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 
AUDUSD100-74.3-68.6-77.1-13.8-85.970.4-56.6AUDUSD
EURJPY-74.310087.288.160.967.1-81.382.7EURJPY
EURUSD-68.687.210083.148.550.8-98.244.8EURUSD
GBPUSD-77.188.183.110065.861.5-82.465.6GBPUSD
NZDUSD-13.860.948.565.810017.2-43.456.3NZDUSD
USDCAD-85.967.150.861.517.2100-47.364USDCAD
USDCHF70.4-81.3-98.2-82.4-43.4-47.3100-35.8USDCHF
USDJPY-56.682.744.865.656.364-35.8100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-27.53-32.680.4-69.1-21.9-34.9AUDUSD
EURJPY-27.510065.567.6-61.816.5-30.894.7EURJPY
EURUSD365.510063.9-15.7-29.7-86.537.7EURUSD
GBPUSD-32.667.663.9100-35.514.8-47.355.5GBPUSD
NZDUSD80.4-61.8-15.7-35.5100-64-11.9-69.2NZDUSD
USDCAD-69.116.5-29.714.8-6410047.633USDCAD
USDCHF-21.9-30.8-86.5-47.3-11.947.6100-0.8USDCHF
USDJPY-34.994.737.755.5-69.233-0.8100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10033.133.432.685.4-47.4-28.910.4AUDUSD
EURJPY33.110067.820.753.713.2-60.765EURJPY
EURUSD33.467.810039.162.514.8-97.8-11.9EURUSD
GBPUSD32.620.739.110026.6-48.6-42.7-12.1GBPUSD
NZDUSD85.453.762.526.6100-14.5-60.47.9NZDUSD
USDCAD-47.413.214.8-48.6-14.5100-18.32.3USDCAD
USDCHF-28.9-60.7-97.8-42.7-60.4-18.310019.1USDCHF
USDJPY10.465-11.9-12.17.92.319.1100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-48.1-35.9-38.411.8-64.342-42.2AUDUSD
EURJPY-48.110079.686.968.278.7-78.584.5EURJPY
EURUSD-35.979.61009477.565.1-9934.9EURUSD
GBPUSD-38.486.99410079.875.2-93.751.4GBPUSD
NZDUSD11.868.277.579.810048.8-7437.5NZDUSD
USDCAD-64.378.765.175.248.8100-69.964.1USDCAD
USDCHF42-78.5-99-93.7-74-69.9100-34USDCHF
USDJPY-42.284.534.951.437.564.1-34100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
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