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 
AUDUSD100-78.3-44.641.472.366.624.1-77.6AUDUSD
EURJPY-78.310064.3-34.2-50.3-63.8-16.996.8EURJPY
EURUSD-44.664.310035.3-4.8-58.3-36.440.6EURUSD
GBPUSD41.4-34.235.310054.72.2-12.7-51.4GBPUSD
NZDUSD72.3-50.3-4.854.710037.4-9.4-58.1NZDUSD
USDCAD66.6-63.8-58.32.237.410022.5-56USDCAD
USDCHF24.1-16.9-36.4-12.7-9.422.5100-6.6USDCHF
USDJPY-77.696.840.6-51.4-58.1-56-6.6100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100171.5-25.285.822.625.615.3AUDUSD
EURJPY1710033.445.314.7166.475.6EURJPY
EURUSD1.533.410057.1-11.95.3-84.8-36.3EURUSD
GBPUSD-25.245.357.1100-25.4-15-32.55.1GBPUSD
NZDUSD85.814.7-11.9-25.410013.13622.3NZDUSD
USDCAD22.6165.3-1513.11006.412.5USDCAD
USDCHF25.66.4-84.8-32.5366.410065.3USDCHF
USDJPY15.375.6-36.35.122.312.565.3100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10020.518.742.583.6-59.5-7.18.1AUDUSD
EURJPY20.510048.7-6.835.51.4-34.173EURJPY
EURUSD18.748.710010.145.72.4-95.4-24.1EURUSD
GBPUSD42.5-6.810.110011.5-70.3-5.5-15.3GBPUSD
NZDUSD83.635.545.711.5100-31.2-38.93.7NZDUSD
USDCAD-59.51.42.4-70.3-31.2100-8.5-0.6USDCAD
USDCHF-7.1-34.1-95.4-5.5-38.9-8.510036.7USDCHF
USDJPY8.173-24.1-15.33.7-0.636.7100USDJPY
 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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