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Complete Analysis · 43 Years of Market History

USD/CHF Complete
Statistics & Probabilities

Comprehensive data insights from 11,185 trading days spanning 43 years of market history. Dataset covers 1980–2023 across daily, weekly, and monthly timeframes.

Updated 02 Apr 2026 n = 11,185 days 1980–2023
Sample
11,185
Total trading days
Weekly
1,230
Total weeks analysed
Monthly
284
Total months in dataset
Coverage
43
Years of price history
Market Direction

Daily Close Bias

51.2% Bullish
48.7% Bearish
5,731 days 5,454 days
🟢 Bullish Day Structure 5,731 days
Higher High 65.61% 3,760 days
Higher Low 70.01% 4,012 days
Lower High 33.34% 1,911 days
Lower Low 28.58% 1,638 days
🔴 Bearish Day Structure 5,454 days
Lower High 68.39% 3,730 days
Lower Low 66.01% 3,600 days
Higher Low 33.33% 1,818 days
Higher High 30.27% 1,651 days
43-Year Distribution

Bull vs Bear Day Split

11,185 days
🟢 Bullish closes 51.2%
5,731
days out of 11,185
🔴 Bearish closes 48.7%
5,454
days out of 11,185
📅 Monthly bias 53.5%
Bearish monthly tilt: 152/284 months close red (53.5%). Bullish months account for 132/284 (46.5%).
Dataset Overview

Historical Data Range

Start of range
03 Jun 1980
End of range
01 Jan 2023
Highest close
2.9222
05 Mar 1985
Lowest close
0.72068
09 Aug 2011
Largest gain
+8.73%
06 Sep 2011
Largest loss
−21.52%
15 Jan 2015
Avg daily volume
68,980
Peak volume day
1,455,287
04 Oct 2012
Statistical Distribution

Volatility Statistics

Daily returns · 11,185 obs.
0.006%
Mean
0.001%
Median
0.61%
Std Dev
0.008%
Std Error
12.6
Kurtosis
+0.52
Skewness
+9.48%
Max Gain
−4.65%
Max Loss

Return distribution: slightly right-skewed (+0.52) with extreme fat tails (kurtosis 12.6 — driven by the SNB's January 2015 flash crash of −21.52%). 14.13% total price change range over 43 years.

Observations

Key Trading Insights

Nearly Even Split

51.2% bullish vs 48.7% bearish

USD/CHF shows a slight bullish daily close bias across 43 years — a marginal but consistent directional tilt.

Bullish Momentum

65.61% higher highs on up days

On bullish days, nearly 2 in 3 sessions print a higher high — strong upward momentum continuation on green candles.

Bearish Conviction

66.01% lower lows on down days

Sellers firmly control market structure on bearish days — 2 in 3 red closes also make lower lows.

Monthly Bearish Lean

53.5% of months close bearish

Despite a slight daily bullish edge, the monthly timeframe flips bearish — 152 of 284 months closed in the red over 43 years.

Mid-Week Volatility

Wednesday peaks in volatility

Wednesday historically sees the highest intraday ranges, making it a key session for traders targeting larger USD/CHF directional moves.

Extreme Fat Tails

Kurtosis of 12.6 — highly leptokurtic

The January 2015 SNB shock (−21.52% in a single day) dominates the tail profile. USD/CHF carries extreme black-swan risk relative to other major pairs.

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