On 2026-07-27, USD/CHF closed at 0.81626, down 0.07% on the day. It trades at 95.2% of its 52-week range. Its RSI(14) of 63.83 is in the 89th percentile of its history since 2003, and its 20-day return of +0.76% 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 0.80932 / 0.80051 / 0.79224, with price +0.86% / +1.97% / +3.03% against them. Its 52-week range is 0.7629–0.81895; it closed 0.33% below the high and 6.99% above the low. Its 20-day volatility is 0.367% daily, in the 16th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00522 (52.2 pips), 0.64% of price. It has returned +0.97% over 5 days and +4.50% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81626 -0.075% · 52wk position 95.2% of range (52wk)
cross-signal: flow signals split — 20d return up / daily % down
price & change (as of 2026-07-27, prior 2026-07-24)
close 0.81626
change -0.00061 (-0.075%, -6.1 pips)
gap -0.00091 (-9.1 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-27)
range 0.00509 (50.9 pips)
close pos 47.2% of range
moving averages (as of 2026-07-27)
20d MA 0.80932 price above by +0.86%
50d MA 0.80051 price above by +1.97%
200d MA 0.79224 price above by +3.03%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-27)
20d stdev 0.367% daily ≈ 5.8% annualized (×√252) (16th pct of own history, since 2003 (5909 obs))
vs easing-2024 avg 0.73× (0.367% vs 0.499% era avg)
ATR (as of 2026-07-27)
ATR(14) 0.00522 (52.2 pips)
ATR% 0.64% (11th pct of own history, since 2003 (5915 obs))
range/ATR 97.5%
52-week range (as of 2026-07-27)
high 0.81895 (-0.33% from high)
low 0.76290 (+6.99% from low)
momentum (as of 2026-07-27)
RSI(14) 63.83 (89th pct of own history, since 2003 (5915 obs))
returns (as of 2026-07-27)
5d return +0.97%
20d return +0.76%
60d return +4.50%
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 0.4994%
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 2026-07-24, daily effective)
next Fed 2026-07-29 (2 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (59 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-27)
vs DXY +0.67
vs S&P 500 -0.52
vs DXY beta +0.61 (26w)