mercatusdata

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

On 2026-10-19, USD/CHF closed at 0.82375, down 0.48% on the day. At the 2026-10-19 close, USD/CHF was 79.5% of the way from its 52-week low to its high. At the 2026-10-19 close, USD/CHF had an RSI(14) of 46.18, in the 40th percentile of its history since 2003, and its 20-day return of +0.13% was in the 54th percentile. Leveraged-money positioning is net -10.9% of open interest, at 47% of its own two-year positioning range. At the 2026-10-19 close, the 20/50/200-day moving averages of USD/CHF were 0.8296 / 0.81824 / 0.79769, with price -0.71% / +0.67% / +3.27% against them. At the 2026-10-19 close, the 52-week range of USD/CHF was 0.7629–0.83948; it closed 1.87% below the high and 7.98% above the low. Its 20-day volatility is 0.332% daily, in the 10th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00559 (55.9 pips), 0.68% of price. It has returned -0.75% over 5 days and +0.92% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-19.

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 0.82375  -0.483%
  price & change   (as of 2026-10-19, prior 2026-10-16)
    close       0.82375
    change      -0.00400  (-0.483%, -40.0 pips)
    gap         -0.00427  (-42.7 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-19)
    range       0.00331  (33.1 pips)
    close pos   8.5% of range
  moving averages  (as of 2026-10-19)
     20d MA     0.82960   price below by -0.71%
     50d MA     0.81824   price above by +0.67%
    200d MA     0.79769   price above by +3.27%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-19)
    20d stdev   0.332% daily ≈ 5.3% annualised (×√252)   (10th pct of own history, since 2003 (5969 obs))
    vs easing-2024 avg  0.67× (0.332% vs 0.494% era avg)
  ATR              (as of 2026-10-19)
    ATR(14)    0.00559  (55.9 pips)
    ATR%        0.68%   (19th pct of own history, since 2003 (5975 obs))
    range/ATR   59.2%
  52-week range    (as of 2026-10-19)
    high        0.83948   (-1.87% from high)
    low         0.76290   (+7.98% from low)
  momentum         (as of 2026-10-19)
    RSI(14)     46.18   (40th pct of own history, since 2003 (5975 obs))
  returns          (as of 2026-10-19)
     5d return  -0.75%
    20d return  +0.13%
    60d return  +0.92%
  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 2026-10-16, daily effective)
    next Fed              2026-10-28  (9 days)
    CHF (SNB_POLICY_RATE) 0.00%  (set 2026-08, policy rate)
    next SNB              2026-12-10  (52 days)
    differential    +3.88%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-19)
    vs DXY      +0.67
    vs S&P 500  -0.10
    vs DXY beta +0.69 (26w)