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
-48.9
7
-0.7
87.2
-75.1
4.7
-69
AUDUSD
EURJPY-48.9
100
67.6
56.6
-51.2
26.1
-71.8
88.4
EURJPY
EURUSD7
67.6
100
61.6
7.2
-16.6
-94.6
25.6
EURUSD
GBPUSD-0.7
56.6
61.6
100
-8
-25.2
-64.7
35.4
GBPUSD
NZDUSD87.2
-51.2
7.2
-8
100
-82.6
9.3
-72.3
NZDUSD
USDCAD-75.1
26.1
-16.6
-25.2
-82.6
100
2.5
46.1
USDCAD
USDCHF4.7
-71.8
-94.6
-64.7
9.3
2.5
100
-34.7
USDCHF
USDJPY-69
88.4
25.6
35.4
-72.3
46.1
-34.7
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-41.1
-12.3
10
81.9
-88.1
-6
-25.8
AUDUSD
EURJPY-41.1
100
60.3
20
-53.9
42.1
-38.6
25.8
EURJPY
EURUSD-12.3
60.3
100
82.7
-10.3
14.6
-93.2
-61.5
EURUSD
GBPUSD10
20
82.7
100
21.5
-3.5
-89.5
-80.4
GBPUSD
NZDUSD81.9
-53.9
-10.3
21.5
100
-86.5
-16.4
-40.8
NZDUSD
USDCAD-88.1
42.1
14.6
-3.5
-86.5
100
9.1
24
USDCAD
USDCHF-6
-38.6
-93.2
-89.5
-16.4
9.1
100
74.7
USDCHF
USDJPY-25.8
25.8
-61.5
-80.4
-40.8
24
74.7
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
49.7
76.4
75
79.3
-83.9
-76.9
-66.2
AUDUSD
EURJPY49.7
100
71.1
49.4
65.1
-62.9
-71.8
-17.8
EURJPY
EURUSD76.4
71.1
100
90.3
95.8
-90.7
-98.8
-81.9
EURUSD
GBPUSD75
49.4
90.3
100
92.3
-89.6
-86.7
-86.1
GBPUSD
NZDUSD79.3
65.1
95.8
92.3
100
-94.9
-95.7
-80.8
NZDUSD
USDCAD-83.9
-62.9
-90.7
-89.6
-94.9
100
91.7
75.4
USDCAD
USDCHF-76.9
-71.8
-98.8
-86.7
-95.7
91.7
100
79.4
USDCHF
USDJPY-66.2
-17.8
-81.9
-86.1
-80.8
75.4
79.4
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-61.9
-20.2
5
54.1
-48.7
16.9
-64.5
AUDUSD
EURJPY-61.9
100
60.4
45
10.5
67.8
-66.6
87.4
EURJPY
EURUSD-20.2
60.4
100
17.9
20.4
34.6
-89.6
14.1
EURUSD
GBPUSD5
45
17.9
100
75.5
59.2
-51.1
45.2
GBPUSD
NZDUSD54.1
10.5
20.4
75.5
100
25.9
-45.1
0.7
NZDUSD
USDCAD-48.7
67.8
34.6
59.2
25.9
100
-57.4
63.2
USDCAD
USDCHF16.9
-66.6
-89.6
-51.1
-45.1
-57.4
100
-28.3
USDCHF
USDJPY-64.5
87.4
14.1
45.2
0.7
63.2
-28.3
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY