On 2026-07-30, USD/CHF closed at 0.81339, down 0.74% on the day. It trades at 87.7% of its 52-week range. Its RSI(14) of 55.73 is in the 70th percentile of its history since 2003, and its 20-day return of +0.52% in the 61st 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 0.81066 / 0.80235 / 0.79262, with price +0.34% / +1.38% / +2.62% against them. Its 52-week range is 0.7629–0.82047; it closed 0.86% below the high and 6.62% above the low. Its 20-day volatility is 0.407% daily, in the 25th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00575 (57.5 pips), 0.71% of price. It has returned -0.10% over 5 days and +4.43% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81339 -0.741%
price & change (as of 2026-07-30, prior 2026-07-29)
close 0.81339
change -0.00607 (-0.741%, -60.7 pips)
gap -0.00611 (-61.1 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-30)
range 0.01301 (130.1 pips)
close pos 68.9% of range
moving averages (as of 2026-07-30)
20d MA 0.81066 price above by +0.34%
50d MA 0.80235 price above by +1.38%
200d MA 0.79262 price above by +2.62%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-30)
20d stdev 0.407% daily ≈ 6.5% annualized (×√252) (25th pct of own history, since 2003 (5912 obs))
vs easing-2024 avg 0.81× (0.407% vs 0.499% era avg)
ATR (as of 2026-07-30)
ATR(14) 0.00575 (57.5 pips)
ATR% 0.71% (24th pct of own history, since 2003 (5918 obs))
range/ATR 226.1%
52-week range (as of 2026-07-30)
high 0.82047 (-0.86% from high)
low 0.76290 (+6.62% from low)
momentum (as of 2026-07-30)
RSI(14) 55.73 (70th pct of own history, since 2003 (5918 obs))
returns (as of 2026-07-30)
5d return -0.10%
20d return +0.52%
60d return +4.43%
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 0.4993%
positioning (as of 2026-07-21) (predates 2026-07-29 FOMC)
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 2026-07-30, daily effective)
next Fed 2026-09-16 (48 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (56 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-30)
vs DXY +0.68
vs S&P 500 -0.52
vs DXY beta +0.58 (26w)