On 2026-08-12, USD/CHF closed at 0.81102, up 0.15% on the day. It trades at 83.6% of its 52-week range. Its RSI(14) of 52.25 is in the 60th percentile of its history since 2003, and its 20-day return of +0.24% in the 56th 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 0.81118 / 0.80666 / 0.79313, with price -0.02% / +0.54% / +2.26% against them. Its 52-week range is 0.7629–0.82047; it closed 1.15% below the high and 6.31% above the low. Its 20-day volatility is 0.430% daily, in the 31st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00546 (54.6 pips), 0.67% of price. It has returned +0.23% over 5 days and +2.82% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81102 +0.148%
price & change (as of 2026-08-12, prior 2026-08-11)
close 0.81102
change +0.00120 (+0.148%, +12.0 pips)
gap +0.00127 (+12.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-12)
range 0.00318 (31.8 pips)
close pos 44.7% of range
moving averages (as of 2026-08-12)
20d MA 0.81118 price below by -0.02%
50d MA 0.80666 price above by +0.54%
200d MA 0.79313 price above by +2.26%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-12)
20d stdev 0.430% daily ≈ 6.8% annualized (×√252) (31st pct of own history, since 2003 (5921 obs))
vs easing-2024 avg 0.86× (0.430% vs 0.499% era avg)
ATR (as of 2026-08-12)
ATR(14) 0.00546 (54.6 pips)
ATR% 0.67% (17th pct of own history, since 2003 (5927 obs))
range/ATR 58.2%
52-week range (as of 2026-08-12)
high 0.82047 (-1.15% from high)
low 0.76290 (+6.31% from low)
momentum (as of 2026-08-12)
RSI(14) 52.25 (60th pct of own history, since 2003 (5927 obs))
returns (as of 2026-08-12)
5d return +0.23%
20d return +0.24%
60d return +2.82%
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 0.4990%
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 2026-08-12, daily effective)
next Fed 2026-09-16 (35 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (43 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-12)
vs DXY +0.69
vs S&P 500 -0.54
vs DXY beta +0.56 (26w)