On 2026-07-24, USD/CHF closed at 0.81687, up 0.33% on the day. It trades at 97.1% of its 52-week range. Its RSI(14) of 65.02 is in the 91st percentile of its history since 2003, and its 20-day return of +0.78% in the 65th 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 0.80901 / 0.79993 / 0.79215, with price +0.97% / +2.12% / +3.12% against them. Its 52-week range is 0.7629–0.81848; it closed 0.20% below the high and 7.07% 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 0.00523 (52.3 pips), 0.64% of price. It has returned +1.06% over 5 days and +4.54% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81687 +0.328% · 52wk position 97.1% of range (52wk)
cross-signal: flow signals align USD/CHF up: daily %, 20d return
price & change (as of 2026-07-24, prior 2026-07-23)
close 0.81687
change +0.00267 (+0.328%, +26.7 pips)
gap +0.00279 (+27.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-24)
range 0.00328 (32.8 pips)
close pos 50.9% of range
moving averages (as of 2026-07-24)
20d MA 0.80901 price above by +0.97%
50d MA 0.79993 price above by +2.12%
200d MA 0.79215 price above by +3.12%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-24)
20d stdev 0.366% daily ≈ 5.8% annualized (×√252) (16th pct of own history, since 2003 (5908 obs))
vs easing-2024 avg 0.73× (0.366% vs 0.500% era avg)
ATR (as of 2026-07-24)
ATR(14) 0.00523 (52.3 pips)
ATR% 0.64% (11th pct of own history, since 2003 (5914 obs))
range/ATR 62.7%
52-week range (as of 2026-07-24)
high 0.81848 (-0.20% from high)
low 0.76290 (+7.07% from low)
momentum (as of 2026-07-24)
RSI(14) 65.02 (91st pct of own history, since 2003 (5914 obs))
returns (as of 2026-07-24)
5d return +1.06%
20d return +0.78%
60d return +4.54%
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 0.4998%
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 (5 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (62 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)