On 2026-07-31, USD/CHF closed at 0.80577, down 0.94% on the day. It trades at 74.5% of its 52-week range. Its RSI(14) of 45.26 is in the 38th percentile of its history since 2003, and its 20-day return of +0.17% in the 55th percentile. Leveraged-money positioning is net -8.6% of open interest, in the 54th percentile of its own two-year range. Its 20/50/200-day moving averages are 0.81073 / 0.80273 / 0.79266, with price -0.61% / +0.38% / +1.65% against them. Its 52-week range is 0.7629–0.82047; it closed 1.79% below the high and 5.62% above the low. Its 20-day volatility is 0.441% daily, in the 34th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00591 (59.1 pips), 0.73% of price. It has returned -1.36% over 5 days and +3.28% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80577 -0.937%
price & change (as of 2026-07-31, prior 2026-07-30)
close 0.80577
change -0.00762 (-0.937%, -76.2 pips)
gap -0.00757 (-75.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-07-31)
range 0.00718 (71.8 pips)
close pos 3.8% of range
moving averages (as of 2026-07-31)
20d MA 0.81073 price below by -0.61%
50d MA 0.80273 price above by +0.38%
200d MA 0.79266 price above by +1.65%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-07-31)
20d stdev 0.441% daily ≈ 7.0% annualized (×√252) (34th pct of own history, since 2003 (5913 obs))
vs easing-2024 avg 0.88× (0.441% vs 0.500% era avg)
ATR (as of 2026-07-31)
ATR(14) 0.00591 (59.1 pips)
ATR% 0.73% (29th pct of own history, since 2003 (5919 obs))
range/ATR 121.6%
52-week range (as of 2026-07-31)
high 0.82047 (-1.79% from high)
low 0.76290 (+5.62% from low)
momentum (as of 2026-07-31)
RSI(14) 45.26 (38th pct of own history, since 2003 (5919 obs))
returns (as of 2026-07-31)
5d return -1.36%
20d return +0.17%
60d return +3.28%
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 0.5002%
positioning (as of 2026-07-28) (predates 2026-07-29 FOMC)
next COT as of 2026-08-04 (released ~that Fri, later if a holiday intervenes)
net -9,647 contracts (net short CHF; = long USD in USD/CHF terms)
net % OI -8.6%
net%OI range -25.7% … +5.8% (own 135w)
w/w change -750
rate differential (USD–CHF policy)
USD (EFFR) 3.63% (as of 2026-07-30, daily effective)
next Fed 2026-09-16 (47 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (55 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-07-31)
vs DXY +0.73
vs S&P 500 -0.51
vs DXY beta +0.66 (26w)