On 2026-08-05, USD/CHF closed at 0.80912, down 0.15% on the day. It trades at 80.3% of its 52-week range. Its RSI(14) of 49.82 is in the 52nd percentile of its history since 2003, and its 20-day return of +0.04% in the 53rd 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 0.81116 / 0.80426 / 0.79286, with price -0.25% / +0.60% / +2.05% against them. Its 52-week range is 0.7629–0.82047; it closed 1.38% below the high and 6.06% above the low. Its 20-day volatility is 0.439% daily, in the 34th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.0056 (56 pips), 0.69% of price. It has returned -1.26% over 5 days and +3.68% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80912 -0.154%
price & change (as of 2026-08-05, prior 2026-08-04)
close 0.80912
change -0.00125 (-0.154%, -12.5 pips)
gap -0.00121 (-12.1 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-05)
range 0.00369 (36.9 pips)
close pos 73.7% of range
moving averages (as of 2026-08-05)
20d MA 0.81116 price below by -0.25%
50d MA 0.80426 price above by +0.60%
200d MA 0.79286 price above by +2.05%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-05)
20d stdev 0.439% daily ≈ 7.0% annualized (×√252) (34th pct of own history, since 2003 (5916 obs))
vs easing-2024 avg 0.88× (0.439% vs 0.499% era avg)
ATR (as of 2026-08-05)
ATR(14) 0.00560 (56.0 pips)
ATR% 0.69% (21st pct of own history, since 2003 (5922 obs))
range/ATR 65.9%
52-week range (as of 2026-08-05)
high 0.82047 (-1.38% from high)
low 0.76290 (+6.06% from low)
momentum (as of 2026-08-05)
RSI(14) 49.82 (52nd pct of own history, since 2003 (5922 obs))
returns (as of 2026-08-05)
5d return -1.26%
20d return +0.04%
60d return +3.68%
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 0.4994%
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 (42 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (50 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-05)
vs DXY +0.74
vs S&P 500 -0.50
vs DXY beta +0.61 (26w)