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 
AUDUSD100-0.539.111.648.815.2-28.8-64.7AUDUSD
EURJPY-0.510081.2-22.564.667.4-81.26EURJPY
EURUSD39.181.2100-3.190.385.8-98.1-52.9EURUSD
GBPUSD11.6-22.5-3.11008.9-18.911.7-24.9GBPUSD
NZDUSD48.864.690.38.910078.4-88.1-58.7NZDUSD
USDCAD15.267.485.8-18.978.4100-91.4-50.7USDCAD
USDCHF-28.8-81.2-98.111.7-88.1-91.410050.7USDCHF
USDJPY-64.76-52.9-24.9-58.7-50.750.7100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10025.5-5.333.619.936.547.534.1AUDUSD
EURJPY25.510062.762.5-55.445.2-12.691.6EURJPY
EURUSD-5.362.710071.7-10.729.9-67.526.2EURUSD
GBPUSD33.662.571.71007.668.3-4.740.4GBPUSD
NZDUSD19.9-55.4-10.77.610013.111.2-63.3NZDUSD
USDCAD36.545.229.968.313.11003240.6USDCAD
USDCHF47.5-12.6-67.5-4.711.23210019USDCHF
USDJPY34.191.626.240.4-63.340.619100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD10030.231.533.785.3-47.9-26.48.1AUDUSD
EURJPY30.210064.69.450.314.2-56.865.6EURJPY
EURUSD31.564.610030.860.115.6-97.6-15.2EURUSD
GBPUSD33.79.430.810021.4-53.3-34-17.8GBPUSD
NZDUSD85.350.360.121.4100-15.3-57.65.6NZDUSD
USDCAD-47.914.215.6-53.3-15.3100-19.52.8USDCAD
USDCHF-26.4-56.8-97.6-34-57.6-19.510022.9USDCHF
USDJPY8.165.6-15.2-17.85.62.822.9100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100-48.1-35.9-38.411.8-64.342-42.2AUDUSD
EURJPY-48.110079.686.968.278.7-78.584.5EURJPY
EURUSD-35.979.61009477.565.1-9934.9EURUSD
GBPUSD-38.486.99410079.875.2-93.751.4GBPUSD
NZDUSD11.868.277.579.810048.8-7437.5NZDUSD
USDCAD-64.378.765.175.248.8100-69.964.1USDCAD
USDCHF42-78.5-99-93.7-74-69.9100-34USDCHF
USDJPY-42.284.534.951.437.564.1-34100USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
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