Forex Correlation

Correlation table

The following tables represents the correlation between the various parities of the foreign exchange market.
The correlation coefficient highlights the similarity of the movements between two parities.

  • If the correlation is high (above 80) and positive then the currencies move in the same way.
  • If the correlation is high (above 80) and negative then the currencies move in the opposite way.
  • If the correlation is low (below 60) then the currencies don't move in the same way.

5min correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD1004855.184.788.5-48.1-76.830.4AUDUSD
EURJPY4810097.849.863.5-63-67.492.6EURJPY
EURUSD55.197.810057.468.7-54.9-7682.9EURUSD
GBPUSD84.749.857.410078.2-39.9-86.231.5GBPUSD
NZDUSD88.563.568.778.2100-52.1-71.847.1NZDUSD
USDCAD-48.1-63-54.9-39.9-52.110041.9-71USDCAD
USDCHF-76.8-67.4-76-86.2-71.841.9100-44.8USDCHF
USDJPY30.492.682.931.547.1-71-44.8100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-32.2-321032.3-23.438.36.8AUDUSD
EURJPY-32.210080.134.223.727.2-68.414.8EURJPY
EURUSD-3280.110053.732.519.9-86.3-47EURUSD
GBPUSD1034.253.710083.353.8-11.5-36.7GBPUSD
NZDUSD32.323.732.583.310049.810.8-16.9NZDUSD
USDCAD-23.427.219.953.849.81006.911USDCAD
USDCHF38.3-68.4-86.3-11.510.86.910043.1USDCHF
USDJPY6.814.8-47-36.7-16.91143.1100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10024.422.437.683.9-53.3-12.910.2AUDUSD
EURJPY24.410054.3-11.940.98.8-42.272.7EURJPY
EURUSD22.454.31004.649.99.7-96.1-18.1EURUSD
GBPUSD37.6-11.94.61005.7-71.1-1.9-17.6GBPUSD
NZDUSD83.940.949.95.7100-23.6-44.67NZDUSD
USDCAD-53.38.89.7-71.1-23.6100-15.32.3USDCAD
USDCHF-12.9-42.2-96.1-1.9-44.6-15.310029.2USDCHF
USDJPY10.272.7-18.1-17.672.329.2100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-46.9-27.7-32.511.7-5933.8-48.4AUDUSD
EURJPY-46.910080.587.370.279.6-79.685.7EURJPY
EURUSD-27.780.510094.181.964.2-9938.5EURUSD
GBPUSD-32.587.394.11008375.4-93.954.1GBPUSD
NZDUSD11.770.281.98310053.7-78.938.5NZDUSD
USDCAD-5979.664.275.453.7100-69.167.9USDCAD
USDCHF33.8-79.6-99-93.9-78.9-69.1100-37.8USDCHF
USDJPY-48.485.738.554.138.567.9-37.8100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
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