On 2026-08-07, USD/CHF closed at 0.81241, up 0.71% on the day. It trades at 86.0% of its 52-week range. Its RSI(14) of 54.11 is in the 65th percentile of its history since 2003, and its 20-day return of +0.73% in the 65th percentile. Leveraged-money positioning is net -9.2% of open interest, at 52% of its own two-year positioning range. It is trading above its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 0.81139 / 0.80521 / 0.79302, with price +0.13% / +0.89% / +2.45% against them. Its 52-week range is 0.7629–0.82047; it closed 0.98% below the high and 6.49% above the low. Its 20-day volatility is 0.470% daily, in the 41st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00584 (58.4 pips), 0.72% of price. It has returned +0.82% over 5 days and +3.60% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81241 +0.712%
price & change (as of 2026-08-07, prior 2026-08-06)
close 0.81241
change +0.00574 (+0.712%, +57.4 pips)
gap +0.00594 (+59.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-07)
range 0.00702 (70.2 pips)
close pos 93.0% of range
moving averages (as of 2026-08-07)
20d MA 0.81139 price above by +0.13%
50d MA 0.80521 price above by +0.89%
200d MA 0.79302 price above by +2.45%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-07)
20d stdev 0.470% daily ≈ 7.5% annualized (×√252) (41st pct of own history, since 2003 (5918 obs))
vs easing-2024 avg 0.94× (0.470% vs 0.500% era avg)
ATR (as of 2026-08-07)
ATR(14) 0.00584 (58.4 pips)
ATR% 0.72% (26th pct of own history, since 2003 (5924 obs))
range/ATR 120.3%
52-week range (as of 2026-08-07)
high 0.82047 (-0.98% from high)
low 0.76290 (+6.49% from low)
momentum (as of 2026-08-07)
RSI(14) 54.11 (65th pct of own history, since 2003 (5924 obs))
returns (as of 2026-08-07)
5d return +0.82%
20d return +0.73%
60d return +3.60%
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 0.4996%
positioning (as of 2026-08-04)
next COT as of 2026-08-11 (released ~that Fri, later if a holiday intervenes)
net -10,084 contracts (net short CHF; = long USD in USD/CHF terms)
net % OI -9.2%
net%OI range -25.7% … +5.8% (own 136w)
w/w change -437
rate differential (USD–CHF policy)
USD (EFFR) 3.63% (as of 2026-08-06, daily effective)
next Fed 2026-09-16 (40 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (48 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-07)
vs DXY +0.72
vs S&P 500 -0.44
vs DXY beta +0.60 (26w)