On 2026-07-21, USD/CHF closed at 0.81003, up 0.20% on the day. It trades at 87.1% of its 52-week range. Its RSI(14) of 57.26 is in the 74th percentile of its history since 2003, and its 20-day return of +0.15% in the 55th 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 0.80848 / 0.79798 / 0.79197, with price +0.19% / +1.51% / +2.28% against them. Its 52-week range is 0.7629–0.81703; it closed 0.86% below the high and 6.18% above the low. Its 20-day volatility is 0.366% daily, in the 16th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00542 (54.2 pips), 0.67% of price. It has returned -0.58% over 5 days and +3.15% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81003 +0.199%
price & change (as of 2026-07-21, prior 2026-07-20)
close 0.81003
change +0.00161 (+0.199%, +16.1 pips)
gap +0.00152 (+15.2 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-21)
range 0.00374 (37.4 pips)
close pos 24.9% of range
moving averages (as of 2026-07-21)
20d MA 0.80848 price above by +0.19%
50d MA 0.79798 price above by +1.51%
200d MA 0.79197 price above by +2.28%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-21)
20d stdev 0.366% daily ≈ 5.8% annualized (×√252) (16th pct of own history, since 2003 (5905 obs))
vs easing-2024 avg 0.73× (0.366% vs 0.501% era avg)
ATR (as of 2026-07-21)
ATR(14) 0.00542 (54.2 pips)
ATR% 0.67% (16th pct of own history, since 2003 (5911 obs))
range/ATR 69.1%
52-week range (as of 2026-07-21)
high 0.81703 (-0.86% from high)
low 0.76290 (+6.18% from low)
momentum (as of 2026-07-21)
RSI(14) 57.26 (74th pct of own history, since 2003 (5911 obs))
returns (as of 2026-07-21)
5d return -0.58%
20d return +0.15%
60d return +3.15%
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 0.5005%
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 2026-07-21, daily effective)
next Fed 2026-07-29 (8 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (65 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-21)
vs DXY +0.60
vs S&P 500 -0.37
vs DXY beta +0.73 (26w)