USD/CHF: RSI, volatility, 52-week range · daily
On 2026-10-13, USD/CHF closed at 0.83409, up 0.50% on the day. At the 2026-10-13 close, USD/CHF was 94.6% of the way from its 52-week low to its high. At the 2026-10-13 close, USD/CHF had an RSI(14) of 64.51, in the 90th percentile of its history since 2003, and its 20-day return of +2.08% was in the 83rd 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 2026-10-13 close, the 20/50/200-day moving averages of USD/CHF were 0.82842 / 0.81665 / 0.79708, with price +0.69% / +2.13% / +4.64% against them. At the 2026-10-13 close, the 52-week range of USD/CHF was 0.7629–0.83819; it closed 0.49% below the high and 9.33% above the low. Its 20-day volatility is 0.333% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00516 (51.6 pips), 0.62% of price. It has returned +0.36% over 5 days and +2.97% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-13.
=== USD/CHF (pip 0.0001) ===
>> close 0.83409 +0.499%
price & change (as of 2026-10-13, prior 2026-10-12)
close 0.83409
change +0.00414 (+0.499%, +41.4 pips)
gap +0.00415 (+41.5 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-13)
range 0.00311 (31.1 pips)
close pos 88.1% of range
moving averages (as of 2026-10-13)
20d MA 0.82842 price above by +0.69%
50d MA 0.81665 price above by +2.13%
200d MA 0.79708 price above by +4.64%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-10-13)
20d stdev 0.333% daily ≈ 5.3% annualised (×√252) (10th pct of own history, since 2003 (5965 obs))
vs easing-2024 avg 0.67× (0.333% vs 0.494% era avg)
ATR (as of 2026-10-13)
ATR(14) 0.00516 (51.6 pips)
ATR% 0.62% (9th pct of own history, since 2003 (5971 obs))
range/ATR 60.3%
52-week range (as of 2026-10-13)
high 0.83819 (-0.49% from high)
low 0.76290 (+9.33% from low)
momentum (as of 2026-10-13)
RSI(14) 64.51 (90th pct of own history, since 2003 (5971 obs))
returns (as of 2026-10-13)
5d return +0.36%
20d return +2.08%
60d return +2.97%
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 2026-10-09, daily effective)
next Fed 2026-10-28 (15 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-08, policy rate)
next SNB 2026-12-10 (58 days)
differential +3.88% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-13)
vs DXY +0.67
vs S&P 500 -0.17
vs DXY beta +0.67 (26w)