On 2026-08-13, USD/CHF closed at 0.8129, up 0.23% on the day. It trades at 86.9% of its 52-week range. Its RSI(14) of 54.61 is in the 67th percentile of its history since 2003, and its 20-day return of +1.02% in the 69th 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 0.81159 / 0.8071 / 0.79315, with price +0.16% / +0.72% / +2.49% against them. Its 52-week range is 0.7629–0.82047; it closed 0.92% below the high and 6.55% above the low. Its 20-day volatility is 0.411% daily, in the 26th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00532 (53.2 pips), 0.65% of price. It has returned +0.77% over 5 days and +3.30% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81290 +0.232%
price & change (as of 2026-08-13, prior 2026-08-12)
close 0.81290
change +0.00188 (+0.232%, +18.8 pips)
gap +0.00214 (+21.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-13)
range 0.00324 (32.4 pips)
close pos 50.9% of range
moving averages (as of 2026-08-13)
20d MA 0.81159 price above by +0.16%
50d MA 0.80710 price above by +0.72%
200d MA 0.79315 price above by +2.49%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-13)
20d stdev 0.411% daily ≈ 6.5% annualized (×√252) (26th pct of own history, since 2003 (5922 obs))
vs easing-2024 avg 0.82× (0.411% vs 0.499% era avg)
ATR (as of 2026-08-13)
ATR(14) 0.00532 (53.2 pips)
ATR% 0.65% (13th pct of own history, since 2003 (5928 obs))
range/ATR 60.9%
52-week range (as of 2026-08-13)
high 0.82047 (-0.92% from high)
low 0.76290 (+6.55% from low)
momentum (as of 2026-08-13)
RSI(14) 54.61 (67th pct of own history, since 2003 (5928 obs))
returns (as of 2026-08-13)
5d return +0.77%
20d return +1.02%
60d return +3.30%
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 0.4987%
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 2026-08-13, daily effective)
next Fed 2026-09-16 (34 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (42 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-13)
vs DXY +0.70
vs S&P 500 -0.56
vs DXY beta +0.56 (26w)