On 2026-08-11, USD/CHF closed at 0.80982, up 0.20% on the day. It trades at 81.5% of its 52-week range. Its RSI(14) of 50.74 is in the 55th percentile of its history since 2003, and its 20-day return of -0.60% in the 41st 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 0.81108 / 0.80621 / 0.7931, with price -0.16% / +0.45% / +2.11% against them. Its 52-week range is 0.7629–0.82047; it closed 1.30% below the high and 6.15% above the low. Its 20-day volatility is 0.456% daily, in the 38th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00564 (56.4 pips), 0.70% of price. It has returned -0.07% over 5 days and +3.23% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.80982 +0.204%
price & change (as of 2026-08-11, prior 2026-08-10)
close 0.80982
change +0.00165 (+0.204%, +16.5 pips)
gap +0.00158 (+15.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-11)
range 0.00232 (23.2 pips)
close pos 22.4% of range
moving averages (as of 2026-08-11)
20d MA 0.81108 price below by -0.16%
50d MA 0.80621 price above by +0.45%
200d MA 0.79310 price above by +2.11%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-11)
20d stdev 0.456% daily ≈ 7.2% annualized (×√252) (38th pct of own history, since 2003 (5920 obs))
vs easing-2024 avg 0.91× (0.456% vs 0.499% era avg)
ATR (as of 2026-08-11)
ATR(14) 0.00564 (56.4 pips)
ATR% 0.70% (21st pct of own history, since 2003 (5926 obs))
range/ATR 41.1%
52-week range (as of 2026-08-11)
high 0.82047 (-1.30% from high)
low 0.76290 (+6.15% from low)
momentum (as of 2026-08-11)
RSI(14) 50.74 (55th pct of own history, since 2003 (5926 obs))
returns (as of 2026-08-11)
5d return -0.07%
20d return -0.60%
60d return +3.23%
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 0.4993%
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 2026-08-11, daily effective)
next Fed 2026-09-16 (36 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (44 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-11)
vs DXY +0.69
vs S&P 500 -0.53
vs DXY beta +0.56 (26w)