On 2026-08-04, USD/CHF closed at 0.81037, up 0.42% on the day. It trades at 82.5% of its 52-week range. Its RSI(14) of 51.52 is in the 57th percentile of its history since 2003, and its 20-day return of +0.66% in the 63rd percentile. Leveraged-money positioning is net -8.6% of open interest, at 54% of its own two-year positioning range. Its 20/50/200-day moving averages are 0.81115 / 0.80378 / 0.79279, with price -0.10% / +0.82% / +2.22% against them. Its 52-week range is 0.7629–0.82047; it closed 1.23% below the high and 6.22% above the low. Its 20-day volatility is 0.449% daily, in the 36th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00573 (57.3 pips), 0.71% of price. It has returned -1.09% over 5 days and +4.14% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81037 +0.418%
price & change (as of 2026-08-04, prior 2026-08-03)
close 0.81037
change +0.00337 (+0.418%, +33.7 pips)
gap +0.00322 (+32.2 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-04)
range 0.00267 (26.7 pips)
close pos 92.5% of range
moving averages (as of 2026-08-04)
20d MA 0.81115 price below by -0.10%
50d MA 0.80378 price above by +0.82%
200d MA 0.79279 price above by +2.22%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-04)
20d stdev 0.449% daily ≈ 7.1% annualized (×√252) (36th pct of own history, since 2003 (5915 obs))
vs easing-2024 avg 0.90× (0.449% vs 0.500% era avg)
ATR (as of 2026-08-04)
ATR(14) 0.00573 (57.3 pips)
ATR% 0.71% (24th pct of own history, since 2003 (5921 obs))
range/ATR 46.6%
52-week range (as of 2026-08-04)
high 0.82047 (-1.23% from high)
low 0.76290 (+6.22% from low)
momentum (as of 2026-08-04)
RSI(14) 51.52 (57th pct of own history, since 2003 (5921 obs))
returns (as of 2026-08-04)
5d return -1.09%
20d return +0.66%
60d return +4.14%
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 0.4998%
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 2026-08-04, daily effective)
next Fed 2026-09-16 (43 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (51 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-04)
vs DXY +0.74
vs S&P 500 -0.48
vs DXY beta +0.62 (26w)