Just to add some official WotC content from the FAQ:
Quote:Q: Is the character with Relay Orders affected itself by commander effects?
A: No. But if you had two characters with Relay Orders each could potentially affect the other.
Which on the surface may seem a bit confusing.
What it means is that only other characters can count range for purposes of CEs from the Relay Orders character.
The Relay Orders character cannot count range to itself. "Adjacent" (and "touch" which includes adjacent but also let's a character with Force Heal etc use the ability on itself) are not considered to be a "range".
The Relay Orders character is still affected by commander effects (as applicable) but it cannot relay them to itself.