EUR/CHF Gap +5.8 Updated 16 Aug, 20:20 UTC

EUR/CHF: the macro gap

On the Macro Currency Strength Meter, the Euro scores -37 and the Swiss Franc scores -43 — a gap of 6 points in favour of the Euro. The widest divergence is in risk mood, which favours the Euro. With both currencies scoring similarly, the fundamental case here is broadly balanced.

EUR/CHF STRENGTH GAP1Y · BASE MINUS QUOTE0+6+42-34+6 AND RISING
EUR minus CHF, composite macro score over the past year. Above zero, the EUR side carries the edge; below, the CHF.
Strength gap
+5.8
Stronger side
EUR
Edge is
Holding steady
Scores
-37 vs -43

Factor by factor

Positive is stronger relative to the other majors, not in absolute terms. The gap column is EUR minus CHF.

FactorEURCHFGap
Interest Rates -51 -45 -6.2
Positioning -43 -31 -11.9
Risk Mood -0 -53 +52.9
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