Forex Correlation
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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
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 89.3 | 97.6 | 91.3 | 80.2 | -88.6 | -97.6 | -12.4 | AUDUSD |
| EURJPY | 89.3 | 100 | 93.6 | 90.7 | 63.8 | -91.7 | -92.6 | 28.6 | EURJPY |
| EURUSD | 97.6 | 93.6 | 100 | 92.7 | 74.1 | -90.1 | -99.8 | -6.7 | EURUSD |
| GBPUSD | 91.3 | 90.7 | 92.7 | 100 | 59.7 | -93.3 | -92.6 | 6.1 | GBPUSD |
| NZDUSD | 80.2 | 63.8 | 74.1 | 59.7 | 100 | -62.3 | -74.9 | -22.1 | NZDUSD |
| USDCAD | -88.6 | -91.7 | -90.1 | -93.3 | -62.3 | 100 | 89.7 | -15.8 | USDCAD |
| USDCHF | -97.6 | -92.6 | -99.8 | -92.6 | -74.9 | 89.7 | 100 | 9.3 | USDCHF |
| USDJPY | -12.4 | 28.6 | -6.7 | 6.1 | -22.1 | -15.8 | 9.3 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
hourly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 26.6 | -16.3 | 34.2 | 94.1 | -80.9 | 16 | 53.1 | AUDUSD |
| EURJPY | 26.6 | 100 | 67.2 | 68.6 | 18.6 | -38.1 | -66.6 | 42 | EURJPY |
| EURUSD | -16.3 | 67.2 | 100 | 76.5 | -22.5 | 15.5 | -99.9 | -39 | EURUSD |
| GBPUSD | 34.2 | 68.6 | 76.5 | 100 | 19.6 | -41.4 | -76.5 | -8.6 | GBPUSD |
| NZDUSD | 94.1 | 18.6 | -22.5 | 19.6 | 100 | -69.5 | 22.7 | 50.6 | NZDUSD |
| USDCAD | -80.9 | -38.1 | 15.5 | -41.4 | -69.5 | 100 | -15.9 | -66.4 | USDCAD |
| USDCHF | 16 | -66.6 | -99.9 | -76.5 | 22.7 | -15.9 | 100 | 39.6 | USDCHF |
| USDJPY | 53.1 | 42 | -39 | -8.6 | 50.6 | -66.4 | 39.6 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
daily correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 88 | 83.9 | -17.5 | 92.8 | -75.3 | -77.6 | 74.1 | AUDUSD |
| EURJPY | 88 | 100 | 84.9 | -29.9 | 81.9 | -58 | -76.3 | 91.8 | EURJPY |
| EURUSD | 83.9 | 84.9 | 100 | 14 | 86.4 | -72 | -98.5 | 57 | EURUSD |
| GBPUSD | -17.5 | -29.9 | 14 | 100 | -9.9 | -37.9 | -25.5 | -57 | GBPUSD |
| NZDUSD | 92.8 | 81.9 | 86.4 | -9.9 | 100 | -72.4 | -84.1 | 62.9 | NZDUSD |
| USDCAD | -75.3 | -58 | -72 | -37.9 | -72.4 | 100 | 71.9 | -36.7 | USDCAD |
| USDCHF | -77.6 | -76.3 | -98.5 | -25.5 | -84.1 | 71.9 | 100 | -44.7 | USDCHF |
| USDJPY | 74.1 | 91.8 | 57 | -57 | 62.9 | -36.7 | -44.7 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
weekly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100 | 54.3 | 44.5 | 52.6 | 89.6 | -82.7 | -47.3 | 23.5 | AUDUSD |
| EURJPY | 54.3 | 100 | 80.4 | 73.5 | 61.8 | -75.5 | -74.8 | 44.2 | EURJPY |
| EURUSD | 44.5 | 80.4 | 100 | 73 | 53.5 | -62.4 | -91.7 | -17.8 | EURUSD |
| GBPUSD | 52.6 | 73.5 | 73 | 100 | 66 | -75.7 | -80.2 | 13 | GBPUSD |
| NZDUSD | 89.6 | 61.8 | 53.5 | 66 | 100 | -88.7 | -65.2 | 22.7 | NZDUSD |
| USDCAD | -82.7 | -75.5 | -62.4 | -75.7 | -88.7 | 100 | 67.9 | -31.6 | USDCAD |
| USDCHF | -47.3 | -74.8 | -91.7 | -80.2 | -65.2 | 67.9 | 100 | 14 | USDCHF |
| USDJPY | 23.5 | 44.2 | -17.8 | 13 | 22.7 | -31.6 | 14 | 100 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
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