history, since 2003 (5909 obs))
range/ATR 57.4%
52-week range (as of 2026-07-17)
high 0.81703 (-1.07% from high)
low 0.76290 (+5.95% from low)
momentum (as of 2026-07-17)
RSI(14) 55.12 (68th pct of own history, since 2003 (5909 obs))
returns (as of 2026-07-17)
5d return +0.22%
20d return +0.42%
60d return +2.81%
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 2026-07-14)
next COT as of 2026-07-21 (released ~that Fri, later if a holiday intervenes)
net -9,500 contracts (net short CHF; = long USD in USD/CHF terms)
net % OI -8.8%
net%OI range -25.7% … +5.8% (own 133w)
w/w change -2,282
rate differential (USD–CHF policy)
USD (EFFR) 3.63% (as of 2026-07-16, daily effective)
next Fed 2026-07-29 (12 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-05, policy rate)
next SNB 2026-09-24 (69 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-17)
vs DXY +0.67
vs S&P 500 -0.32
vs DXY beta +0.78 (26w)