Correlación Forex

Correlación

Los siguientes cuadros expresan la relación entre las paridades varios sectores del mercado de divisas.

  • Si la correlación es alta (por encima de 80) y positivo, entonces las monedas se mueven en la misma forma.
  • Si la correlación es alta (por encima de 80) y negativo, las monedas se mueven en sentido contrario.
  • Si la correlación es baja (menos de 60) a continuación, las divisas no se mueven en la misma manera.
Num.periods

5min correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
77.6
95.2
96.9
99.2
-94.8
-92.4
-80
AUDUSD
EURJPY77.6
100
74.8
75.7
74
-79.5
-64.9
-42
EURJPY
EURUSD95.2
74.8
100
92.7
95.9
-92.5
-99.4
-92.1
EURUSD
GBPUSD96.9
75.7
92.7
100
98.2
-90.7
-94.6
-87.1
GBPUSD
NZDUSD99.2
74
95.9
98.2
100
-94.3
-93.8
-82.8
NZDUSD
USDCAD-94.8
-79.5
-92.5
-90.7
-94.3
100
89.3
72.8
USDCAD
USDCHF-92.4
-64.9
-99.4
-94.6
-93.8
89.3
100
92.4
USDCHF
USDJPY-80
-42
-92.1
-87.1
-82.8
72.8
92.4
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-15.9
25.6
35.6
74.3
-63.4
-36.3
-52.9
AUDUSD
EURJPY-15.9
100
72.7
52.3
-54.6
52.1
-54.3
59.8
EURJPY
EURUSD25.6
72.7
100
38.6
-6.4
-0.2
-91.9
-11.5
EURUSD
GBPUSD35.6
52.3
38.6
100
-3.9
26.8
-18.4
30.5
GBPUSD
NZDUSD74.3
-54.6
-6.4
-3.9
100
-77.2
-2.3
-72
NZDUSD
USDCAD-63.4
52.1
-0.2
26.8
-77.2
100
21
75.9
USDCAD
USDCHF-36.3
-54.3
-91.9
-18.4
-2.3
21
100
28.6
USDCHF
USDJPY-52.9
59.8
-11.5
30.5
-72
75.9
28.6
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-47.9
66.6
70.2
74.2
-80.6
-70.8
-77.1
AUDUSD
EURJPY-47.9
100
-3.3
-9
-3.4
12.1
6.7
32.5
EURJPY
EURUSD66.6
-3.3
100
96.8
93.1
-73.2
-99.1
-95.6
EURUSD
GBPUSD70.2
-9
96.8
100
93.5
-79
-95.2
-94.1
GBPUSD
NZDUSD74.2
-3.4
93.1
93.5
100
-89.5
-93
-88.8
NZDUSD
USDCAD-80.6
12.1
-73.2
-79
-89.5
100
75.3
72.5
USDCAD
USDCHF-70.8
6.7
-99.1
-95.2
-93
75.3
100
95.8
USDCHF
USDJPY-77.1
32.5
-95.6
-94.1
-88.8
72.5
95.8
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-62.2
-14.5
14
57.3
-46.2
11.4
-56.2
AUDUSD
EURJPY-62.2
100
51.7
33.1
4.8
55.6
-59.4
65.7
EURJPY
EURUSD-14.5
51.7
100
21
28
10.5
-92.3
-30.5
EURUSD
GBPUSD14
33.1
21
100
77.4
44.9
-47.2
18.2
GBPUSD
NZDUSD57.3
4.8
28
77.4
100
15.9
-47.1
-19.3
NZDUSD
USDCAD-46.2
55.6
10.5
44.9
15.9
100
-33.8
52.8
USDCAD
USDCHF11.4
-59.4
-92.3
-47.2
-47.1
-33.8
100
15.1
USDCHF
USDJPY-56.2
65.7
-30.5
18.2
-19.3
52.8
15.1
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY