USD/CHF: RSI, volatility, 52-week range · daily
On 2026-10-15, USD/CHF closed at 0.8316, down 0.12% on the day. At the 2026-10-15 close, USD/CHF was 89.7% of the way from its 52-week low to its high. At the 2026-10-15 close, USD/CHF had an RSI(14) of 59.47, in the 79th percentile of its history since 2003, and its 20-day return of +0.76% was in the 65th 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 2026-10-15 close, the 20/50/200-day moving averages of USD/CHF were 0.82941 / 0.81762 / 0.79744, with price +0.26% / +1.71% / +4.28% against them. At the 2026-10-15 close, the 52-week range of USD/CHF was 0.7629–0.83948; it closed 0.94% below the high and 9.01% above the low. Its 20-day volatility is 0.299% daily, in the 6th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00538 (53.8 pips), 0.65% of price. It has returned -0.17% over 5 days and +2.14% over 60 days.
Figures reflect the latest daily snapshot for 2026-10-15.
=== USD/CHF (pip 0.0001) ===
>> close 0.83160 -0.120%
price & change (as of 2026-10-15, prior 2026-10-14)
close 0.83160
change -0.00100 (-0.120%, -10.0 pips)
gap -0.00095 (-9.5 pips) (cross-session move on continuous FX; not a feed gap)
range (as of 2026-10-15)
range 0.00522 (52.2 pips)
close pos 86.6% of range
moving averages (as of 2026-10-15)
20d MA 0.82941 price above by +0.26%
50d MA 0.81762 price above by +1.71%
200d MA 0.79744 price above by +4.28%
price > all MAs
stack: 20d > 50d > 200d
volatility (as of 2026-10-15)
20d stdev 0.299% daily ≈ 4.7% annualised (×√252) (6th pct of own history, since 2003 (5967 obs))
vs easing-2024 avg 0.60× (0.299% vs 0.494% era avg)
ATR (as of 2026-10-15)
ATR(14) 0.00538 (53.8 pips)
ATR% 0.65% (13th pct of own history, since 2003 (5973 obs))
range/ATR 97.0%
52-week range (as of 2026-10-15)
high 0.83948 (-0.94% from high)
low 0.76290 (+9.01% from low)
momentum (as of 2026-10-15)
RSI(14) 59.47 (79th pct of own history, since 2003 (5973 obs))
returns (as of 2026-10-15)
5d return -0.17%
20d return +0.76%
60d return +2.14%
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 2026-10-14, daily effective)
next Fed 2026-10-28 (13 days)
CHF (SNB_POLICY_RATE) 0.00% (set 2026-08, policy rate)
next SNB 2026-12-10 (56 days)
differential +3.88% (base−quote)
cross-asset corr (26w weekly returns; async daily closes cap the magnitude) (as of 2026-10-15)
vs DXY +0.68
vs S&P 500 -0.15
vs DXY beta +0.68 (26w)