Forex Correlación

Táboa de Correlations

As táboas seguintes representan a correlación entre as paridade diferentes do mercado de cambio. O coeficiente de correlación destaca a semellanza entre os movementos entre as dúas paridade.

  • Se a correlación é alta e positiva, entón as moedas están movendo na mesma forma.
  • Se a correlación é alta e negativa, a continuación, as moedas están movendo na dirección oposta.
  • Se a correlación é baixa, as moedas non se moven da mesma maneira.
Num.periods

5min correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
26.2
67.6
53.4
83.7
-58.1
-32.3
-35.4
AUDUSD
EURJPY26.2
100
66.9
-20.3
-11.5
45.5
-53.9
63.4
EURJPY
EURUSD67.6
66.9
100
19.6
46.4
4.6
-84.9
-15
EURUSD
GBPUSD53.4
-20.3
19.6
100
65.8
-61.9
4.2
-47.4
GBPUSD
NZDUSD83.7
-11.5
46.4
65.8
100
-74.8
-19.4
-63.5
NZDUSD
USDCAD-58.1
45.5
4.6
-61.9
-74.8
100
-39.2
55.3
USDCAD
USDCHF-32.3
-53.9
-84.9
4.2
-19.4
-39.2
100
17.3
USDCHF
USDJPY-35.4
63.4
-15
-47.4
-63.5
55.3
17.3
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-5.7
19.2
46
82.6
-34.1
-21.7
-42.8
AUDUSD
EURJPY-5.7
100
89.1
67
-6.4
-60.9
-86.9
-51.4
EURJPY
EURUSD19.2
89.1
100
84.6
17.7
-72.7
-99.5
-84.7
EURUSD
GBPUSD46
67
84.6
100
34
-70.6
-86.2
-81.4
GBPUSD
NZDUSD82.6
-6.4
17.7
34
100
-17.7
-20.7
-41.1
NZDUSD
USDCAD-34.1
-60.9
-72.7
-70.6
-17.7
100
70.9
65.8
USDCAD
USDCHF-21.7
-86.9
-99.5
-86.2
-20.7
70.9
100
86.5
USDCHF
USDJPY-42.8
-51.4
-84.7
-81.4
-41.1
65.8
86.5
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-84
82.7
66.6
92.6
-86.6
-86.3
-90.2
AUDUSD
EURJPY-84
100
-66
-54.3
-72.3
64.6
69.3
82.4
EURJPY
EURUSD82.7
-66
100
92.2
94.5
-73.2
-99.2
-96.9
EURUSD
GBPUSD66.6
-54.3
92.2
100
83.7
-68.7
-89.4
-86.9
GBPUSD
NZDUSD92.6
-72.3
94.5
83.7
100
-86.2
-95.1
-95
NZDUSD
USDCAD-86.6
64.6
-73.2
-68.7
-86.2
100
76
76.5
USDCAD
USDCHF-86.3
69.3
-99.2
-89.4
-95.1
76
100
97.5
USDCHF
USDJPY-90.2
82.4
-96.9
-86.9
-95
76.5
97.5
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-53.3
8.3
34.1
66.4
-40.8
-13.3
-55.8
AUDUSD
EURJPY-53.3
100
44.6
21.3
4.3
44
-48
44.6
EURJPY
EURUSD8.3
44.6
100
31.6
46.1
-3.3
-95.8
-60.1
EURUSD
GBPUSD34.1
21.3
31.6
100
81.5
28.1
-49.3
-12.9
GBPUSD
NZDUSD66.4
4.3
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-13.3
-48
-95.8
-49.3
-59.4
-12.4
100
52.8
USDCHF
USDJPY-55.8
44.6
-60.1
-12.9
-42.5
42.8
52.8
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY