AUD/CHF Complete
Statistics & Probabilities
Comprehensive data insights from 4,000 trading days spanning 15 years of market history. Dataset covers 2008–2023 across daily, weekly, and monthly timeframes.
Daily Close Bias
Bull vs Bear Day Split
Historical Data Range
Volatility Statistics
Return distribution: near-normal (kurtosis 3.07) despite containing the −20.50% SNB flash crash. *Max Gain/Loss shown are the largest typical moves within the visible range — the +8.16% SNB floor gain and −20.50% unpeg crash fall well outside this chart's bounds. 7.29% typical price change range over 15 years.
Key Trading Insights
50.2% bullish vs 49.0% bearish
AUD/CHF has the closest-to-even daily close split of any pair in the SFD library — a 1.2 percentage point gap over 15 years. The mild bullish lean persists identically on weekly (50.9%) and monthly (50.9%) timeframes, suggesting a small but consistent structural edge.
70.75% higher lows on up days
On bullish days, over 7 in 10 sessions hold a higher low — strong intraday support structure. The 67.76% higher-high rate confirms that when AUD/CHF trends up in a day, it does so with consistent momentum rather than volatile whipsawing.
70.46% lower highs on down days
Bearish sessions are equally decisive — sellers cap rallies on 70.46% of red days, with 69.55% also printing a lower low. AUD/CHF trends cleanly in both directions, making it well-suited to intraday directional strategies once a session bias is established.
−20.50% on 15 Jan 2015 — record crash
The SNB's January 2015 unpeg produced a −20.50% single-day collapse in AUD/CHF — the largest single-day percentage loss of any pair in the entire SFD dataset. This dwarfs even EUR/CHF's −23.19% in percentage terms relative to the pair's price level. AUD's commodity vulnerability compounded CHF's safe-haven surge.
Both tails driven by the same bank
Like EUR/CHF, both of AUD/CHF's most extreme daily moves were caused by the SNB — the +8.16% surge (Sep 2011, floor set) and the −20.50% crash (Jan 2015, floor removed). No pair in the SFD library is more dominated by a single central bank's decisions across both tails.
Kurtosis 3.07 despite extreme outliers
Remarkably, AUD/CHF's kurtosis sits at 3.07 (essentially normal) despite containing a −20.50% daily crash. This reflects the large enough 4,000-day sample diluting even this extreme outlier. The pair's typical day-to-day behaviour is well-described by a normal distribution — tail risk is real but rare.
Explore Related AUD/CHF Data
Daily Close Probability Calendar
Month-by-month calendar view of AUD/CHF daily close probabilities broken down by day of week and date.
Bullish Streak Probabilities
Continuation and reversal odds after consecutive bullish closes on AUD/CHF daily candles.
Higher High Streak Probabilities
Frequency and reversal probability of consecutive daily higher highs forming on AUD/CHF.
Lower Low Streak Probabilities
Frequency and reversal probability of consecutive daily lower lows forming on AUD/CHF.
Open – Close Range Probabilities
How far from the daily open price closes on bullish and bearish days — range percentile distributions for AUD/CHF.
AUD/CHF Data Hub
The full AUD/CHF dataset library — streaks, ranges, calendars, and key statistics in one place.