Forex Correlation

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 
AUDUSD1007629.758.932.612.774.477.6AUDUSD
EURJPY761005678.255.3776.299.5EURJPY
EURUSD29.75610059.729.5-6.76.549.6EURUSD
GBPUSD58.978.259.710022.211.546.877.3GBPUSD
NZDUSD32.655.329.522.2100-39.753.454.8NZDUSD
USDCAD12.77-6.711.5-39.71003.67.4USDCAD
USDCHF74.476.26.546.853.43.610079USDCHF
USDJPY77.699.549.677.354.87.479100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD1008.4-68.547.634.7-68.276.463.6AUDUSD
EURJPY8.410014.157.236.73.71254.9EURJPY
EURUSD-68.514.1100-7.12.755.7-92.9-75EURUSD
GBPUSD47.657.2-7.110062.1-17.13844.1GBPUSD
NZDUSD34.736.72.762.1100-5.921.621.7NZDUSD
USDCAD-68.23.755.7-17.1-5.9100-53.6-43.8USDCAD
USDCHF76.412-92.93821.6-53.610086.5USDCHF
USDJPY63.654.9-7544.121.7-43.886.5100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10024.422.437.683.9-53.3-12.910.2AUDUSD
EURJPY24.410054.3-11.940.98.8-42.272.7EURJPY
EURUSD22.454.31004.649.99.7-96.1-18.1EURUSD
GBPUSD37.6-11.94.61005.7-71.2-1.9-17.6GBPUSD
NZDUSD83.940.949.95.7100-23.6-44.67NZDUSD
USDCAD-53.38.89.7-71.2-23.6100-15.32.3USDCAD
USDCHF-12.9-42.2-96.1-1.9-44.6-15.310029.2USDCHF
USDJPY10.272.7-18.1-17.672.329.2100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-46.9-27.7-32.511.7-5933.7-48.4AUDUSD
EURJPY-46.910080.587.370.279.6-79.685.7EURJPY
EURUSD-27.780.510094.181.964.2-9938.5EURUSD
GBPUSD-32.587.394.11008375.4-93.954.1GBPUSD
NZDUSD11.770.281.98310053.7-78.938.5NZDUSD
USDCAD-5979.664.275.453.7100-69.167.9USDCAD
USDCHF33.7-79.6-99-93.9-78.9-69.1100-37.8USDCHF
USDJPY-48.485.738.554.138.567.9-37.8100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
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