On 2026-08-03, USD/CHF closed at 0.807, up 0.15% on the day. It trades at 76.6% of its 52-week range. Its RSI(14) of 46.99 is in the 43rd percentile of its history since 2003, and its 20-day return of +0.40% in the 59th 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 0.81089 / 0.80323 / 0.79272, with price -0.48% / +0.47% / +1.80% against them. Its 52-week range is 0.7629–0.82047; it closed 1.64% below the high and 5.78% 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 0.00589 (58.9 pips), 0.73% of price. It has returned -1.13% over 5 days and +3.76% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80700 +0.153%
price & change (as of 2026-08-03, prior 2026-07-31)
close 0.80700
change +0.00123 (+0.153%, +12.3 pips)
gap +0.00160 (+16.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-03)
range 0.00571 (57.1 pips)
close pos 23.1% of range
moving averages (as of 2026-08-03)
20d MA 0.81089 price below by -0.48%
50d MA 0.80323 price above by +0.47%
200d MA 0.79272 price above by +1.80%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-03)
20d stdev 0.441% daily ≈ 7.0% annualized (×√252) (34th pct of own history, since 2003 (5914 obs))
vs easing-2024 avg 0.88× (0.441% vs 0.500% era avg)
ATR (as of 2026-08-03)
ATR(14) 0.00589 (58.9 pips)
ATR% 0.73% (28th pct of own history, since 2003 (5920 obs))
range/ATR 96.9%
52-week range (as of 2026-08-03)
high 0.82047 (-1.64% from high)
low 0.76290 (+5.78% from low)
momentum (as of 2026-08-03)
RSI(14) 46.99 (43rd pct of own history, since 2003 (5920 obs))
returns (as of 2026-08-03)
5d return -1.13%
20d return +0.40%
60d return +3.76%
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 0.4999%
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 2026-07-31, daily effective)
next Fed 2026-09-16 (44 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (52 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-03)
vs DXY +0.75
vs S&P 500 -0.54
vs DXY beta +0.62 (26w)