mercatusdata

USD/CHF: RSI, volatility, 52-week range · daily

On 2026-10-16, USD/CHF closed at 0.82775, down 0.46% on the day. At the 2026-10-16 close, USD/CHF was 84.7% of the way from its 52-week low to its high. At the 2026-10-16 close, USD/CHF had an RSI(14) of 52.36, in the 60th percentile of its history since 2003, and its 20-day return of +0.35% was in the 58th percentile. Leveraged-money positioning is net -10.9% of open interest, at 47% of its own two-year positioning range. At the 2026-10-16 close, the 20/50/200-day moving averages of USD/CHF were 0.82955 / 0.81793 / 0.79758, with price -0.22% / +1.20% / +3.78% against them. At the 2026-10-16 close, the 52-week range of USD/CHF was 0.7629–0.83948; it closed 1.40% below the high and 8.50% above the low. Its 20-day volatility is 0.319% daily, in the 8th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00569 (56.9 pips), 0.69% of price. It has returned -0.44% over 5 days and +1.33% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-16.

USD/CHF here is the price of one US dollar in Swiss francs, so a rise means the US dollar strengthened against the Swiss franc. The series is Yahoo Finance’s daily one for USDCHF=X; currencies trade over the counter, with no central exchange, so this is one data provider’s quote, not an official reference rate such as a central bank’s daily fixing.

=== USD/CHF  (pip 0.0001) ===
  >> close 0.82775  -0.463%
  price & change   (as of 2026-10-16, prior 2026-10-15)
    close       0.82775
    change      -0.00385  (-0.463%, -38.5 pips)
    gap         -0.00387  (-38.7 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-16)
    range       0.00630  (63.0 pips)
    close pos   93.2% of range
  moving averages  (as of 2026-10-16)
     20d MA     0.82955   price below by -0.22%
     50d MA     0.81793   price above by +1.20%
    200d MA     0.79758   price above by +3.78%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-16)
    20d stdev   0.319% daily ≈ 5.1% annualised (×√252)   (8th pct of own history, since 2003 (5968 obs))
    vs easing-2024 avg  0.65× (0.319% vs 0.494% era avg)
  ATR              (as of 2026-10-16)
    ATR(14)    0.00569  (56.9 pips)
    ATR%        0.69%   (20th pct of own history, since 2003 (5974 obs))
    range/ATR   110.7%
  52-week range    (as of 2026-10-16)
    high        0.83948   (-1.40% from high)
    low         0.76290   (+8.50% from low)
  momentum         (as of 2026-10-16)
    RSI(14)     52.36   (60th pct of own history, since 2003 (5974 obs))
  returns          (as of 2026-10-16)
     5d return  -0.44%
    20d return  +0.35%
    60d return  +1.33%
  volatility by rate-era
    pre-crisis (to 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 2026-10-13)
    next COT     as of 2026-10-20 (released ~that Fri, later if a holiday intervenes)
    net         -14,941 contracts (net short CHF; = long USD in USD/CHF terms)
    net % OI    -10.9%
    net%OI range -25.7% … +5.8% (own 146w)
    w/w change  -3,591
  rate differential (USD–CHF policy)
    USD (EFFR)            3.88%  (as of 2026-10-15, daily effective)
    next Fed              2026-10-28  (12 days)
    CHF (SNB_POLICY_RATE) 0.00%  (set 2026-08, policy rate)
    next SNB              2026-12-10  (55 days)
    differential    +3.88%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-16)
    vs DXY      +0.68
    vs S&P 500  -0.10
    vs DXY beta +0.69 (26w)