USD/CHF: RSI, volatility, 52-week range · daily

On 2026-08-10, USD/CHF closed at 0.80817, down 0.52% on the day. It trades at 78.6% of its 52-week range. Its RSI(14) of 48.65 is in the 49th percentile of its history since 2003, and its 20-day return of -0.15% in the 49th percentile. Leveraged-money positioning is net -9.2% of open interest, at 52% of its own two-year positioning range. Its 20/50/200-day moving averages are 0.81133 / 0.80573 / 0.79306, with price -0.39% / +0.30% / +1.91% against them. Its 52-week range is 0.7629–0.82047; it closed 1.50% below the high and 5.93% above the low. Its 20-day volatility is 0.480% daily, in the 44th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00581 (58.1 pips), 0.72% of price. It has returned +0.14% over 5 days and +2.65% over 60 days.

=== USD/CHF  (pip 0.0001) ===
  >> close 0.80817  -0.522%
  price & change   (as of 2026-08-10, prior 2026-08-07)
    close       0.80817
    change      -0.00424  (-0.522%, -42.4 pips)
    gap         -0.00414  (-41.4 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-08-10)
    range       0.00313  (31.3 pips)
    close pos   37.7% of range
  moving averages  (as of 2026-08-10)
     20d MA     0.81133   price below by -0.39%
     50d MA     0.80573   price above by +0.30%
    200d MA     0.79306   price above by +1.91%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-08-10)
    20d stdev   0.480% daily ≈ 7.6% annualized (×√252)   (44th pct of own history, since 2003 (5919 obs))
    vs easing-2024 avg  0.96× (0.480% vs 0.500% era avg)
  ATR              (as of 2026-08-10)
    ATR(14)    0.00581  (58.1 pips)
    ATR%        0.72%   (26th pct of own history, since 2003 (5925 obs))
    range/ATR   53.9%
  52-week range    (as of 2026-08-10)
    high        0.82047   (-1.50% from high)
    low         0.76290   (+5.93% from low)
  momentum         (as of 2026-08-10)
    RSI(14)     48.65   (49th pct of own history, since 2003 (5925 obs))
  returns          (as of 2026-08-10)
     5d return  +0.14%
    20d return  -0.15%
    60d return  +2.65%
  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 2026-08-07, daily effective)
    next Fed              2026-09-16  (37 days)
    CHF (SNB_POLICY_RATE) 0.00%  (set 2026-06, policy rate)
    next SNB              2026-09-24  (45 days)
    differential    +3.63%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-08-10)
    vs DXY      +0.69
    vs S&P 500  -0.53
    vs DXY beta +0.56 (26w)