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Correlation table

The following tables represents the correlation between the various parities of the foreign exchange market.
The correlation coefficient highlights the similarity of the movements between two parities.

  • If the correlation is high (above 80) and positive then the currencies move in the same way.
  • If the correlation is high (above 80) and negative then the currencies move in the opposite way.
  • If the correlation is low (below 60) then the currencies don't move in the same way.

5min correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10029.254.339.463.9-31.2-55-39.4AUDUSD
EURJPY29.210060.731.658.9-25.5-54.219.1EURJPY
EURUSD54.360.710060.379.2-71.1-90.7-66.2EURUSD
GBPUSD39.431.660.310057.3-72.2-59.3-45.8GBPUSD
NZDUSD63.958.979.257.3100-36.9-78.5-42.2NZDUSD
USDCAD-31.2-25.5-71.1-72.2-36.91007064.2USDCAD
USDCHF-55-54.2-90.7-59.3-78.57010061.5USDCHF
USDJPY-39.419.1-66.2-45.8-42.264.261.5100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-61.4-19.269.591.6-82.4-70.4-77AUDUSD
EURJPY-61.410078.5-81.8-5766.775.380EURJPY
EURUSD-19.278.5100-55.5-22.824.744.225.6EURUSD
GBPUSD69.5-81.8-55.510075.4-83.2-83-73.8GBPUSD
NZDUSD91.6-57-22.875.4100-82.4-75.3-66.8NZDUSD
USDCAD-82.466.724.7-83.2-82.410084.780.1USDCAD
USDCHF-70.475.344.2-83-75.384.710074.7USDCHF
USDJPY-778025.6-73.8-66.880.174.7100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-65.813.6-862.7-7.3-70.9-77.9AUDUSD
EURJPY-65.810051.950.50.8-13.79.896.8EURJPY
EURUSD13.651.910072.762.2-35.4-72.929EURUSD
GBPUSD-850.572.710063.4-67.7-44.835.2GBPUSD
NZDUSD62.70.862.263.4100-46.6-82.8-17.6NZDUSD
USDCAD-7.3-13.7-35.4-67.7-46.610023.4-4.8USDCAD
USDCHF-70.99.8-72.9-44.8-82.823.410032.4USDCHF
USDJPY-77.996.82935.2-17.6-4.832.4100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-19.311.639.338.1-50.9-27.8-26.2AUDUSD
EURJPY-19.310069.7-55.673.647.2-43.598.1EURJPY
EURUSD11.669.71009.274.9-11.1-91.254.4EURUSD
GBPUSD39.3-55.69.2100-11-87.8-35.8-67.4GBPUSD
NZDUSD38.173.674.9-11100-3.3-64.565.7NZDUSD
USDCAD-50.947.2-11.1-87.8-3.310030.758.2USDCAD
USDCHF-27.8-43.5-91.2-35.8-64.530.7100-26.2USDCHF
USDJPY-26.298.154.4-67.465.758.2-26.2100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
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