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

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