mercatusdata

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

On 2026-10-20, USD/CHF closed at 0.82685, up 0.38% on the day. At the 2026-10-20 close, USD/CHF was 83.5% of the way from its 52-week low to its high. At the 2026-10-20 close, USD/CHF had an RSI(14) of 51.01, in the 56th percentile of its history since 2003, and its 20-day return of +0.74% was in the 65th percentile. Leveraged-money positioning is net -10.9% of open interest, at 47% of its own two-year positioning range. At the 2026-10-20 close, the 20/50/200-day moving averages of USD/CHF were 0.82991 / 0.81858 / 0.79784, with price -0.37% / +1.01% / +3.64% against them. At the 2026-10-20 close, the 52-week range of USD/CHF was 0.7629–0.83948; it closed 1.50% below the high and 8.38% above the low. Its 20-day volatility is 0.337% daily, in the 11th percentile of its history since 2003. Its 14-day average true range (ATR) is 0.00551 (55.1 pips), 0.67% of price. It has returned -0.87% over 5 days and +0.92% over 60 days.

Figures reflect the latest daily snapshot for 2026-10-20.

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 0.82685  +0.376%
  price & change   (as of 2026-10-20, prior 2026-10-19)
    close       0.82685
    change      +0.00310  (+0.376%, +31.0 pips)
    gap         +0.00305  (+30.5 pips)  (cross-session move on continuous FX; not a feed gap)
  range            (as of 2026-10-20)
    range       0.00447  (44.7 pips)  (H−L unaffected by the out-of-range close; only close-position is)
    close pos   n/a (close 0.5 pips above high — async-close artifact)
  moving averages  (as of 2026-10-20)
     20d MA     0.82991   price below by -0.37%
     50d MA     0.81858   price above by +1.01%
    200d MA     0.79784   price above by +3.64%
    price mixed vs MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-20)
    20d stdev   0.337% daily ≈ 5.4% annualised (×√252)   (11th pct of own history, since 2003 (5970 obs))
    vs easing-2024 avg  0.68× (0.337% vs 0.493% era avg)
  ATR              (as of 2026-10-20)
    ATR(14)    0.00551  (55.1 pips)
    ATR%        0.67%   (16th pct of own history, since 2003 (5976 obs))
    range/ATR   81.1%
  52-week range    (as of 2026-10-20)
    high        0.83948   (-1.50% from high)
    low         0.76290   (+8.38% from low)
  momentum         (as of 2026-10-20)
    RSI(14)     51.01   (56th pct of own history, since 2003 (5976 obs))
  returns          (as of 2026-10-20)
     5d return  -0.87%
    20d return  +0.74%
    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 2026-10-19, daily effective)
    next Fed              2026-10-28  (8 days)
    CHF (SNB_POLICY_RATE) 0.00%  (set 2026-09, policy rate)
    next SNB              2026-12-10  (51 days)
    differential    +3.88%  (base−quote)
  cross-asset corr (26w weekly returns; async daily closes cap the magnitude)  (as of 2026-10-20)
    vs DXY      +0.69
    vs S&P 500  -0.10
    vs DXY beta +0.69 (26w)