As a dual citizen from the US with an Italian passport who is traveling in Europe, where do I apply

I am an American citizen with an Italian passport. I am on a sabbatical year travelling in Europe. I'd like to apply for a Chinese visa with my Italian passport (since it's less expensive). I don't have any proof of residence here in Europe since I don't live here (although I do have a bank account in France and documentation of that.)

I'm closest to Zurich right now. Do you think I can apply there, or would I have to go Paris because of my French bank account, or Italy because of my Italian passport?