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 
AUDUSD10013.883.452.2-22.3-79.1-77.9-63.5AUDUSD
EURJPY13.810027.633.15.7-25.5-19.751.9EURJPY
EURUSD83.427.610065.4-32.1-67-85.4-65.3EURUSD
GBPUSD52.233.165.4100-16.6-33.6-56.9-33.6GBPUSD
NZDUSD-22.35.7-32.1-16.610022.938.331.1NZDUSD
USDCAD-79.1-25.5-67-33.622.910065.642.2USDCAD
USDCHF-77.9-19.7-85.4-56.938.365.610062.8USDCHF
USDJPY-63.551.9-65.3-33.631.142.262.8100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10036.2-42.844.462.4-4.261.456.5AUDUSD
EURJPY36.21006.955.830.818.230.878EURJPY
EURUSD-42.86.9100-6.9-18.318.3-88.3-56.9EURUSD
GBPUSD44.455.8-6.910013.9-2.334.650GBPUSD
NZDUSD62.430.8-18.313.9100-0.739.636.3NZDUSD
USDCAD-4.218.218.3-2.3-0.7100-9.33.8USDCAD
USDCHF61.430.8-88.334.639.6-9.310080.7USDCHF
USDJPY56.578-56.95036.33.880.7100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10022.520.139.283.7-56.6-9.39.9AUDUSD
EURJPY22.510051.9-11.238.85.8-38.673.5EURJPY
EURUSD20.151.91005.247.86.2-95.7-19.8EURUSD
GBPUSD39.2-11.25.21007.5-71.5-1.4-16.8GBPUSD
NZDUSD83.738.847.87.5100-27.2-41.66.5NZDUSD
USDCAD-56.65.86.2-71.5-27.2100-12.11.5USDCAD
USDCHF-9.3-38.6-95.7-1.4-41.6-12.110031.6USDCHF
USDJPY9.973.5-19.8-16.86.51.531.6100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-46.9-27.7-32.511.6-5933.8-48.4AUDUSD
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
NZDUSD11.670.281.98310053.7-78.938.5NZDUSD
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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