SWISS FRANC Implied Volatility
SWISS FRANC Implied Volatility closed down by -1.04% to 5.7 on 23 January 2021 and +-5.63% on a weekly basis. SWISS FRANC Implied Volatility momentum was last calculated at -100.0/100 indicating negative momentum. SWISS FRANC Implied Volatility trend is -50.0/100 indicating a negative trend. SWISS FRANC Implied Volatility momentum exhaustion is -0.38126 indicating SWISS FRANC Implied Volatility is oversold.SWISS FRANC Implied Volatility RSI is 43.112 .
SWISS FRANC Implied Volatility Chart
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SWISS FRANC Implied Volatility Statistics
Security | Symbol | Last | Momentum | Trend | Oscillator | RSI | 1D% | 1W% | 1M% | 1Y% |
---|---|---|---|---|---|---|---|---|---|---|
SWISS FRANC Implied Volatility | CHFUSD.IV | 5.7 | -1 | -0.5 | -0.38126 | 43.112 | -1.04 | -5.63 | -6.86 | 0.39286 |
SWISS FRANC Implied Volatility closed at 5.7 on 23 January 2021. SWISS FRANC Implied Volatility trend was last calculated at -50.0/100 (range: -100 to +100) indicating a negative trend based on MacroVar models. SWISS FRANC Implied Volatility momentum was last calculated at -100.0/100 (range: -100 to +100) indicating negative momentum. SWISS FRANC Implied Volatility momentum exhaustion is -0.38126 (normal range: -2.5 to +2.5, overbought values: greater than 2.5, oversold values: less than 2.5) indicating SWISS FRANC Implied Volatility is oversold and a possible reversal is imminent. SWISS FRANC Implied Volatility RSI was last calculated at 43.112. SWISS FRANC Implied Volatility moving averages were last recorded as follows: 1-month moving average: 6.6825 in a downtrend , 1-quarter moving average: 6.6 in a downtrend and 1-year moving average: 6.76988 in an uptrend. SWISS FRANC Implied Volatility annual return was last recorded at None%, daily return was last recorded at -1.04%, and weekly return was last recorded at -5.63%. SWISS FRANC Implied Volatility histrorical 20-day volatility was last recorded at 56.8768%, SWISS FRANC Implied Volatility alpha None, SWISS FRANC Implied Volatility beta None and SWISS FRANC Implied Volatility maximum drawdown was recorded at None%. MacroVar models monitor SWISS FRANC Implied Volatility statistics based on historical data since 1970.
SWISS FRANC Implied Volatility News
Switzerland Markets
Market | Symbol | Last | Mom | Trend | Exh | RSI | 1D% | 1W% | 1M% | 1Y% |
---|---|---|---|---|---|---|---|---|---|---|
SMI | SMI | 11495.7 | 0 | -0.75 | -0.87292 | 41.8966 | 0.00918 | 0.01731 | -0.06019 | 0.05036 |
Switzerland ETF | EWL | 49.76 | 0.5 | 0.75 | 0.39875 | 61.5048 | 0.01967 | 0.01592 | 0.04935 | 0.11519 |
Swiss Franc US Dollar (CHF/USD) | CHFUSD | 0.931 | 0 | 1 | 1.36446 | 52.1261 | -0.00364 | -0.00214 | 0.0135 | 0.00703 |
Switzerland 10-Year Bond Yield | CH.10Y | 0.636 | 0.5 | 1 | 3.46157 | 74.42 | 0.05473 | 0.30328 | 6.95 | -3.08525 |
Switzerland 5-Year Bond Yield | CH.5Y | 0.034 | -0.5 | 1 | 2.41537 | 55.9757 | -0.46032 | -0.29167 | 10.3333 | -1.05657 |
Switzerland 2-year bond yield | CH.2Y | -0.117 | -1 | 1 | 4.14606 | 71.2094 | -0.1875 | -0.4913 | -0.78253 | -0.84421 |
Switzerland Yield Curve | CH.YC | 0.43 | -1 | -0.75 | 0.13374 | 40.5618 | -15.35 | -24.16 | -14.51 | -0.01556 |
Switzerland Economic Indicators
Indicator | Symbol | Actual | Previous | M/M% | Y/Y% | Trend | Slope | ZS5Y | Update |
---|---|---|---|---|---|---|---|---|---|
balance of trade | ch.balanceoftrade | 2023 | 3611 | -43.98 | -52.2 | Down | Down | 36.67 | 2022-06-22 |
banks balance sheet | ch.banks.bs | 2350480 | 2345760 | 0.2 | 3.62 | UP | UP | 100 | 2022-05-26 |
business confidence | ch.bizconfidence | 96.8 | 103 | -6.02 | -32.59 | Down | Down | 38.33 | 2022-05-26 |
capacity utilization | ch.caputilization | 85.41 | 84.29 | 1.33 | 4.39 | UP | UP | 91.67 | 2022-05-04 |
capital flows | ch.capitalflows | 3145.3 | 13936 | -77.43 | -171.29 | Down | UP | 40 | 2022-06-22 |
car registrations | ch.carregistrations | 18.35 | 15.48 | 18.54 | -7.54 | Down | Down | 20 | 2022-06-22 |
central bank balance sheet | ch.cb.assets | 1066100 | 1037870 | 2.72 | 5.43 | UP | UP | 100 | 2022-06-06 |
consumer confidence | ch.consconfidence | -18.5 | 3.2 | -678.12 | 90.72 | Down | Down | 10 | 2022-05-04 |
consumer price index cpi | ch.cpi | 103.96 | 103.29 | 0.65 | 3.17 | UP | UP | 100 | 2022-05-26 |
core inflation rate | ch.coreinflationrate | 1.5 | 1.4 | 7.14 | -475 | UP | UP | 100 | 2022-05-04 |
current account | ch.currentaccount | 19049.9 | 14296.8 | 33.25 | 158.2 | UP | UP | 75 | 2022-06-22 |
current account to gdp | ch.currentaccountgdp | 3.8 | 6.7 | -0.432836 | 0.583333 | -1.0 | 1.0 | 0 | 2020-01-31 |
deposit interest rate | ch.depositrate | -0.4 | -0.43 | -0.0697674 | 0.025641 | -1.0 | -1.0 | 0.15 | 2021-01-31 |
exports | ch.exports | 21867 | 21605 | 1.21 | 4.83 | UP | UP | 96.67 | 2022-06-22 |
external debt | ch.externaldebt | 2097470 | 2000980 | 0.0482214 | 0.146315 | 1.0 | 1.0 | 0.6 | 2021-01-01 |
fiscal expenditure | ch.fiscalexp | 224309 | 221715 | 0.0116997 | 0.218521 | 1.0 | 1.0 | 0 | 2019-01-31 |
foreign direct investment | ch.fdi | 1369630 | 1358870 | 0.00791834 | 2.44416 | 1.0 | 1.0 | 0 | 2019-12-31 |
foreign exchange reserves | ch.fxreserves | 925430 | 926050 | -0.07 | 2.54 | Down | UP | 86.67 | 2022-06-11 |
gdp | ch.gdp | 703.082 | 705.141 | -0.00291998 | 0.46502 | 1.0 | 1.0 | 0 | 2019-01-31 |
Real GDP | ch.realgdp | 188351 | 187504 | 0.45 | 6.57 | UP | UP | 100 | 2022-06-06 |
gdp growth | ch.gdpgrowth | -0.5 | 0.1 | -6 | -1.45455 | -1.0 | -1.0 | 0.2 | 2021-01-01 |
gdp growth annual | ch.gdpgrowthan | -1.6 | -7.8 | -0.794872 | -2.14286 | -1.0 | -1.0 | 0.116667 | 2020-07-01 |
gold reserves | ch.goldres | 1040 | 1040 | 0 | 0.00000961548 | 1.0 | 1.0 | 0.933333 | 2019-06-01 |
government budget | ch.govbudget | -0.7 | -3 | -76.67 | -240 | Down | Down | 0 | 2022-04-29 |
Government budget | ch.govbudgetvalue | 8097 | 8577 | -0.0559636 | -0.106883 | 1.0 | -1.0 | 0 | 2019-01-31 |
government debt | ch.govdebt | 192446 | 197684 | -0.0264968 | -0.148522 | -1.0 | -1.0 | 0 | 2019-01-31 |
government debt to gdp | ch.govdebtgdp | 41.4 | 42.6 | -2.82 | -6.12 | Down | Down | 0 | 2022-04-29 |
government revenues | ch.govrev | 227553 | 223705 | 0.0172012 | 0.179324 | 1.0 | 1.0 | 0 | 2019-01-31 |
housing index | ch.housingindex | 189.47 | 185.98 | 1.88 | 13.32 | UP | UP | 100 | 2022-04-29 |
imports | ch.imports | 19839 | 17994 | 10.25 | 19.31 | UP | UP | 100 | 2022-06-22 |
industrial production | ch.indproduction | 7.9 | 7.3 | 8.22 | 75.56 | UP | UP | 83.33 | 2022-05-18 |
inflation cpi | ch.inflationcpi | 2.9 | 2.5 | 16 | 866.67 | UP | UP | 100 | 2022-05-26 |
inflation expectations | ch.inflationexp | 2.32 | 1.9 | 22.11 | 197.44 | UP | UP | 0 | 2022-05-04 |
interbank rate | ch.interbankrate | -0.74 | -0.75 | -0.0133333 | -0.0133333 | 1.0 | 1.0 | 0.0666667 | 2021-06-02 |
interest rate | ch.interestrate | -0.75 | -0.75 | 0 | 0 | -1.0 | -1.0 | 0.508333 | 2020-02-12 |
loans to private sector | ch.loanprivate | 1668240 | 1664660 | 0.22 | 4.39 | UP | UP | 100 | 2022-05-26 |
long term unemployment rate | ch.ltunemploymentrate | 1.7 | 1.6 | 0.0625 | 0.0625 | 1.0 | 1.0 | 0 | 2020-10-01 |
manufacturing pmi | ch.manpmi | 60 | 62.5 | -4 | -12.54 | Down | Down | 50 | 2022-05-26 |
money supply m0 | ch.msm0 | 755419 | 757190 | -0.23 | 4.57 | UP | UP | 98.33 | 2022-06-22 |
money supply m1 | ch.msm1 | 774824 | 780026 | -0.67 | 3.56 | UP | UP | 98.33 | 2022-05-26 |
money supply m2 | ch.msm2 | 1090680 | 1095600 | -0.45 | 0.22 | Down | UP | 86.67 | 2022-05-26 |
money supply m3 | ch.msm3 | 1152610 | 1160060 | -0.64 | 0.09 | Down | UP | 83.33 | 2022-05-26 |
Producer Price Index | ch.producerprices | 109.43 | 108.4 | 0.95 | 6.87 | UP | UP | 100 | 2022-06-22 |
PPI Index | ch.producerpricesch | 6.9 | 6.7 | 2.99 | 115.62 | UP | UP | 100 | 2022-06-15 |
retail sales MoM | ch.retailsales | -1.2 | 1 | -220 | -60 | Down | UP | 28.33 | 2022-05-26 |
retail sales | ch.retailsalesan | -6 | -6.6 | -9.09 | -115.67 | Down | Down | 6.67 | 2022-05-26 |
unemployment rate | ch.unemploymentrate | 2.8 | 3.1 | -0.0967742 | -0.125 | -1.0 | -1.0 | 0.233333 | 2021-06-30 |
zew economic sentiment index | ch.zewsentiment | -52.6 | -51.6 | 1.94 | -177.01 | Down | Down | 1.67 | 2022-05-26 |