On 2026-08-14, USD/CHF closed at 0.81412, up 0.15% on the day. It trades at 89.0% of its 52-week range. Its RSI(14) of 56.12 is in the 71st percentile of its history since 2003, and its 20-day return of +0.72% in the 64th percentile. Leveraged-money positioning is net -10.4% of open interest, at 49% 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 0.81188 / 0.8076 / 0.79317, with price +0.28% / +0.81% / +2.64% against them. Its 52-week range is 0.7629–0.82047; it closed 0.77% below the high and 6.71% above the low. Its 20-day volatility is 0.401% daily, in the 24th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00522 (52.2 pips), 0.64% of price. It has returned +0.21% over 5 days and +3.51% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81412 +0.150%
price & change (as of 2026-08-14, prior 2026-08-13)
close 0.81412
change +0.00122 (+0.150%, +12.2 pips)
gap +0.00122 (+12.2 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-14)
range 0.00397 (39.7 pips)
close pos 93.7% of range
moving averages (as of 2026-08-14)
20d MA 0.81188 price above by +0.28%
50d MA 0.80760 price above by +0.81%
200d MA 0.79317 price above by +2.64%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-14)
20d stdev 0.401% daily ≈ 6.4% annualized (×√252) (24th pct of own history, since 2003 (5923 obs))
vs easing-2024 avg 0.80× (0.401% vs 0.498% era avg)
ATR (as of 2026-08-14)
ATR(14) 0.00522 (52.2 pips)
ATR% 0.64% (12th pct of own history, since 2003 (5929 obs))
range/ATR 76.0%
52-week range (as of 2026-08-14)
high 0.82047 (-0.77% from high)
low 0.76290 (+6.71% from low)
momentum (as of 2026-08-14)
RSI(14) 56.12 (71st pct of own history, since 2003 (5929 obs))
returns (as of 2026-08-14)
5d return +0.21%
20d return +0.72%
60d return +3.51%
volatility by rate-era
pre-crisis 0.68% (from 2003-09-17)
ZIRP-2009 0.85%
tightening-2015 0.45%
ZIRP-2019 0.41%
tightening-2022 0.53%
easing-2024 0.50%
positioning (as of 2026-08-11)
next COT as of 2026-08-18 (released ~that Fri, later if a holiday intervenes)
net -11,432 contracts (net short CHF; = long USD in USD/CHF terms)
net % OI -10.4%
net%OI range -25.7% … +5.8% (own 137w)
w/w change -1,348
rate differential (USD–CHF policy)
USD (EFFR) 3.63% (as of 2026-08-13, daily effective)
next Fed 2026-09-16 (33 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (41 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-14)
vs DXY +0.71
vs S&P 500 -0.56
vs DXY beta +0.57 (26w)