On 2026-08-18, USD/CHF closed at 0.81058, down 0.26% on the day. It trades at 82.8% of its 52-week range. Its RSI(14) of 50.61 is in the 55th percentile of its history since 2003, and its 20-day return of +0.07% in the 53rd percentile. Leveraged-money positioning is net -10.4% of open interest, at 49% of its own two-year positioning range. Its 20/50/200-day moving averages are 0.81212 / 0.80818 / 0.79321, with price -0.19% / +0.30% / +2.19% against them. Its 52-week range is 0.7629–0.82047; it closed 1.21% below the high and 6.25% above the low. Its 20-day volatility is 0.407% daily, in the 25th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00514 (51.4 pips), 0.63% of price. It has returned +0.09% over 5 days and +3.52% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81058 -0.255%
price & change (as of 2026-08-18, prior 2026-08-17)
close 0.81058
change -0.00207 (-0.255%, -20.7 pips)
gap -0.00204 (-20.4 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-18)
range 0.00255 (25.5 pips)
close pos 11.0% of range
moving averages (as of 2026-08-18)
20d MA 0.81212 price below by -0.19%
50d MA 0.80818 price above by +0.30%
200d MA 0.79321 price above by +2.19%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-18)
20d stdev 0.407% daily ≈ 6.5% annualized (×√252) (25th pct of own history, since 2003 (5925 obs))
vs easing-2024 avg 0.82× (0.407% vs 0.498% era avg)
ATR (as of 2026-08-18)
ATR(14) 0.00514 (51.4 pips)
ATR% 0.63% (11th pct of own history, since 2003 (5931 obs))
range/ATR 49.6%
52-week range (as of 2026-08-18)
high 0.82047 (-1.21% from high)
low 0.76290 (+6.25% from low)
momentum (as of 2026-08-18)
RSI(14) 50.61 (55th pct of own history, since 2003 (5931 obs))
returns (as of 2026-08-18)
5d return +0.09%
20d return +0.07%
60d return +3.52%
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 2026-08-17, daily effective)
next Fed 2026-09-16 (29 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (37 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-17)
vs DXY +0.70
vs S&P 500 -0.56
vs DXY beta +0.57 (26w)