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
34.5
58.1
71.8
82.4
27.5
-52.2
-36.8
AUDUSD
EURJPY34.5
100
60.6
21.7
14.4
31.8
-34.3
24.6
EURJPY
EURUSD58.1
60.6
100
73
43.1
55.5
-72.5
-61.8
EURUSD
GBPUSD71.8
21.7
73
100
67.1
56.4
-62.7
-66.8
GBPUSD
NZDUSD82.4
14.4
43.1
67.1
100
1
-47.5
-38.6
NZDUSD
USDCAD27.5
31.8
55.5
56.4
1
100
-31.8
-36.1
USDCAD
USDCHF-52.2
-34.3
-72.5
-62.7
-47.5
-31.8
100
54.7
USDCHF
USDJPY-36.8
24.6
-61.8
-66.8
-38.6
-36.1
54.7
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
25.3
69.8
27.8
50.2
-28.6
-55.9
-36.5
AUDUSD
EURJPY25.3
100
79.3
93.5
66.9
-61.9
-87.2
73.8
EURJPY
EURUSD69.8
79.3
100
74.1
59.3
-45
-91.9
17.4
EURUSD
GBPUSD27.8
93.5
74.1
100
69.9
-67.2
-84.6
69
GBPUSD
NZDUSD50.2
66.9
59.3
69.9
100
-88.5
-79.5
42.3
NZDUSD
USDCAD-28.6
-61.9
-45
-67.2
-88.5
100
71.1
-50
USDCAD
USDCHF-55.9
-87.2
-91.9
-84.6
-79.5
71.1
100
-39.1
USDCHF
USDJPY-36.5
73.8
17.4
69
42.3
-50
-39.1
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-77.7
71.1
68.7
78.8
-74.1
-75.5
-84.1
AUDUSD
EURJPY-77.7
100
-39.6
-35.8
-44.8
38.6
43.8
65.1
EURJPY
EURUSD71.1
-39.6
100
96.1
93.9
-69.4
-99.1
-95.5
EURUSD
GBPUSD68.7
-35.8
96.1
100
93.6
-77.6
-94.2
-90.9
GBPUSD
NZDUSD78.8
-44.8
93.9
93.6
100
-85.3
-93.7
-91.9
NZDUSD
USDCAD-74.1
38.6
-69.4
-77.6
-85.3
100
71.2
69.5
USDCAD
USDCHF-75.5
43.8
-99.1
-94.2
-93.7
71.2
100
96.1
USDCHF
USDJPY-84.1
65.1
-95.5
-90.9
-91.9
69.5
96.1
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-62.2
-14.3
14
57.3
-46.2
11.3
-56.2
AUDUSD
EURJPY-62.2
100
51.6
33.1
4.8
55.7
-59.4
65.6
EURJPY
EURUSD-14.3
51.6
100
21
28
10.5
-92.4
-30.7
EURUSD
GBPUSD14
33.1
21
100
77.4
44.9
-47.2
18.2
GBPUSD
NZDUSD57.3
4.8
28
77.4
100
15.8
-47.2
-19.4
NZDUSD
USDCAD-46.2
55.7
10.5
44.9
15.8
100
-33.8
52.8
USDCAD
USDCHF11.3
-59.4
-92.4
-47.2
-47.2
-33.8
100
15.3
USDCHF
USDJPY-56.2
65.6
-30.7
18.2
-19.4
52.8
15.3
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY