On 2026-08-19, USD/CHF closed at 0.81224, up 0.20% on the day. It trades at 85.7% of its 52-week range. Its RSI(14) of 53.01 is in the 62nd percentile of its history since 2003, and its 20-day return of -0.02% in the 52nd 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 0.81212 / 0.80844 / 0.79324, with price +0.02% / +0.47% / +2.40% against them. Its 52-week range is 0.7629–0.82047; it closed 1.00% below the high and 6.47% 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 0.00579 (57.9 pips), 0.71% of price. It has returned +0.15% over 5 days and +3.46% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.81224 +0.205%
price & change (as of 2026-08-19, prior 2026-08-18)
close 0.81224
change +0.00166 (+0.205%, +16.6 pips)
gap +0.00170 (+17.0 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-19)
range 0.01423 (142.3 pips)
close pos 96.5% of range
moving averages (as of 2026-08-19)
20d MA 0.81212 price above by +0.02%
50d MA 0.80844 price above by +0.47%
200d MA 0.79324 price above by +2.40%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-19)
20d stdev 0.404% daily ≈ 6.4% annualized (×√252) (24th pct of own history, since 2003 (5926 obs))
vs easing-2024 avg 0.81× (0.404% vs 0.497% era avg)
ATR (as of 2026-08-19)
ATR(14) 0.00579 (57.9 pips)
ATR% 0.71% (25th pct of own history, since 2003 (5932 obs))
range/ATR 245.7%
52-week range (as of 2026-08-19)
high 0.82047 (-1.00% from high)
low 0.76290 (+6.47% from low)
momentum (as of 2026-08-19)
RSI(14) 53.01 (62nd pct of own history, since 2003 (5932 obs))
returns (as of 2026-08-19)
5d return +0.15%
20d return -0.02%
60d return +3.46%
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 2026-08-18, daily effective)
next Fed 2026-09-16 (28 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-06, policy rate)
next SNB 2026-09-24 (36 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-19)
vs DXY +0.70
vs S&P 500 -0.54
vs DXY beta +0.56 (26w)