On 2026-07-20, USD/CHF closed at 0.80842, up 0.01% on the day. It trades at 84.1% of its 52-week range. Its RSI(14) of 55.26 is in the 69th percentile of its history since 2003, and its 20-day return of +0.06% in the 53rd percentile. Leveraged-money positioning is net -8.8% of open interest, in the 54th percentile of its own two-year range. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 0.80842 / 0.79735 / 0.79195, with price +0.00% / +1.39% / +2.08% against them. Its 52-week range is 0.7629–0.81703; it closed 1.05% below the high and 5.97% above the low. Its 20-day volatility is 0.364% daily, in the 15th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00549 (54.9 pips), 0.68% of price. It has returned -0.12% over 5 days and +2.81% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80842 +0.014%
price & change (as of 2026-07-20, prior 2026-07-17)
close 0.80842
change +0.00011 (+0.014%, +1.1 pips)
gap +0.00017 (+1.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-20)
range 0.00443 (44.3 pips)
close pos 50.6% of range
moving averages (as of 2026-07-20)
20d MA 0.80842 price above by <+0.01%
50d MA 0.79735 price above by +1.39%
200d MA 0.79195 price above by +2.08%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-20)
20d stdev 0.364% daily ≈ 5.8% annualized (×√252) (15th pct of own history, since 2003 (5904 obs))
vs easing-2024 avg 0.73× (0.364% vs 0.501% era avg)
ATR (as of 2026-07-20)
ATR(14) 0.00549 (54.9 pips)
ATR% 0.68% (18th pct of own history, since 2003 (5910 obs))
range/ATR 80.6%
52-week range (as of 2026-07-20)
high 0.81703 (-1.05% from high)
low 0.76290 (+5.97% from low)
momentum (as of 2026-07-20)
RSI(14) 55.26 (69th pct of own history, since 2003 (5910 obs))
returns (as of 2026-07-20)
5d return -0.12%
20d return +0.06%
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 0.5008%
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 2026-07-20, daily effective)
next Fed 2026-07-29 (9 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (66 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-20)
vs DXY +0.60
vs S&P 500 -0.37
vs DXY beta +0.73 (26w)