On 2026-08-06, USD/CHF closed at 0.80667, down 0.30% on the day. It trades at 76.0% of its 52-week range. Its RSI(14) of 46.58 is in the 42nd percentile of its history since 2003, and its 20-day return of -0.17% in the 49th 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 0.8111 / 0.80463 / 0.79292, with price -0.55% / +0.25% / +1.73% against them. Its 52-week range is 0.7629–0.82047; it closed 1.68% below the high and 5.74% above the low. Its 20-day volatility is 0.444% daily, in the 35th 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 -0.83% over 5 days and +3.22% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80667 -0.303%
price & change (as of 2026-08-06, prior 2026-08-05)
close 0.80667
change -0.00245 (-0.303%, -24.5 pips)
gap -0.00232 (-23.2 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-06)
range 0.00763 (76.3 pips)
close pos 10.1% of range
moving averages (as of 2026-08-06)
20d MA 0.81110 price below by -0.55%
50d MA 0.80463 price above by +0.25%
200d MA 0.79292 price above by +1.73%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-06)
20d stdev 0.444% daily ≈ 7.0% annualized (×√252) (35th pct of own history, since 2003 (5917 obs))
vs easing-2024 avg 0.89× (0.444% vs 0.499% era avg)
ATR (as of 2026-08-06)
ATR(14) 0.00575 (57.5 pips)
ATR% 0.71% (25th pct of own history, since 2003 (5923 obs))
range/ATR 132.8%
52-week range (as of 2026-08-06)
high 0.82047 (-1.68% from high)
low 0.76290 (+5.74% from low)
momentum (as of 2026-08-06)
RSI(14) 46.58 (42nd pct of own history, since 2003 (5923 obs))
returns (as of 2026-08-06)
5d return -0.83%
20d return -0.17%
60d return +3.22%
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 0.4992%
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 2026-08-05, daily effective)
next Fed 2026-09-16 (41 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (49 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-06)
vs DXY +0.75
vs S&P 500 -0.53
vs DXY beta +0.62 (26w)