On 2026-08-20, USD/CHF closed at 0.79777, down 1.78% on the day. It trades at 60.6% of its 52-week range. Its RSI(14) of 36.40 is in the 14th percentile of its history since 2003, and its 20-day return of -2.02% in the 20th 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 0.81129 / 0.80839 / 0.7932, with price -1.67% / -1.31% / +0.58% against them. Its 52-week range is 0.7629–0.82047; it closed 2.77% below the high and 4.57% above the low. Its 20-day volatility is 0.563% daily, in the 62nd percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00662 (66.2 pips), 0.83% of price. It has returned -1.86% over 5 days and +1.26% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.79777 -1.781%
price & change (as of 2026-08-20, prior 2026-08-19)
close 0.79777
change -0.01447 (-1.781%, -144.7 pips)
gap -0.01449 (-144.9 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-20)
range 0.00573 (57.3 pips)
close pos 51.8% of range
moving averages (as of 2026-08-20)
20d MA 0.81129 price below by -1.67%
50d MA 0.80839 price below by -1.31%
200d MA 0.79320 price above by +0.58%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-20)
20d stdev 0.563% daily ≈ 8.9% annualized (×√252) (62nd pct of own history, since 2003 (5927 obs))
vs easing-2024 avg 1.12× (0.563% vs 0.502% era avg)
ATR (as of 2026-08-20)
ATR(14) 0.00662 (66.2 pips)
ATR% 0.83% (46th pct of own history, since 2003 (5933 obs))
range/ATR 86.5%
52-week range (as of 2026-08-20)
high 0.82047 (-2.77% from high)
low 0.76290 (+4.57% from low)
momentum (as of 2026-08-20)
RSI(14) 36.40 (14th pct of own history, since 2003 (5933 obs))
returns (as of 2026-08-20)
5d return -1.86%
20d return -2.02%
60d return +1.26%
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 2026-08-19, daily effective)
next Fed 2026-09-16 (27 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-07, policy rate)
next SNB 2026-09-24 (35 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-20)
vs DXY +0.68
vs S&P 500 -0.34
vs DXY beta +0.65 (26w)