Les tableaux suivants représentent la corrélation entre les parités différentes du marché des changes.
Le coefficient de corrélation met en évidence la similitude des mouvements entre deux parités.
- Si la corrélation est élevée et positive, les monnaies évoluent de la même manière.
- Si la corrélation est forte et négative, les monnaies vont dans le sens inverse
- Si la corrélation est proche de zéro les monnaies ne se déplacent pas de la même manière
EURUSD
Daily
4 hours
Hourly
15 min
5 min
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | NZDUSD | AUDNZD | EURNZD | NZDCAD | AUDCHF | EURGBP | GBPCHF | EURCHF | GBPNZD | AUDJPY | NZDCHF | GBPJPY | EURJPY | EURAUD | USDCAD | GBPAUD | NZDJPY | CADCHF | USDCHF | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 91 | 89 | 83 | 81 | 71 | 48 | 48 | 39 | 38 | 34 | 32 | 28 | 27 | 26 | 4 | 3 | 1 | 0 | -6 | -16 | -22 | -24 | -25 | -28 | -43 | -58 | -62 | |
GBPUSD | 91 | 80 | 76 | 71 | 79 | 42 | 47 | 38 | 31 | 42 | -12 | 35 | 34 | 40 | 1 | 10 | 1 | -3 | -7 | -25 | 0 | -26 | -9 | -16 | -58 | -55 | -58 | |
AUDCAD | 89 | 80 | 86 | 77 | 68 | 56 | 43 | 21 | 53 | 46 | 30 | 21 | 29 | 9 | 16 | 15 | -10 | -1 | -28 | -12 | -40 | -14 | -19 | -19 | -48 | -53 | -60 | |
AUDUSD | 83 | 76 | 86 | 42 | 34 | 66 | 48 | 6 | 35 | 18 | 23 | -12 | -8 | -3 | -5 | -10 | -41 | -35 | -61 | -60 | -65 | -30 | -41 | -53 | -30 | -76 | -67 | |
EURCAD | 81 | 71 | 77 | 42 | 92 | 21 | 28 | 51 | 45 | 54 | 31 | 52 | 62 | 38 | 24 | 29 | 30 | 40 | 40 | 39 | 18 | -1 | 6 | 18 | -51 | -15 | -37 | |
GBPCAD | 71 | 79 | 68 | 34 | 92 | 13 | 27 | 50 | 38 | 63 | -10 | 69 | 71 | 52 | 23 | 37 | 41 | 39 | 41 | 40 | 41 | -1 | 23 | 32 | -66 | -10 | -31 | |
NZDUSD | 48 | 42 | 56 | 66 | 21 | 13 | -34 | -62 | 84 | 31 | 19 | 4 | 8 | -66 | 34 | 42 | -4 | 2 | -49 | -41 | -53 | 40 | -5 | -18 | -10 | -26 | -13 | |
AUDNZD | 48 | 47 | 43 | 48 | 28 | 27 | -34 | 79 | -54 | -14 | 7 | -20 | -19 | 73 | -45 | -61 | -46 | -45 | -19 | -27 | -20 | -84 | -45 | -45 | -24 | -65 | -68 | |
EURNZD | 39 | 38 | 21 | 6 | 51 | 50 | -62 | 79 | -54 | -3 | 8 | 13 | 16 | 93 | -32 | -42 | -4 | -2 | 46 | 23 | 36 | -64 | -18 | -6 | -27 | -25 | -42 | |
NZDCAD | 38 | 31 | 53 | 35 | 45 | 38 | 84 | -54 | -54 | 56 | 22 | 38 | 45 | -59 | 57 | 71 | 34 | 41 | -9 | 15 | -19 | 65 | 24 | 24 | -22 | 11 | 7 | |
AUDCHF | 34 | 42 | 46 | 18 | 54 | 63 | 31 | -14 | -3 | 56 | -16 | 91 | 93 | 4 | 69 | 87 | 66 | 63 | 15 | 37 | 22 | 50 | 78 | 74 | -72 | 32 | 22 | |
EURGBP | 32 | -12 | 30 | 23 | 31 | -10 | 19 | 7 | 8 | 22 | -16 | -34 | -13 | -29 | 7 | -17 | -23 | 7 | 3 | 2 | -50 | 0 | -39 | -30 | 29 | -13 | -17 | |
GBPCHF | 28 | 35 | 21 | -12 | 52 | 69 | 4 | -20 | 13 | 38 | 91 | -34 | 98 | 25 | 60 | 83 | 79 | 72 | 48 | 55 | 60 | 48 | 86 | 87 | -68 | 48 | 33 | |
EURCHF | 27 | 34 | 29 | -8 | 62 | 71 | 8 | -19 | 16 | 45 | 93 | -13 | 98 | 20 | 65 | 83 | 80 | 78 | 52 | 61 | 52 | 51 | 82 | 85 | -65 | 48 | 31 | |
GBPNZD | 26 | 40 | 9 | -3 | 38 | 52 | -66 | 73 | 93 | -59 | 4 | -29 | 25 | 20 | -33 | -34 | 4 | -4 | 43 | 22 | 53 | -61 | -3 | 6 | -37 | -19 | -34 | |
AUDJPY | 4 | 1 | 16 | -5 | 24 | 23 | 34 | -45 | -32 | 57 | 69 | 7 | 60 | 65 | -33 | 78 | 83 | 87 | 14 | 35 | 8 | 87 | 65 | 63 | 1 | 68 | 69 | |
NZDCHF | 3 | 10 | 15 | -10 | 29 | 37 | 42 | -61 | -42 | 71 | 87 | -17 | 83 | 83 | -34 | 78 | 76 | 73 | 21 | 43 | 27 | 82 | 85 | 82 | -45 | 58 | 52 | |
GBPJPY | 1 | 1 | -10 | -41 | 30 | 41 | -4 | -46 | -4 | 34 | 66 | -23 | 79 | 80 | 4 | 83 | 76 | 96 | 59 | 61 | 63 | 76 | 80 | 85 | -12 | 83 | 74 | |
EURJPY | 0 | -3 | -1 | -35 | 40 | 39 | 2 | -45 | -2 | 41 | 63 | 7 | 72 | 78 | -4 | 87 | 73 | 96 | 62 | 66 | 50 | 78 | 70 | 78 | -3 | 81 | 71 | |
EURAUD | -6 | -7 | -28 | -61 | 40 | 41 | -49 | -19 | 46 | -9 | 15 | 3 | 48 | 52 | 43 | 14 | 21 | 59 | 62 | 75 | 85 | 19 | 36 | 55 | -8 | 53 | 31 | |
USDCAD | -16 | -25 | -12 | -60 | 39 | 40 | -41 | -27 | 23 | 15 | 37 | 2 | 55 | 61 | 22 | 35 | 43 | 61 | 66 | 75 | 65 | 37 | 49 | 73 | -17 | 67 | 37 | |
GBPAUD | -22 | 0 | -40 | -65 | 18 | 41 | -53 | -20 | 36 | -19 | 22 | -50 | 60 | 52 | 53 | 8 | 27 | 63 | 50 | 85 | 65 | 16 | 52 | 63 | -22 | 53 | 36 | |
NZDJPY | -24 | -26 | -14 | -30 | -1 | -1 | 40 | -84 | -64 | 65 | 50 | 0 | 48 | 51 | -61 | 87 | 82 | 76 | 78 | 19 | 37 | 16 | 65 | 64 | 14 | 78 | 80 | |
CADCHF | -25 | -9 | -19 | -41 | 6 | 23 | -5 | -45 | -18 | 24 | 78 | -39 | 86 | 82 | -3 | 65 | 85 | 80 | 70 | 36 | 49 | 52 | 65 | 95 | -46 | 72 | 67 | |
USDCHF | -28 | -16 | -19 | -53 | 18 | 32 | -18 | -45 | -6 | 24 | 74 | -30 | 87 | 85 | 6 | 63 | 82 | 85 | 78 | 55 | 73 | 63 | 64 | 95 | -42 | 79 | 65 | |
CHFJPY | -43 | -58 | -48 | -30 | -51 | -66 | -10 | -24 | -27 | -22 | -72 | 29 | -68 | -65 | -37 | 1 | -45 | -12 | -3 | -8 | -17 | -22 | 14 | -46 | -42 | 22 | 36 | |
USDJPY | -58 | -55 | -53 | -76 | -15 | -10 | -26 | -65 | -25 | 11 | 32 | -13 | 48 | 48 | -19 | 68 | 58 | 83 | 81 | 53 | 67 | 53 | 78 | 72 | 79 | 22 | 94 | |
CADJPY | -62 | -58 | -60 | -67 | -37 | -31 | -13 | -68 | -42 | 7 | 22 | -17 | 33 | 31 | -34 | 69 | 52 | 74 | 71 | 31 | 37 | 36 | 80 | 67 | 65 | 36 | 94 |
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | NZDUSD | AUDNZD | EURNZD | NZDCAD | AUDCHF | EURGBP | GBPCHF | EURCHF | GBPNZD | AUDJPY | NZDCHF | GBPJPY | EURJPY | EURAUD | USDCAD | GBPAUD | NZDJPY | CADCHF | USDCHF | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 90 | 84 | 93 | 35 | 45 | 89 | -58 | -72 | 80 | 10 | -35 | -36 | -63 | -64 | -14 | 57 | -43 | -47 | -68 | -93 | -44 | 32 | -69 | -92 | -20 | -78 | -53 | |
GBPUSD | 90 | 86 | 89 | 34 | 74 | 87 | -60 | -74 | 83 | 10 | -72 | -9 | -65 | -50 | -40 | 60 | -51 | -68 | -71 | -82 | -17 | 6 | -71 | -87 | -46 | -89 | -73 | |
AUDCAD | 84 | 86 | 94 | 24 | 53 | 88 | -54 | -80 | 86 | 26 | -52 | -30 | -71 | -66 | -29 | 64 | -64 | -69 | -89 | -80 | -52 | 13 | -71 | -87 | -45 | -87 | -72 | |
AUDUSD | 93 | 89 | 94 | 10 | 39 | 95 | -61 | -85 | 88 | 27 | -43 | -37 | -70 | -76 | -17 | 72 | -57 | -61 | -90 | -96 | -61 | 31 | -65 | -92 | -33 | -85 | -60 | |
EURCAD | 35 | 34 | 24 | 10 | 63 | 7 | 1 | 13 | 12 | -40 | -18 | 4 | -10 | 23 | -25 | -26 | 0 | -7 | 22 | 3 | 37 | -27 | -50 | -27 | -3 | -21 | -30 | |
GBPCAD | 45 | 74 | 53 | 39 | 63 | 39 | -29 | -30 | 46 | -15 | -88 | 32 | -37 | 7 | -63 | 17 | -34 | -61 | -24 | -23 | 45 | -42 | -57 | -46 | -55 | -63 | -72 | |
NZDUSD | 89 | 87 | 88 | 95 | 7 | 39 | -83 | -96 | 97 | 13 | -45 | -43 | -77 | -87 | -29 | 81 | -64 | -67 | -85 | -93 | -54 | 36 | -70 | -93 | -37 | -87 | -66 | |
AUDNZD | -58 | -60 | -54 | -61 | 1 | -29 | -83 | 89 | -89 | 17 | 37 | 41 | 70 | 83 | 43 | -77 | 61 | 61 | 55 | 62 | 28 | -35 | 61 | 70 | 34 | 69 | 58 | |
EURNZD | -72 | -74 | -80 | -85 | 13 | -30 | -96 | 89 | -97 | -14 | 46 | 42 | 78 | 91 | 36 | -88 | 71 | 73 | 86 | 82 | 54 | -35 | 62 | 82 | 44 | 83 | 66 | |
NZDCAD | 80 | 83 | 86 | 88 | 12 | 46 | 97 | -89 | -97 | 4 | -50 | -41 | -80 | -86 | -42 | 81 | -71 | -74 | -81 | -81 | -45 | 28 | -75 | -89 | -45 | -89 | -74 | |
AUDCHF | 10 | 10 | 26 | 27 | -40 | -15 | 13 | 17 | -14 | 4 | -6 | 43 | 38 | -13 | 30 | 50 | 2 | -1 | -44 | -26 | -42 | 18 | 50 | 13 | -26 | -5 | 9 | |
EURGBP | -35 | -72 | -52 | -43 | -18 | -88 | -45 | 37 | 46 | -50 | -6 | -38 | 40 | 5 | 64 | -38 | 42 | 72 | 44 | 30 | -33 | 37 | 42 | 41 | 68 | 67 | 73 | |
GBPCHF | -36 | -9 | -30 | -37 | 4 | 32 | -43 | 41 | 42 | -41 | 43 | -38 | 69 | 65 | -7 | -8 | 35 | 12 | 32 | 40 | 64 | -40 | 59 | 56 | -31 | 25 | 10 | |
EURCHF | -63 | -65 | -71 | -70 | -10 | -37 | -77 | 70 | 78 | -80 | 38 | 40 | 69 | 69 | 44 | -38 | 68 | 68 | 66 | 63 | 38 | -11 | 91 | 88 | 23 | 76 | 67 | |
GBPNZD | -64 | -50 | -66 | -76 | 23 | 7 | -87 | 83 | 91 | -86 | -13 | 5 | 65 | 69 | 10 | -81 | 60 | 48 | 77 | 78 | 76 | -56 | 51 | 73 | 18 | 63 | 41 | |
AUDJPY | -14 | -40 | -29 | -17 | -25 | -63 | -29 | 43 | 36 | -42 | 30 | 64 | -7 | 44 | 10 | -19 | 79 | 86 | 18 | 5 | -32 | 69 | 48 | 30 | 84 | 67 | 88 | |
NZDCHF | 57 | 60 | 64 | 72 | -26 | 17 | 81 | -77 | -88 | 81 | 50 | -38 | -8 | -38 | -81 | -19 | -52 | -55 | -77 | -72 | -51 | 42 | -22 | -54 | -48 | -64 | -46 | |
GBPJPY | -43 | -51 | -64 | -57 | 0 | -34 | -64 | 61 | 71 | -71 | 2 | 42 | 35 | 68 | 60 | 79 | -52 | 93 | 64 | 46 | 33 | 33 | 59 | 60 | 78 | 85 | 89 | |
EURJPY | -47 | -68 | -69 | -61 | -7 | -61 | -67 | 61 | 73 | -74 | -1 | 72 | 12 | 68 | 48 | 86 | -55 | 93 | 67 | 47 | 13 | 40 | 62 | 62 | 87 | 92 | 97 | |
EURAUD | -68 | -71 | -89 | -90 | 22 | -24 | -85 | 55 | 86 | -81 | -44 | 44 | 32 | 66 | 77 | 18 | -77 | 64 | 67 | 82 | 70 | -25 | 48 | 75 | 44 | 78 | 58 | |
USDCAD | -93 | -82 | -80 | -96 | 3 | -23 | -93 | 62 | 82 | -81 | -26 | 30 | 40 | 63 | 78 | 5 | -72 | 46 | 47 | 82 | 62 | -45 | 54 | 88 | 20 | 75 | 44 | |
GBPAUD | -44 | -17 | -52 | -61 | 37 | 45 | -54 | 28 | 54 | -45 | -42 | -33 | 64 | 38 | 76 | -32 | -51 | 33 | 13 | 70 | 62 | -56 | 18 | 46 | -9 | 29 | 3 | |
NZDJPY | 32 | 6 | 13 | 31 | -27 | -42 | 36 | -35 | -35 | 28 | 18 | 37 | -40 | -11 | -56 | 69 | 42 | 33 | 40 | -25 | -45 | -56 | 1 | -25 | 60 | 14 | 44 | |
CADCHF | -69 | -71 | -71 | -65 | -50 | -57 | -70 | 61 | 62 | -75 | 50 | 42 | 59 | 91 | 51 | 48 | -22 | 59 | 62 | 48 | 54 | 18 | 1 | 88 | 21 | 75 | 71 | |
USDCHF | -92 | -87 | -87 | -92 | -27 | -46 | -93 | 70 | 82 | -89 | 13 | 41 | 56 | 88 | 73 | 30 | -54 | 60 | 62 | 75 | 88 | 46 | -25 | 88 | 23 | 86 | 66 | |
CHFJPY | -20 | -46 | -45 | -33 | -3 | -55 | -37 | 34 | 44 | -45 | -26 | 68 | -31 | 23 | 18 | 84 | -48 | 78 | 87 | 44 | 20 | -9 | 60 | 21 | 23 | 71 | 84 | |
USDJPY | -78 | -89 | -87 | -85 | -21 | -63 | -87 | 69 | 83 | -89 | -5 | 67 | 25 | 76 | 63 | 67 | -64 | 85 | 92 | 78 | 75 | 29 | 14 | 75 | 86 | 71 | 93 | |
CADJPY | -53 | -73 | -72 | -60 | -30 | -72 | -66 | 58 | 66 | -74 | 9 | 73 | 10 | 67 | 41 | 88 | -46 | 89 | 97 | 58 | 44 | 3 | 44 | 71 | 66 | 84 | 93 |
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | NZDUSD | AUDNZD | EURNZD | NZDCAD | AUDCHF | EURGBP | GBPCHF | EURCHF | GBPNZD | AUDJPY | NZDCHF | GBPJPY | EURJPY | EURAUD | USDCAD | GBPAUD | NZDJPY | CADCHF | USDCHF | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 64 | 59 | 66 | 84 | 55 | 31 | 11 | 24 | 26 | -73 | 66 | -80 | -63 | -6 | 45 | -71 | 38 | 48 | 36 | -18 | -27 | 59 | -82 | -84 | 78 | 15 | 19 | |
GBPUSD | 64 | 45 | 71 | 31 | 67 | 66 | -40 | -32 | 51 | -58 | -16 | -54 | -70 | -31 | -18 | -29 | -18 | -19 | -13 | -50 | 2 | 3 | -64 | -74 | 20 | -46 | -34 | |
AUDCAD | 59 | 45 | 84 | 66 | 66 | 71 | -37 | -40 | 80 | -34 | 32 | -60 | -54 | -66 | -1 | -10 | -24 | -11 | -33 | 19 | -71 | 26 | -68 | -62 | 20 | -35 | -39 | |
AUDUSD | 66 | 71 | 84 | 40 | 45 | 82 | -39 | -47 | 71 | -36 | 15 | -61 | -63 | -66 | 4 | -12 | -18 | -11 | -47 | -38 | -69 | 34 | -63 | -70 | 25 | -37 | -28 | |
EURCAD | 84 | 31 | 66 | 40 | 68 | 14 | 14 | 32 | 28 | -65 | 77 | -71 | -47 | -2 | 37 | -65 | 31 | 45 | 49 | 39 | -24 | 45 | -78 | -66 | 66 | 18 | 9 | |
GBPCAD | 55 | 67 | 66 | 45 | 68 | 50 | -39 | -21 | 62 | -57 | 5 | -53 | -58 | -28 | -29 | -29 | -28 | -21 | 9 | 31 | 5 | -13 | -72 | -63 | 12 | -45 | -52 | |
NZDUSD | 31 | 66 | 71 | 82 | 14 | 50 | -85 | -85 | 95 | -26 | -25 | -43 | -60 | -92 | -46 | 23 | -63 | -57 | -65 | -26 | -48 | -5 | -50 | -55 | -19 | -76 | -69 | |
AUDNZD | 11 | -40 | -37 | -39 | 14 | -39 | -85 | 93 | -86 | 9 | 53 | 14 | 39 | 87 | 77 | -47 | 84 | 81 | 60 | 7 | 14 | 39 | 22 | 23 | 53 | 88 | 85 | |
EURNZD | 24 | -32 | -40 | -47 | 32 | -21 | -85 | 93 | -82 | -14 | 61 | 0 | 27 | 91 | 72 | -62 | 85 | 85 | 86 | 17 | 34 | 38 | 6 | 10 | 62 | 86 | 81 | |
NZDCAD | 26 | 51 | 80 | 71 | 28 | 62 | 95 | -86 | -82 | -25 | -16 | -42 | -56 | -93 | -51 | 24 | -68 | -59 | -57 | 7 | -48 | -11 | -53 | -50 | -23 | -77 | -77 | |
AUDCHF | -73 | -58 | -34 | -36 | -65 | -57 | -26 | 9 | -14 | -25 | -38 | 93 | 89 | 4 | -9 | 84 | -12 | -20 | -41 | 7 | -9 | -21 | 92 | 92 | -66 | 6 | 4 | |
EURGBP | 66 | -16 | 32 | 15 | 77 | 5 | -25 | 53 | 61 | -16 | -38 | -50 | -12 | 23 | 76 | -62 | 66 | 80 | 59 | 26 | -37 | 72 | -42 | -35 | 80 | 64 | 57 | |
GBPCHF | -80 | -54 | -60 | -61 | -71 | -53 | -43 | 14 | 0 | -42 | 93 | -50 | 92 | 26 | -18 | 75 | -9 | -21 | -20 | 8 | 29 | -37 | 97 | 97 | -69 | 8 | 6 | |
EURCHF | -63 | -70 | -54 | -63 | -47 | -58 | -60 | 39 | 27 | -56 | 89 | -12 | 92 | 41 | 13 | 58 | 19 | 12 | 4 | 21 | 17 | -10 | 92 | 95 | -43 | 38 | 33 | |
GBPNZD | -6 | -31 | -66 | -66 | -2 | -28 | -92 | 87 | 91 | -93 | 4 | 23 | 26 | 41 | 48 | -44 | 70 | 62 | 74 | 7 | 62 | 8 | 30 | 31 | 34 | 72 | 70 | |
AUDJPY | 45 | -18 | -1 | 4 | 37 | -29 | -46 | 77 | 72 | -51 | -9 | 76 | -18 | 13 | 48 | -51 | 95 | 97 | 48 | -10 | -25 | 89 | -7 | -9 | 81 | 91 | 92 | |
NZDCHF | -71 | -29 | -10 | -12 | -65 | -29 | 23 | -47 | -62 | 24 | 84 | -62 | 75 | 58 | -44 | -51 | -57 | -62 | -69 | 3 | -15 | -41 | 70 | 69 | -88 | -42 | -42 | |
GBPJPY | 38 | -18 | -24 | -18 | 31 | -28 | -63 | 84 | 85 | -68 | -12 | 66 | -9 | 19 | 70 | 95 | -57 | 98 | 66 | -9 | 7 | 77 | 0 | -2 | 79 | 96 | 97 | |
EURJPY | 48 | -19 | -11 | -11 | 45 | -21 | -57 | 81 | 85 | -59 | -20 | 80 | -21 | 12 | 62 | 97 | -62 | 98 | 69 | 0 | -5 | 81 | -11 | -11 | 84 | 94 | 93 | |
EURAUD | 36 | -13 | -33 | -47 | 49 | 9 | -65 | 60 | 86 | -57 | -41 | 59 | -20 | 4 | 74 | 48 | -69 | 66 | 69 | 27 | 53 | 26 | -19 | -12 | 60 | 64 | 56 | |
USDCAD | -18 | -50 | 19 | -38 | 39 | 31 | -26 | 7 | 17 | 7 | 7 | 26 | 8 | 21 | 7 | -10 | 3 | -9 | 0 | 27 | 3 | -18 | -2 | 22 | -11 | 7 | -16 | |
GBPAUD | -27 | 2 | -71 | -69 | -24 | 5 | -48 | 14 | 34 | -48 | -9 | -37 | 29 | 17 | 62 | -25 | -15 | 7 | -5 | 53 | 3 | -46 | 23 | 23 | -14 | 6 | 4 | |
NZDJPY | 59 | 3 | 26 | 34 | 45 | -13 | -5 | 39 | 38 | -11 | -21 | 72 | -37 | -10 | 8 | 89 | -41 | 77 | 81 | 26 | -18 | -46 | -27 | -31 | 80 | 68 | 72 | |
CADCHF | -82 | -64 | -68 | -63 | -78 | -72 | -50 | 22 | 6 | -53 | 92 | -42 | 97 | 92 | 30 | -7 | 70 | 0 | -11 | -19 | -2 | 23 | -27 | 97 | -60 | 19 | 20 | |
USDCHF | -84 | -74 | -62 | -70 | -66 | -63 | -55 | 23 | 10 | -50 | 92 | -35 | 97 | 95 | 31 | -9 | 69 | -2 | -11 | -12 | 22 | 23 | -31 | 97 | -61 | 21 | 15 | |
CHFJPY | 78 | 20 | 20 | 25 | 66 | 12 | -19 | 53 | 62 | -23 | -66 | 80 | -69 | -43 | 34 | 81 | -88 | 79 | 84 | 60 | -11 | -14 | 80 | -60 | -61 | 65 | 67 | |
USDJPY | 15 | -46 | -35 | -37 | 18 | -45 | -76 | 88 | 86 | -77 | 6 | 64 | 8 | 38 | 72 | 91 | -42 | 96 | 94 | 64 | 7 | 6 | 68 | 19 | 21 | 65 | 97 | |
CADJPY | 19 | -34 | -39 | -28 | 9 | -52 | -69 | 85 | 81 | -77 | 4 | 57 | 6 | 33 | 70 | 92 | -42 | 97 | 93 | 56 | -16 | 4 | 72 | 20 | 15 | 67 | 97 |
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | NZDUSD | AUDNZD | EURNZD | NZDCAD | AUDCHF | EURGBP | GBPCHF | EURCHF | GBPNZD | AUDJPY | NZDCHF | GBPJPY | EURJPY | EURAUD | USDCAD | GBPAUD | NZDJPY | CADCHF | USDCHF | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 72 | 94 | 84 | 91 | 83 | 79 | -13 | 16 | 87 | -85 | 89 | -91 | -85 | -69 | 91 | -82 | 83 | 93 | 26 | 30 | -83 | 89 | -93 | -95 | 96 | 48 | 21 | |
GBPUSD | 72 | 72 | 91 | 45 | 52 | 85 | -9 | -33 | 66 | -41 | 34 | -53 | -62 | -63 | 76 | -37 | 66 | 54 | -35 | -29 | -73 | 72 | -56 | -69 | 62 | 3 | 33 | |
AUDCAD | 94 | 72 | 87 | 89 | 87 | 86 | -26 | -3 | 96 | -81 | 82 | -91 | -88 | -79 | 90 | -76 | 77 | 86 | 12 | 36 | -88 | 91 | -94 | -94 | 94 | 41 | 7 | |
AUDUSD | 84 | 91 | 87 | 60 | 57 | 95 | -17 | -33 | 82 | -58 | 55 | -74 | -79 | -82 | 89 | -52 | 70 | 68 | -30 | -15 | -95 | 87 | -73 | -84 | 79 | 16 | 32 | |
EURCAD | 91 | 45 | 89 | 60 | 94 | 58 | -19 | 36 | 84 | -90 | 96 | -90 | -78 | -55 | 76 | -87 | 74 | 92 | 55 | 66 | -63 | 77 | -95 | -88 | 92 | 60 | -3 | |
GBPCAD | 83 | 52 | 87 | 57 | 94 | 58 | -24 | 26 | 84 | -79 | 79 | -79 | -72 | -49 | 69 | -76 | 70 | 81 | 44 | 67 | -53 | 70 | -88 | -80 | 83 | 49 | -16 | |
NZDUSD | 79 | 85 | 86 | 95 | 58 | 58 | -46 | -48 | 89 | -56 | 52 | -72 | -78 | -93 | 84 | -43 | 63 | 62 | -31 | -9 | -92 | 90 | -72 | -81 | 75 | 12 | 21 | |
AUDNZD | -13 | -9 | -26 | -17 | -19 | -24 | -46 | 55 | -51 | 20 | -12 | 21 | 24 | 63 | -12 | -9 | -1 | -7 | 7 | -20 | 22 | -38 | 23 | 20 | -16 | 6 | 26 | |
EURNZD | 16 | -33 | -3 | -33 | 36 | 26 | -48 | 55 | -20 | -30 | 43 | -15 | 4 | 54 | -5 | -48 | 17 | 32 | 87 | 56 | 30 | -18 | -18 | -6 | 17 | 50 | -5 | |
NZDCAD | 87 | 66 | 96 | 82 | 84 | 84 | 89 | -51 | -20 | -77 | 75 | -86 | -84 | -88 | 83 | -63 | 68 | 78 | 7 | 37 | -84 | 91 | -89 | -89 | 87 | 34 | -1 | |
AUDCHF | -85 | -41 | -81 | -58 | -90 | -79 | -56 | 20 | -30 | -77 | -89 | 96 | 91 | 56 | -67 | 94 | -58 | -80 | -47 | -53 | 63 | -69 | 96 | 92 | -92 | -43 | 8 | |
EURGBP | 89 | 34 | 82 | 55 | 96 | 79 | 52 | -12 | 43 | 75 | -89 | -90 | -75 | -52 | 74 | -88 | 70 | 92 | 59 | 59 | -65 | 74 | -91 | -85 | 91 | 64 | 8 | |
GBPCHF | -91 | -53 | -91 | -74 | -90 | -79 | -72 | 21 | -15 | -86 | 96 | -90 | 96 | 69 | -79 | 92 | -64 | -84 | -30 | -42 | 80 | -80 | 99 | 98 | -97 | -40 | 0 | |
EURCHF | -85 | -62 | -88 | -79 | -78 | -72 | -78 | 24 | 4 | -84 | 91 | -75 | 96 | 73 | -76 | 86 | -57 | -72 | -9 | -26 | 83 | -77 | 94 | 97 | -92 | -23 | 1 | |
GBPNZD | -69 | -63 | -79 | -82 | -55 | -49 | -93 | 63 | 54 | -88 | 56 | -52 | 69 | 73 | -74 | 35 | -50 | -56 | 27 | -1 | 88 | -86 | 68 | 74 | -68 | -14 | -13 | |
AUDJPY | 91 | 76 | 90 | 89 | 76 | 69 | 84 | -12 | -5 | 83 | -67 | 74 | -79 | -76 | -74 | -63 | 93 | 91 | 1 | 11 | -88 | 96 | -80 | -85 | 90 | 58 | 51 | |
NZDCHF | -82 | -37 | -76 | -52 | -87 | -76 | -43 | -9 | -48 | -63 | 94 | -88 | 92 | 86 | 35 | -63 | -58 | -79 | -52 | -52 | 57 | -57 | 91 | 87 | -89 | -44 | 5 | |
GBPJPY | 83 | 66 | 77 | 70 | 74 | 70 | 63 | -1 | 17 | 68 | -58 | 70 | -64 | -57 | -50 | 93 | -58 | 92 | 20 | 21 | -64 | 86 | -69 | -71 | 81 | 77 | 59 | |
EURJPY | 93 | 54 | 86 | 68 | 92 | 81 | 62 | -7 | 32 | 78 | -80 | 92 | -84 | -72 | -56 | 91 | -79 | 92 | 43 | 44 | -70 | 87 | -87 | -85 | 93 | 77 | 36 | |
EURAUD | 26 | -35 | 12 | -30 | 55 | 44 | -31 | 7 | 87 | 7 | -47 | 59 | -30 | -9 | 27 | 1 | -52 | 20 | 43 | 80 | 23 | 1 | -34 | -18 | 30 | 56 | -21 | |
USDCAD | 30 | -29 | 36 | -15 | 66 | 67 | -9 | -20 | 56 | 37 | -53 | 59 | -42 | -26 | -1 | 11 | -52 | 21 | 44 | 80 | 4 | 17 | -49 | -29 | 39 | 52 | -46 | |
GBPAUD | -83 | -73 | -88 | -95 | -63 | -53 | -92 | 22 | 30 | -84 | 63 | -65 | 80 | 83 | 88 | -88 | 57 | -64 | -70 | 23 | 4 | -88 | 77 | 86 | -82 | -23 | -28 | |
NZDJPY | 89 | 72 | 91 | 87 | 77 | 70 | 90 | -38 | -18 | 91 | -69 | 74 | -80 | -77 | -86 | 96 | -57 | 86 | 87 | 1 | 17 | -88 | -82 | -86 | 89 | 54 | 40 | |
CADCHF | -93 | -56 | -94 | -73 | -95 | -88 | -72 | 23 | -18 | -89 | 96 | -91 | 99 | 94 | 68 | -80 | 91 | -69 | -87 | -34 | -49 | 77 | -82 | 98 | -97 | -44 | 3 | |
USDCHF | -95 | -69 | -94 | -84 | -88 | -80 | -81 | 20 | -6 | -89 | 92 | -85 | 98 | 97 | 74 | -85 | 87 | -71 | -85 | -18 | -29 | 86 | -86 | 98 | -98 | -36 | -9 | |
CHFJPY | 96 | 62 | 94 | 79 | 92 | 83 | 75 | -16 | 17 | 87 | -92 | 91 | -97 | -92 | -68 | 90 | -89 | 81 | 93 | 30 | 39 | -82 | 89 | -97 | -98 | 55 | 19 | |
USDJPY | 48 | 3 | 41 | 16 | 60 | 49 | 12 | 6 | 50 | 34 | -43 | 64 | -40 | -23 | -14 | 58 | -44 | 77 | 77 | 56 | 52 | -23 | 54 | -44 | -36 | 55 | 52 | |
CADJPY | 21 | 33 | 7 | 32 | -3 | -16 | 21 | 26 | -5 | -1 | 8 | 8 | 0 | 1 | -13 | 51 | 5 | 59 | 36 | -21 | -46 | -28 | 40 | 3 | -9 | 19 | 52 |
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | NZDUSD | AUDNZD | EURNZD | NZDCAD | AUDCHF | EURGBP | GBPCHF | EURCHF | GBPNZD | AUDJPY | NZDCHF | GBPJPY | EURJPY | EURAUD | USDCAD | GBPAUD | NZDJPY | CADCHF | USDCHF | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 84 | 78 | 86 | -65 | -40 | 77 | -52 | -70 | 70 | 30 | -57 | -36 | -61 | -73 | 66 | 66 | -2 | -23 | -77 | -88 | -79 | 75 | -29 | -75 | 29 | -53 | 9 | |
GBPUSD | 84 | 86 | 94 | -90 | -21 | 94 | -77 | -92 | 89 | 37 | -92 | -23 | -73 | -89 | 58 | 89 | -12 | -48 | -93 | -96 | -80 | 86 | -25 | -78 | 3 | -70 | -9 | |
AUDCAD | 78 | 86 | 96 | -79 | -31 | 88 | -62 | -85 | 84 | 58 | -74 | -38 | -68 | -85 | 56 | 78 | -27 | -53 | -95 | -86 | -96 | 74 | -39 | -76 | 1 | -73 | -23 | |
AUDUSD | 86 | 94 | 96 | -90 | -42 | 94 | -69 | -91 | 88 | 44 | -81 | -42 | -79 | -91 | 55 | 83 | -28 | -57 | -98 | -97 | -95 | 79 | -41 | -85 | 3 | -78 | -21 | |
EURCAD | -65 | -90 | -79 | -90 | 44 | -91 | 76 | 92 | -87 | -24 | 90 | 39 | 85 | 90 | -30 | -82 | 42 | 72 | 93 | 93 | 81 | -70 | 37 | 83 | 16 | 85 | 36 | |
GBPCAD | -40 | -21 | -31 | -42 | 44 | -30 | 11 | 28 | -25 | 18 | 6 | 62 | 49 | 39 | -2 | -13 | 48 | 41 | 40 | 46 | 56 | -9 | 40 | 53 | -4 | 48 | 26 | |
NZDUSD | 77 | 94 | 88 | 94 | -91 | -30 | -89 | -99 | 98 | 33 | -87 | -44 | -83 | -98 | 44 | 89 | -30 | -62 | -94 | -93 | -85 | 87 | -47 | -87 | 2 | -80 | -27 | |
AUDNZD | -52 | -77 | -62 | -69 | 76 | 11 | -89 | 91 | -93 | -11 | 79 | 39 | 75 | 89 | -23 | -82 | 26 | 56 | 71 | 72 | 56 | -81 | 46 | 73 | -2 | 66 | 28 | |
EURNZD | -70 | -92 | -85 | -91 | 92 | 28 | -99 | 91 | -99 | -31 | 89 | 41 | 83 | 98 | -38 | -90 | 33 | 66 | 93 | 91 | 81 | -85 | 44 | 85 | 5 | 80 | 31 | |
NZDCAD | 70 | 89 | 84 | 88 | -87 | -25 | 98 | -93 | -99 | 29 | -86 | -41 | -80 | -98 | 40 | 91 | -29 | -61 | -90 | -87 | -79 | 88 | -46 | -83 | 1 | -76 | -28 | |
AUDCHF | 30 | 37 | 58 | 44 | -24 | 18 | 33 | -11 | -31 | 29 | -31 | 18 | 3 | -25 | 39 | 36 | 0 | -17 | -46 | -29 | -47 | 30 | 18 | -9 | -21 | -23 | -6 | |
EURGBP | -57 | -92 | -74 | -81 | 90 | 6 | -87 | 79 | 89 | -86 | -31 | 10 | 67 | 84 | -39 | -90 | 17 | 56 | 86 | 84 | 64 | -77 | 18 | 64 | 19 | 68 | 20 | |
GBPCHF | -36 | -23 | -38 | -42 | 39 | 62 | -44 | 39 | 41 | -41 | 18 | 10 | 74 | 44 | 17 | -5 | 64 | 56 | 38 | 40 | 54 | -14 | 81 | 74 | -20 | 62 | 52 | |
EURCHF | -61 | -73 | -68 | -79 | 85 | 49 | -83 | 75 | 83 | -80 | 3 | 67 | 74 | 81 | -10 | -56 | 56 | 73 | 78 | 82 | 74 | -57 | 75 | 97 | -6 | 85 | 47 | |
GBPNZD | -73 | -89 | -85 | -91 | 90 | 39 | -98 | 89 | 98 | -98 | -25 | 84 | 44 | 81 | -42 | -90 | 32 | 62 | 92 | 91 | 84 | -86 | 45 | 84 | -2 | 77 | 27 | |
AUDJPY | 66 | 58 | 56 | 55 | -30 | -2 | 44 | -23 | -38 | 40 | 39 | -39 | 17 | -10 | -42 | 56 | 62 | 35 | -49 | -52 | -47 | 75 | 16 | -23 | 55 | 9 | 67 | |
NZDCHF | 66 | 89 | 78 | 83 | -82 | -13 | 89 | -82 | -90 | 91 | 36 | -90 | -5 | -56 | -90 | 56 | -4 | -40 | -85 | -83 | -68 | 89 | -11 | -59 | -9 | -58 | -5 | |
GBPJPY | -2 | -12 | -27 | -28 | 42 | 48 | -30 | 26 | 33 | -29 | 0 | 17 | 64 | 56 | 32 | 62 | -4 | 90 | 33 | 25 | 40 | 19 | 58 | 50 | 56 | 79 | 96 | |
EURJPY | -23 | -48 | -53 | -57 | 72 | 41 | -62 | 56 | 66 | -61 | -17 | 56 | 56 | 73 | 62 | 35 | -40 | 90 | 64 | 55 | 60 | -17 | 57 | 68 | 54 | 94 | 89 | |
EURAUD | -77 | -93 | -95 | -98 | 93 | 40 | -94 | 71 | 93 | -90 | -46 | 86 | 38 | 78 | 92 | -49 | -85 | 33 | 64 | 95 | 94 | -77 | 38 | 82 | 7 | 81 | 28 | |
USDCAD | -88 | -96 | -86 | -97 | 93 | 46 | -93 | 72 | 91 | -87 | -29 | 84 | 40 | 82 | 91 | -52 | -83 | 25 | 55 | 95 | 87 | -80 | 37 | 87 | -5 | 77 | 16 | |
GBPAUD | -79 | -80 | -96 | -95 | 81 | 56 | -85 | 56 | 81 | -79 | -47 | 64 | 54 | 74 | 84 | -47 | -68 | 40 | 60 | 94 | 87 | -65 | 48 | 82 | -2 | 78 | 30 | |
NZDJPY | 75 | 86 | 74 | 79 | -70 | -9 | 87 | -81 | -85 | 88 | 30 | -77 | -14 | -57 | -86 | 75 | 89 | 19 | -17 | -77 | -80 | -65 | -19 | -63 | 32 | -39 | 21 | |
CADCHF | -29 | -25 | -39 | -41 | 37 | 40 | -47 | 46 | 44 | -46 | 18 | 18 | 81 | 75 | 45 | 16 | -11 | 58 | 57 | 38 | 37 | 48 | -19 | 73 | -17 | 59 | 53 | |
USDCHF | -75 | -78 | -76 | -85 | 83 | 53 | -87 | 73 | 85 | -83 | -9 | 64 | 74 | 97 | 84 | -23 | -59 | 50 | 68 | 82 | 87 | 82 | -63 | 73 | -13 | 84 | 40 | |
CHFJPY | 29 | 3 | 1 | 3 | 16 | -4 | 2 | -2 | 5 | 1 | -21 | 19 | -20 | -6 | -2 | 55 | -9 | 56 | 54 | 7 | -5 | -2 | 32 | -17 | -13 | 38 | 64 | |
USDJPY | -53 | -70 | -73 | -78 | 85 | 48 | -80 | 66 | 80 | -76 | -23 | 68 | 62 | 85 | 77 | 9 | -58 | 79 | 94 | 81 | 77 | 78 | -39 | 59 | 84 | 38 | 75 | |
CADJPY | 9 | -9 | -23 | -21 | 36 | 26 | -27 | 28 | 31 | -28 | -6 | 20 | 52 | 47 | 27 | 67 | -5 | 96 | 89 | 28 | 16 | 30 | 21 | 53 | 40 | 64 | 75 |
Corrélation
La corrélation des devises permet de mieux évaluer le risque d'un ensemble de positions. La corrélation mesure le lien existant entre deux paires de devises. Par exemple elle permet de savoir si deux paires de devises vont bouger de façon similaire ou non.
Deux devises corrélées auront un coefficient proche de 100 si elles évoluent dans la même direction et de -100 si elles évoluent dans des directions opposées. Une corrélation proche de 0 montre que les mouvements de deux paires de devises ne sont pas liés.
Comment est-ce calculé ?
Le calcul de la corrélation sur ce site utilise la formule standard dite du "Coefficient de corrélation de Pearson". La longueur des séries est donnée par le champ "Num Period". Pour en savoir plus sur le calcul vous pouvez visiter la page Wikipedia: http://en.wikipedia.org/wiki/Correlation_and_dependence
Comment utiliser les données ?
Gestion des risques
Il peut être important de savoir si les positions ouvertes d'un portefeuille sont corrélées. Si vous avez des trades ouverts sur 3 paires de devises fortement corrélées (par exemple EURUSD, USDCHF et USDNOK) vous devez anticiper le fait que si une des positions atteint son stop loss alors les deux autres ont une grande probabilité d'être aussi perdantes. Dans ce cas il est important d'ajuster la taille des positions pour éviter une sévère perte.
Modification du marché
Une modification de la corrélation, principalement sur le long terme, peut montrer que le marché connait une évolution. Par exemple si EURUSD et GBPUSD sont fortement corrélés pendant plusieurs mois puis se décorrèlent cela peut être un signe que le sentiment du marché sur EUR et/ou GBP est en train d'évoluer, on peut assister à un début ou une fin de tendance sur une des deux devises.
Outils de trading
L'indice des devises représente l'évolution d'une monnaie par rapport à l'ensemble du forex. L'indice est calculé en faisant la moyenne des variations d'une devise par rapport aux autres. Représenté sous forme graphique il permet de visualiser facilement les tendances individuelles de chaque devise.