On 2026-07-22, USD/CHF closed at 0.8124, up 0.29% on the day. It trades at 91.4% of its 52-week range. Its RSI(14) of 60.09 is in the 81st percentile of its history since 2003, and its 20-day return of +0.33% in the 58th 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 0.80861 / 0.79862 / 0.79202, with price +0.47% / +1.73% / +2.57% against them. Its 52-week range is 0.7629–0.81703; it closed 0.57% below the high and 6.49% above the low. Its 20-day volatility is 0.371% daily, in the 17th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.0053 (53 pips), 0.65% of price. It has returned +0.41% over 5 days and +2.97% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81240 +0.293%
price & change (as of 2026-07-22, prior 2026-07-21)
close 0.81240
change +0.00237 (+0.293%, +23.7 pips)
gap +0.00268 (+26.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-22)
range 0.00236 (23.6 pips)
close pos 42.4% of range
moving averages (as of 2026-07-22)
20d MA 0.80861 price above by +0.47%
50d MA 0.79862 price above by +1.73%
200d MA 0.79202 price above by +2.57%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-22)
20d stdev 0.371% daily ≈ 5.9% annualized (×√252) (17th pct of own history, since 2003 (5906 obs))
vs easing-2024 avg 0.74× (0.371% vs 0.500% era avg)
ATR (as of 2026-07-22)
ATR(14) 0.00530 (53.0 pips)
ATR% 0.65% (13th pct of own history, since 2003 (5912 obs))
range/ATR 44.6%
52-week range (as of 2026-07-22)
high 0.81703 (-0.57% from high)
low 0.76290 (+6.49% from low)
momentum (as of 2026-07-22)
RSI(14) 60.09 (81st pct of own history, since 2003 (5912 obs))
returns (as of 2026-07-22)
5d return +0.41%
20d return +0.33%
60d return +2.97%
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 0.5003%
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 (7 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (64 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-22)
vs DXY +0.61
vs S&P 500 -0.37
vs DXY beta +0.74 (26w)