EUR/CHF · 22 Years of Market Intelligence

EUR/CHF Data Hub:
5,730 Trading Days, Streak Probabilities & Fat-Tail Volatility

Complete dataset from 2001 to 2023. Access bullish/bearish streak reversal odds, daily high/low break bias, volatility percentiles, and conditional probabilities — built from 5,730 raw trading days. Includes the historic SNB event (Jan 2015).

22 Years of Data 10+ Core Datasets 5,730 Trading Days Free Preview + Pro
Days
5,730
Trading days (2001–2023)
Bull %
49.2%
Bullish close frequency
Bear %
50.6%
Bearish close frequency
Kurtosis
61.64
Extreme tail events
Probability Data

Daily Bias & Bullish/Bearish Edge

Bullish Days (2,812 occurrences)
Higher Low Probability68.88%
Higher High Probability66.43%
Lower Low Probability29.94%
On bullish days, price momentum shows higher lows (68.9%) & higher highs (66.4%).
Bearish Days (2,892 occurrences)
Lower Low Probability67.70%
Lower High Probability70.02%
Higher Low Probability31.36%
Bearish sessions show strong continuation: lower lows 67.7% & lower highs 70.0%.
Fat-Tail Volatility

Daily Returns Distribution (Kurtosis: 61.64 | Skew: +2.64)

Extreme outlier event (SNB 2015)
The distribution exhibits extreme leptokurtosis: the -23.19% SNB event is a 12+ sigma outlier.
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Statistical Summary

EUR/CHF Key Metrics (2001–2023)

Historical Extremes
MetricValueDate
Highest Close2.087729 Oct 2007
Lowest Close0.9498728 Sep 2022
Largest Daily Gain+8.06%06 Sep 2011
Largest Daily Loss-23.19%15 Jan 2015 (SNB unpeg)
Highest Volume Day840,78504 Oct 2012
Volatility & Distribution
StatisticValue
Standard Deviation0.38%
Skewness+2.64
Kurtosis61.64
Mean Daily Change-0.004%
Price Change Range11.61%
Avg Trading Volume144,607
Monthly Bullish Close Frequency (22 years)
Based on 5,730 trading days (Aug 2001 – Jan 2023)
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