The goal of this study is to fit an ARIMA model to forecast the EUR/CHF currency exchange rate. Different models are obtained through two trend removal methods: a linear model, and differencing. The analysis reveals that differencing is the most appropriate method, leading to a white noise residual series; consequently, an ARIMA(0,0,0) is fitted. The EUR/CHF exchange rate predictions are obtained back-transforming the residual time series forecast.