On 2026-08-21, USD/CHF closed at 0.79948, up 0.21% on the day. It trades at 63.5% of its 52-week range. Its RSI(14) of 38.84 is in the 19th percentile of its history since 2003, and its 20-day return of -2.13% in the 19th percentile. Leveraged-money positioning is net -8.0% of open interest, at 56% of its own two-year positioning range. Its 20/50/200-day moving averages are 0.81042 / 0.80848 / 0.79319, with price -1.35% / -1.11% / +0.79% against them. Its 52-week range is 0.7629–0.82047; it closed 2.56% below the high and 4.79% above the low. Its 20-day volatility is 0.559% daily, in the 61st percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00635 (63.5 pips), 0.79% of price. It has returned -1.80% over 5 days and +2.02% over 60 days.
=== USD/CHF (pip 0.0001) ===
>> close 0.79948 +0.214%
price & change (as of 2026-08-21, prior 2026-08-20)
close 0.79948
change +0.00171 (+0.214%, +17.1 pips)
gap +0.00268 (+26.8 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-08-21)
range 0.00151 (15.1 pips)
close pos 31.8% of range
moving averages (as of 2026-08-21)
20d MA 0.81042 price below by -1.35%
50d MA 0.80848 price below by -1.11%
200d MA 0.79319 price above by +0.79%
price mixed vs MAs
stack: 20d > 50d > 200d
volatility (as of 2026-08-21)
20d stdev 0.559% daily ≈ 8.9% annualized (×√252) (61st pct of own history, since 2003 (5928 obs))
vs easing-2024 avg 1.11× (0.559% vs 0.501% era avg)
ATR (as of 2026-08-21)
ATR(14) 0.00635 (63.5 pips)
ATR% 0.79% (40th pct of own history, since 2003 (5934 obs))
range/ATR 23.8%
52-week range (as of 2026-08-21)
high 0.82047 (-2.56% from high)
low 0.76290 (+4.79% from low)
momentum (as of 2026-08-21)
RSI(14) 38.84 (19th pct of own history, since 2003 (5934 obs))
returns (as of 2026-08-21)
5d return -1.80%
20d return -2.13%
60d return +2.02%
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 2026-08-18)
next COT as of 2026-08-25 (released ~that Fri, later if a holiday intervenes)
net -9,071 contracts (net short CHF; = long USD in USD/CHF terms)
net % OI -8.0%
net%OI range -25.7% … +5.8% (own 138w)
w/w change +2,361
rate differential (USD–CHF policy)
USD (EFFR) 3.63% (as of 2026-08-20, daily effective)
next Fed 2026-09-16 (26 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-07, policy rate)
next SNB 2026-09-24 (34 days)
differential +3.63% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-08-21)
vs DXY +0.70
vs S&P 500 -0.38
vs DXY beta +0.64 (26w)