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
-96.6
86.3
91.1
93.6
-69.2
-88.4
-96.4
AUDUSD
EURJPY-96.6
100
-78
-85.2
-92.8
67.8
81.4
96.8
EURJPY
EURUSD86.3
-78
100
97.3
94.1
-90.4
-99.3
-94.1
EURUSD
GBPUSD91.1
-85.2
97.3
100
96.7
-87.5
-97.8
-97.5
GBPUSD
NZDUSD93.6
-92.8
94.1
96.7
100
-83.8
-94.7
-97.5
NZDUSD
USDCAD-69.2
67.8
-90.4
-87.5
-83.8
100
90
80.9
USDCAD
USDCHF-88.4
81.4
-99.3
-97.8
-94.7
90
100
95.9
USDCHF
USDJPY-96.4
96.8
-94.1
-97.5
-97.5
80.9
95.9
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-11.9
7.9
34.7
77.5
-15.5
-10.9
-27.6
AUDUSD
EURJPY-11.9
100
90.7
71.8
-23.5
-65.3
-89.5
-61.4
EURJPY
EURUSD7.9
90.7
100
88.4
-16.8
-80
-99.4
-88.9
EURUSD
GBPUSD34.7
71.8
88.4
100
9.1
-78.9
-89
-87.7
GBPUSD
NZDUSD77.5
-23.5
-16.8
9.1
100
23.9
11.8
6.1
NZDUSD
USDCAD-15.5
-65.3
-80
-78.9
23.9
100
76.4
79
USDCAD
USDCHF-10.9
-89.5
-99.4
-89
11.8
76.4
100
89.2
USDCHF
USDJPY-27.6
-61.4
-88.9
-87.7
6.1
79
89.2
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-82
83.8
66.6
93.5
-88.4
-87.3
-90.5
AUDUSD
EURJPY-82
100
-65
-53.7
-70.4
63
68.1
81.5
EURJPY
EURUSD83.8
-65
100
92
95
-75.3
-99.2
-97
EURUSD
GBPUSD66.6
-53.7
92
100
82.2
-67
-89.1
-87
GBPUSD
NZDUSD93.5
-70.4
95
82.2
100
-87.1
-95.8
-95.2
NZDUSD
USDCAD-88.4
63
-75.3
-67
-87.1
100
78.3
77.9
USDCAD
USDCHF-87.3
68.1
-99.2
-89.1
-95.8
78.3
100
97.5
USDCHF
USDJPY-90.5
81.5
-97
-87
-95.2
77.9
97.5
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-53.2
8.3
34.1
66.5
-40.8
-13.4
-55.9
AUDUSD
EURJPY-53.2
100
44.6
21.3
4.2
44
-48
44.6
EURJPY
EURUSD8.3
44.6
100
31.7
46.1
-3.3
-95.8
-60.2
EURUSD
GBPUSD34.1
21.3
31.7
100
81.5
28.1
-49.3
-12.9
GBPUSD
NZDUSD66.5
4.2
46.1
81.5
100
5.4
-59.4
-42.5
NZDUSD
USDCAD-40.8
44
-3.3
28.1
5.4
100
-12.4
42.8
USDCAD
USDCHF-13.4
-48
-95.8
-49.3
-59.4
-12.4
100
52.8
USDCHF
USDJPY-55.9
44.6
-60.2
-12.9
-42.5
42.8
52.8
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY