On 2026-07-23, USD/CHF closed at 0.8142, up 0.22% on the day. It trades at 93.5% of its 52-week range. Its RSI(14) of 62.14 is in the 85th percentile of its history since 2003, and its 20-day return of +0.20% in the 56th percentile. Leveraged-money positioning is net -8.2% of open interest, in the 55th 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 0.8087 / 0.79928 / 0.79207, with price +0.68% / +1.87% / +2.79% against them. Its 52-week range is 0.7629–0.81778; it closed 0.44% below the high and 6.72% above the low. Its 20-day volatility is 0.365% daily, in the 16th 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 +1.19% over 5 days and +2.99% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81420 +0.222%
price & change (as of 2026-07-23, prior 2026-07-22)
close 0.81420
change +0.00180 (+0.222%, +18.0 pips)
gap +0.00168 (+16.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-23)
range 0.00498 (49.8 pips)
close pos 28.1% of range
moving averages (as of 2026-07-23)
20d MA 0.80870 price above by +0.68%
50d MA 0.79928 price above by +1.87%
200d MA 0.79207 price above by +2.79%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-23)
20d stdev 0.365% daily ≈ 5.8% annualized (×√252) (16th pct of own history, since 2003 (5907 obs))
vs easing-2024 avg 0.73× (0.365% vs 0.500% era avg)
ATR (as of 2026-07-23)
ATR(14) 0.00530 (53.0 pips)
ATR% 0.65% (13th pct of own history, since 2003 (5913 obs))
range/ATR 93.9%
52-week range (as of 2026-07-23)
high 0.81778 (-0.44% from high)
low 0.76290 (+6.72% from low)
momentum (as of 2026-07-23)
RSI(14) 62.14 (85th pct of own history, since 2003 (5913 obs))
returns (as of 2026-07-23)
5d return +1.19%
20d return +0.20%
60d return +2.99%
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 0.5000%
positioning (as of 2026-07-21)
next COT as of 2026-07-28 (released ~that Fri, later if a holiday intervenes)
net -8,897 contracts (net short CHF; = long USD in USD/CHF terms)
net % OI -8.2%
net%OI range -25.7% … +5.8% (own 134w)
w/w change +603
rate differential (USD–CHF policy)
USD (EFFR) 3.63% (as of 2026-07-23, daily effective)
next Fed 2026-07-29 (6 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (63 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-23)
vs DXY +0.61
vs S&P 500 -0.38
vs DXY beta +0.74 (26w)