On 2026-08-17, USD/CHF closed at 0.81265, down 0.18% on the day. It trades at 86.4% of its 52-week range. Its RSI(14) of 53.80 is in the 64th percentile of its history since 2003, and its 20-day return of +0.52% in the 61st 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 0.8121 / 0.80793 / 0.79319, with price +0.07% / +0.58% / +2.45% against them. Its 52-week range is 0.7629–0.82047; it closed 0.95% below the high and 6.52% above the low. Its 20-day volatility is 0.404% daily, in the 24th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00534 (53.4 pips), 0.66% of price. It has returned +0.55% over 5 days and +3.88% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81265 -0.181%
price & change (as of 2026-08-17, prior 2026-08-14)
close 0.81265
change -0.00147 (-0.181%, -14.7 pips)
gap -0.00156 (-15.6 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-17)
range 0.00531 (53.1 pips) (H−L unaffected by the out-of-range close; only close-position is)
close pos n/a (close 0.9 pips above high — async-close artifact)
moving averages (as of 2026-08-17)
20d MA 0.81210 price above by +0.07%
50d MA 0.80793 price above by +0.58%
200d MA 0.79319 price above by +2.45%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-17)
20d stdev 0.404% daily ≈ 6.4% annualized (×√252) (24th pct of own history, since 2003 (5924 obs))
vs easing-2024 avg 0.81× (0.404% vs 0.498% era avg)
ATR (as of 2026-08-17)
ATR(14) 0.00534 (53.4 pips)
ATR% 0.66% (14th pct of own history, since 2003 (5930 obs))
range/ATR 99.4%
52-week range (as of 2026-08-17)
high 0.82047 (-0.95% from high)
low 0.76290 (+6.52% from low)
momentum (as of 2026-08-17)
RSI(14) 53.80 (64th pct of own history, since 2003 (5930 obs))
returns (as of 2026-08-17)
5d return +0.55%
20d return +0.52%
60d return +3.88%
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 2026-08-14, daily effective)
next Fed 2026-09-16 (30 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (38 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)