USD/CHF: RSI, volatility, 52-week range · daily
On 2026-10-12, USD/CHF closed at 0.83083, down 0.07% on the day. At the 2026-10-12 close, USD/CHF was 90.2% of the way from its 52-week low to its high. At the 2026-10-12 close, USD/CHF had an RSI(14) of 61.11, in the 83rd percentile of its history since 2003, and its 20-day return of +1.74% was in the 79th percentile. Leveraged-money positioning is net -8.3% of open interest, at 55% of its own two-year positioning range. It is trading above its 20-, 50- and 200-day moving averages. At the 2026-10-12 close, the 20/50/200-day moving averages of USD/CHF were 0.82761 / 0.8162 / 0.79688, with price +0.39% / +1.79% / +4.26% against them. At the 2026-10-12 close, the 52-week range of USD/CHF was 0.7629–0.83819; it closed 0.88% below the high and 8.90% above the low. Its 20-day volatility is 0.316% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00503 (50.3 pips), 0.61% of price. It has returned +0.33% over 5 days and +2.77% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-12.
=== USD/CHF (pip 0.0001) ===
>> close 0.83083 -0.066%
price & change (as of 2026-10-12, prior 2026-10-09)
close 0.83083
change -0.00055 (-0.066%, -5.5 pips)
gap -0.00307 (-30.7 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-12)
range 0.00269 (26.9 pips)
close pos 93.7% of range
moving averages (as of 2026-10-12)
20d MA 0.82761 price above by +0.39%
50d MA 0.81620 price above by +1.79%
200d MA 0.79688 price above by +4.26%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-10-12)
20d stdev 0.316% daily ≈ 5.0% annualised (×√252) (8th pct of own history, since 2003 (5964 obs))
vs easing-2024 avg 0.64× (0.316% vs 0.494% era avg)
ATR (as of 2026-10-12)
ATR(14) 0.00503 (50.3 pips)
ATR% 0.61% (8th pct of own history, since 2003 (5970 obs))
range/ATR 53.5%
52-week range (as of 2026-10-12)
high 0.83819 (-0.88% from high)
low 0.76290 (+8.90% from low)
momentum (as of 2026-10-12)
RSI(14) 61.11 (83rd pct of own history, since 2003 (5970 obs))
returns (as of 2026-10-12)
5d return +0.33%
20d return +1.74%
60d return +2.77%
volatility by rate-era
pre-crisis (through 2008) 0.68% (from 2003-09-17)
ZIRP (2009–2015) 0.85%
tightening (2015–2018) 0.45%
ZIRP (2019–2021) 0.41%
tightening (2022–2023) 0.53%
easing (2024– ) 0.49%
positioning (as of 2026-10-06)
next COT as of 2026-10-13 (released ~that Fri, later if a holiday intervenes)
net -11,350 contracts (net short CHF; = long USD in USD/CHF terms)
net % OI -8.3%
net%OI range -25.7% … +5.8% (own 145w)
w/w change +2,645
rate differential (USD–CHF policy)
USD (EFFR) 3.88% (as of 2026-10-08, daily effective)
next Fed 2026-10-28 (16 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-08, policy rate)
next SNB 2026-12-10 (59 days)
differential +3.88% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-12)
vs DXY +0.67
vs S&P 500 -0.16
vs DXY beta +0.67 (26w)