On 2026-07-28, USD/CHF closed at 0.81928, up 0.37% on the day. It trades at 97.9% of its 52-week range. Its RSI(14) of 67.05 is in the 93rd percentile of its history since 2003, and its 20-day return of +1.45% in the 75th 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 0.80991 / 0.80121 / 0.79238, with price +1.16% / +2.26% / +3.39% against them. Its 52-week range is 0.7629–0.82047; it closed 0.15% below the high and 7.39% above the low. Its 20-day volatility is 0.364% daily, in the 15th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00515 (51.5 pips), 0.63% of price. It has returned +1.14% over 5 days and +4.50% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81928 +0.370% · 52wk position 97.9% of range (52wk)
cross-signal: flow signals align USD/CHF up: daily %, 20d return
price & change (as of 2026-07-28, prior 2026-07-27)
close 0.81928
change +0.00302 (+0.370%, +30.2 pips)
gap +0.00324 (+32.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-28)
range 0.00377 (37.7 pips)
close pos 68.4% of range
moving averages (as of 2026-07-28)
20d MA 0.80991 price above by +1.16%
50d MA 0.80121 price above by +2.26%
200d MA 0.79238 price above by +3.39%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-28)
20d stdev 0.364% daily ≈ 5.8% annualized (×√252) (15th pct of own history, since 2003 (5910 obs))
vs easing-2024 avg 0.73× (0.364% vs 0.499% era avg)
ATR (as of 2026-07-28)
ATR(14) 0.00515 (51.5 pips)
ATR% 0.63% (10th pct of own history, since 2003 (5916 obs))
range/ATR 73.2%
52-week range (as of 2026-07-28)
high 0.82047 (-0.15% from high)
low 0.76290 (+7.39% from low)
momentum (as of 2026-07-28)
RSI(14) 67.05 (93rd pct of own history, since 2003 (5916 obs))
returns (as of 2026-07-28)
5d return +1.14%
20d return +1.45%
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 0.4992%
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 2026-07-28, daily effective)
next Fed 2026-07-29 (1 day)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (58 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-28)
vs DXY +0.67
vs S&P 500 -0.53
vs DXY beta +0.60 (26w)