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 
AUDUSD100-4821.336.663.3-25.9-10.3-50.5AUDUSD
EURJPY-48100-18.5-65.4-39.829.629.393.4EURJPY
EURUSD21.3-18.510060.15-68.8-28.7-50.3EURUSD
GBPUSD36.6-65.460.110041.5-62.8-6.7-75.5GBPUSD
NZDUSD63.3-39.8541.5100-9.40.7-36NZDUSD
USDCAD-25.929.6-68.8-62.8-9.4100-547.7USDCAD
USDCHF-10.329.3-28.7-6.70.7-510040.8USDCHF
USDJPY-50.593.4-50.3-75.5-3647.740.8100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-63.2227.479.6-10.3-44-62.2AUDUSD
EURJPY-63.21003.4-12-59.7-212.372.8EURJPY
EURUSD223.410049.649.2-17.1-86.7-65.9EURUSD
GBPUSD7.4-1249.610050.843.3-13.9-43.2GBPUSD
NZDUSD79.6-59.749.250.810019.9-50.3-78.3NZDUSD
USDCAD-10.3-2-17.143.319.910041.410.2USDCAD
USDCHF-4412.3-86.7-13.9-50.341.410068.4USDCHF
USDJPY-62.272.8-65.9-43.2-78.310.268.4100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10028.629.433.784.7-49.8-23.68.2AUDUSD
EURJPY28.610062.93.548.413-54.566.6EURJPY
EURUSD29.462.910024.458.114.4-97.4-16.1EURUSD
GBPUSD33.73.524.410016.9-59.2-26.9-18.8GBPUSD
NZDUSD84.748.458.116.9100-17.3-55.35.6NZDUSD
USDCAD-49.81314.4-59.2-17.3100-18.72.5USDCAD
USDCHF-23.6-54.5-97.4-26.9-55.3-18.710024.2USDCHF
USDJPY8.266.6-16.1-18.85.62.524.2100USDJPY
 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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