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 
AUDUSD100-78.260.822.377.7-50.2-54-81.4AUDUSD
EURJPY-78.2100-46.2-43.2-53.651.243.692.7EURJPY
EURUSD60.8-46.210060.118.8-27.6-82.4-73.3EURUSD
GBPUSD22.3-43.260.1100-24.5-32.1-62.9-60.4GBPUSD
NZDUSD77.7-53.618.8-24.5100-46-17.1-44.4NZDUSD
USDCAD-50.251.2-27.6-32.1-4610015.749.9USDCAD
USDCHF-5443.6-82.4-62.9-17.115.710065.8USDCHF
USDJPY-81.492.7-73.3-60.4-44.449.965.8100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-73.383.690.793.7-45.3-83.9-91.6AUDUSD
EURJPY-73.3100-47-66-62.144.357.385.8EURJPY
EURUSD83.6-4710082.486.9-43.2-96.1-85.5EURUSD
GBPUSD90.7-6682.410084.5-45.6-84.4-86.9GBPUSD
NZDUSD93.7-62.186.984.5100-37.5-85.9-86.9NZDUSD
USDCAD-45.344.3-43.2-45.6-37.510044.150.6USDCAD
USDCHF-83.957.3-96.1-84.4-85.944.110089.2USDCHF
USDJPY-91.685.8-85.5-86.9-86.950.689.2100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10025.826.632.884-50.6-20.47.2AUDUSD
EURJPY25.810060.6-5.645.513.3-51.567.3EURJPY
EURUSD26.660.610016.755.614.8-97.2-18EURUSD
GBPUSD32.8-5.616.71009.8-63.9-18.6-22.3GBPUSD
NZDUSD8445.555.69.8100-18-52.44.4NZDUSD
USDCAD-50.613.314.8-63.9-18100-19.32.5USDCAD
USDCHF-20.4-51.5-97.2-18.6-52.4-19.310026.7USDCHF
USDJPY7.267.3-18-22.34.42.526.7100USDJPY
 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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