Les tableaux suivants représentent la corrélation entre les parités différentes du marché des changes.
Le coefficient de corrélation met en évidence la similitude des mouvements entre deux parités.
- Si la corrélation est élevée et positive, les monnaies évoluent de la même manière.
- Si la corrélation est forte et négative, les monnaies vont dans le sens inverse
- Si la corrélation est proche de zéro les monnaies ne se déplacent pas de la même manière
EURUSD
Daily
4 hours
Hourly
15 min
5 min
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | NZDCHF | AUDCAD | GBPAUD | EURAUD | NZDJPY | EURGBP | AUDCHF | GBPCHF | EURCHF | CHFJPY | AUDJPY | GBPJPY | EURJPY | GBPNZD | CADJPY | CADCHF | AUDNZD | EURNZD | USDJPY | USDCHF | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 96 | 93 | 74 | 60 | 57 | 56 | 18 | 16 | 13 | 11 | -10 | -12 | -19 | -21 | -24 | -26 | -26 | -31 | -31 | -41 | -48 | -50 | -50 | -52 | -71 | -86 | -90 | |
GBPUSD | 96 | 89 | 65 | 55 | 49 | 68 | 6 | 5 | 30 | 20 | -20 | -41 | -30 | -18 | -34 | -33 | -36 | -35 | -41 | -25 | -56 | -54 | -57 | -49 | -77 | -87 | -89 | |
NZDUSD | 93 | 89 | 82 | 83 | 66 | 62 | 32 | 35 | -4 | -9 | 6 | -10 | -12 | -30 | -33 | -13 | -15 | -26 | -26 | -67 | -45 | -61 | -51 | -80 | -64 | -85 | -77 | |
AUDUSD | 74 | 65 | 82 | 76 | 68 | 50 | 69 | 74 | -53 | -59 | 47 | 12 | 44 | 12 | 17 | 17 | 37 | 20 | 21 | -67 | 1 | -20 | 8 | -68 | -21 | -45 | -54 | |
NZDCAD | 60 | 55 | 83 | 76 | 85 | 71 | 50 | 66 | -33 | -39 | 37 | 2 | 10 | -27 | -24 | 17 | 16 | 1 | 2 | -85 | -23 | -64 | -31 | -93 | -28 | -57 | -28 | |
EURCAD | 57 | 49 | 66 | 68 | 85 | 78 | 45 | 67 | -30 | -31 | 38 | 11 | 18 | -8 | -2 | 22 | 23 | 14 | 16 | -59 | -13 | -52 | -13 | -59 | -16 | -43 | -16 | |
GBPCAD | 56 | 68 | 62 | 50 | 71 | 78 | 17 | 38 | 13 | -6 | 9 | -54 | -10 | -3 | -26 | 0 | -6 | -1 | -13 | -22 | -35 | -61 | -34 | -53 | -36 | -54 | -26 | |
NZDCHF | 18 | 6 | 32 | 69 | 50 | 45 | 17 | 83 | -80 | -82 | 73 | 33 | 85 | 58 | 68 | 32 | 71 | 54 | 57 | -56 | 45 | 35 | 48 | -45 | 34 | 24 | 2 | |
AUDCAD | 16 | 5 | 35 | 74 | 66 | 67 | 38 | 83 | -87 | -92 | 80 | 30 | 78 | 31 | 42 | 53 | 78 | 59 | 61 | -63 | 42 | 2 | 51 | -55 | 37 | 11 | 16 | |
GBPAUD | 13 | 30 | -4 | -53 | -33 | -30 | 13 | -80 | -87 | 95 | -81 | -60 | -88 | -35 | -59 | -57 | -86 | -63 | -72 | 56 | -64 | -35 | -72 | 30 | -59 | -41 | -31 | |
EURAUD | 11 | 20 | -9 | -59 | -39 | -31 | -6 | -82 | -92 | 95 | -81 | -31 | -89 | -44 | -54 | -56 | -86 | -67 | -69 | 49 | -60 | -31 | -72 | 38 | -56 | -37 | -29 | |
NZDJPY | -10 | -20 | 6 | 47 | 37 | 38 | 9 | 73 | 80 | -81 | -81 | 38 | 76 | 37 | 51 | 88 | 95 | 90 | 92 | -45 | 82 | 24 | 58 | -30 | 73 | 35 | 32 | |
EURGBP | -12 | -41 | -10 | 12 | 2 | 11 | -54 | 33 | 30 | -60 | -31 | 38 | 39 | -6 | 38 | 30 | 41 | 21 | 42 | -44 | 38 | 27 | 35 | 5 | 36 | 28 | 19 | |
AUDCHF | -19 | -30 | -12 | 44 | 10 | 18 | -10 | 85 | 78 | -88 | -89 | 76 | 39 | 75 | 86 | 47 | 88 | 74 | 78 | -22 | 73 | 65 | 87 | -4 | 67 | 60 | 32 | |
GBPCHF | -21 | -18 | -30 | 12 | -27 | -8 | -3 | 58 | 31 | -35 | -44 | 37 | -6 | 75 | 90 | 13 | 54 | 59 | 53 | 35 | 56 | 81 | 71 | 36 | 49 | 64 | 21 | |
EURCHF | -24 | -34 | -33 | 17 | -24 | -2 | -26 | 68 | 42 | -59 | -54 | 51 | 38 | 86 | 90 | 25 | 68 | 64 | 67 | 13 | 68 | 86 | 81 | 35 | 61 | 71 | 28 | |
CHFJPY | -26 | -33 | -13 | 17 | 17 | 22 | 0 | 32 | 53 | -57 | -56 | 88 | 30 | 47 | 13 | 25 | 83 | 88 | 88 | -24 | 82 | 10 | 48 | -10 | 78 | 32 | 42 | |
AUDJPY | -26 | -36 | -15 | 37 | 16 | 23 | -6 | 71 | 78 | -86 | -86 | 95 | 41 | 88 | 54 | 68 | 83 | 94 | 96 | -27 | 90 | 46 | 80 | -9 | 83 | 55 | 43 | |
GBPJPY | -31 | -35 | -26 | 20 | 1 | 14 | -1 | 54 | 59 | -63 | -67 | 90 | 21 | 74 | 59 | 64 | 88 | 94 | 98 | -2 | 94 | 47 | 73 | 8 | 87 | 57 | 45 | |
EURJPY | -31 | -41 | -26 | 21 | 2 | 16 | -13 | 57 | 61 | -72 | -69 | 92 | 42 | 78 | 53 | 67 | 88 | 96 | 98 | -12 | 96 | 49 | 76 | 9 | 89 | 59 | 46 | |
GBPNZD | -41 | -25 | -67 | -67 | -85 | -59 | -22 | -56 | -63 | 56 | 49 | -45 | -44 | -22 | 35 | 13 | -24 | -27 | -2 | -12 | 5 | 41 | 17 | 88 | 11 | 37 | 19 | |
CADJPY | -48 | -56 | -45 | 1 | -23 | -13 | -35 | 45 | 42 | -64 | -60 | 82 | 38 | 73 | 56 | 68 | 82 | 90 | 94 | 96 | 5 | 65 | 80 | 26 | 94 | 71 | 51 | |
CADCHF | -50 | -54 | -61 | -20 | -64 | -52 | -61 | 35 | 2 | -35 | -31 | 24 | 27 | 65 | 81 | 86 | 10 | 46 | 47 | 49 | 41 | 65 | 76 | 60 | 60 | 82 | 32 | |
AUDNZD | -50 | -57 | -51 | 8 | -31 | -13 | -34 | 48 | 51 | -72 | -72 | 58 | 35 | 87 | 71 | 81 | 48 | 80 | 73 | 76 | 17 | 80 | 76 | 37 | 80 | 79 | 53 | |
EURNZD | -52 | -49 | -80 | -68 | -93 | -59 | -53 | -45 | -55 | 30 | 38 | -30 | 5 | -4 | 36 | 35 | -10 | -9 | 8 | 9 | 88 | 26 | 60 | 37 | 32 | 56 | 31 | |
USDJPY | -71 | -77 | -64 | -21 | -28 | -16 | -36 | 34 | 37 | -59 | -56 | 73 | 36 | 67 | 49 | 61 | 78 | 83 | 87 | 89 | 11 | 94 | 60 | 80 | 32 | 85 | 77 | |
USDCHF | -86 | -87 | -85 | -45 | -57 | -43 | -54 | 24 | 11 | -41 | -37 | 35 | 28 | 60 | 64 | 71 | 32 | 55 | 57 | 59 | 37 | 71 | 82 | 79 | 56 | 85 | 80 | |
USDCAD | -90 | -89 | -77 | -54 | -28 | -16 | -26 | 2 | 16 | -31 | -29 | 32 | 19 | 32 | 21 | 28 | 42 | 43 | 45 | 46 | 19 | 51 | 32 | 53 | 31 | 77 | 80 |
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | NZDCHF | AUDCAD | GBPAUD | EURAUD | NZDJPY | EURGBP | AUDCHF | GBPCHF | EURCHF | CHFJPY | AUDJPY | GBPJPY | EURJPY | GBPNZD | CADJPY | CADCHF | AUDNZD | EURNZD | USDJPY | USDCHF | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 92 | 93 | 88 | 63 | 41 | 57 | 88 | 56 | 2 | -19 | 73 | -25 | 87 | 85 | 85 | 52 | 77 | 76 | 66 | -28 | 63 | 77 | -32 | -54 | 30 | -68 | -89 | |
GBPUSD | 92 | 85 | 94 | 47 | 19 | 72 | 74 | 66 | 8 | -45 | 46 | -62 | 91 | 92 | 69 | 21 | 53 | 54 | 37 | 2 | 37 | 74 | -3 | -49 | -1 | -75 | -91 | |
NZDUSD | 93 | 85 | 88 | 80 | 36 | 51 | 95 | 66 | -18 | -31 | 70 | -23 | 85 | 74 | 73 | 44 | 70 | 64 | 56 | -51 | 53 | 66 | -45 | -81 | 21 | -72 | -83 | |
AUDUSD | 88 | 94 | 88 | 50 | 7 | 56 | 74 | 78 | -28 | -64 | 42 | -54 | 95 | 78 | 57 | 17 | 51 | 44 | 30 | -15 | 31 | 69 | 2 | -63 | -9 | -84 | -92 | |
NZDCAD | 63 | 47 | 80 | 50 | 68 | 47 | 86 | 60 | -15 | -2 | 61 | 10 | 51 | 42 | 58 | 35 | 49 | 45 | 45 | -76 | 34 | 20 | -75 | -84 | 23 | -36 | -33 | |
EURCAD | 41 | 19 | 36 | 7 | 68 | 51 | 52 | 25 | 32 | 52 | 50 | 36 | 17 | 32 | 63 | 39 | 40 | 45 | 50 | -39 | 34 | 1 | -64 | -17 | 42 | 12 | 6 | |
GBPCAD | 57 | 72 | 51 | 56 | 47 | 51 | 49 | 68 | 41 | -22 | 12 | -63 | 61 | 78 | 52 | -14 | 13 | 20 | 6 | 21 | -4 | 26 | -3 | -26 | -23 | -34 | -37 | |
NZDCHF | 88 | 74 | 95 | 74 | 86 | 52 | 49 | 54 | -7 | -10 | 82 | -7 | 79 | 74 | 84 | 57 | 78 | 75 | 69 | -59 | 64 | 68 | -62 | -77 | 41 | -45 | -70 | |
AUDCAD | 56 | 66 | 66 | 78 | 60 | 25 | 68 | 54 | -40 | -70 | 7 | -51 | 76 | 54 | 30 | -23 | 11 | 3 | -8 | -17 | -14 | 19 | 8 | -62 | -40 | -62 | -48 | |
GBPAUD | 2 | 8 | -18 | -28 | -15 | 32 | 41 | -7 | -40 | 59 | 5 | -15 | -19 | 31 | 27 | 11 | 2 | 22 | 17 | 47 | 12 | 9 | -14 | 45 | 21 | 35 | 14 | |
EURAUD | -19 | -45 | -31 | -64 | -2 | 52 | -22 | -10 | -70 | 59 | 31 | 71 | -54 | -24 | 20 | 49 | 20 | 31 | 44 | -14 | 38 | -16 | -55 | 42 | 66 | 63 | 47 | |
NZDJPY | 73 | 46 | 70 | 42 | 61 | 50 | 12 | 82 | 7 | 5 | 31 | 33 | 50 | 51 | 84 | 94 | 98 | 96 | 97 | -59 | 95 | 68 | -70 | -44 | 84 | -19 | -55 | |
EURGBP | -25 | -62 | -23 | -54 | 10 | 36 | -63 | -7 | -51 | -15 | 71 | 33 | -50 | -56 | 1 | 50 | 23 | 19 | 39 | -58 | 35 | -28 | -55 | 13 | 63 | 48 | 45 | |
AUDCHF | 87 | 91 | 85 | 95 | 51 | 17 | 61 | 79 | 76 | -19 | -54 | 50 | -50 | 88 | 71 | 23 | 58 | 53 | 39 | -12 | 39 | 78 | -1 | -57 | 4 | -62 | -86 | |
GBPCHF | 85 | 92 | 74 | 78 | 42 | 32 | 78 | 74 | 54 | 31 | -24 | 51 | -56 | 88 | 82 | 28 | 58 | 63 | 47 | 11 | 44 | 81 | -8 | -33 | 15 | -43 | -77 | |
EURCHF | 85 | 69 | 73 | 57 | 58 | 63 | 52 | 84 | 30 | 27 | 20 | 84 | 1 | 71 | 82 | 68 | 85 | 88 | 83 | -26 | 77 | 78 | -47 | -31 | 60 | -19 | -61 | |
CHFJPY | 52 | 21 | 44 | 17 | 35 | 39 | -14 | 57 | -23 | 11 | 49 | 94 | 50 | 23 | 28 | 68 | 93 | 93 | 97 | -49 | 98 | 57 | -62 | -17 | 96 | -1 | -37 | |
AUDJPY | 77 | 53 | 70 | 51 | 49 | 40 | 13 | 78 | 11 | 2 | 20 | 98 | 23 | 58 | 58 | 85 | 93 | 98 | 97 | -46 | 97 | 78 | -53 | -36 | 82 | -24 | -64 | |
GBPJPY | 76 | 54 | 64 | 44 | 45 | 45 | 20 | 75 | 3 | 22 | 31 | 96 | 19 | 53 | 63 | 88 | 93 | 98 | 98 | -35 | 97 | 78 | -54 | -27 | 84 | -17 | -60 | |
EURJPY | 66 | 37 | 56 | 30 | 45 | 50 | 6 | 69 | -8 | 17 | 44 | 97 | 39 | 39 | 47 | 83 | 97 | 97 | 98 | -45 | 98 | 67 | -62 | -22 | 92 | -6 | -46 | |
GBPNZD | -28 | 2 | -51 | -15 | -76 | -39 | 21 | -59 | -17 | 47 | -14 | -59 | -58 | -12 | 11 | -26 | -49 | -46 | -35 | -45 | -41 | -3 | 81 | 73 | -43 | 14 | 10 | |
CADJPY | 63 | 37 | 53 | 31 | 34 | 34 | -4 | 64 | -14 | 12 | 38 | 95 | 35 | 39 | 44 | 77 | 98 | 97 | 97 | 98 | -41 | 73 | -54 | -21 | 91 | -9 | -52 | |
CADCHF | 77 | 74 | 66 | 69 | 20 | 1 | 26 | 68 | 19 | 9 | -16 | 68 | -28 | 78 | 81 | 78 | 57 | 78 | 78 | 67 | -3 | 73 | -9 | -26 | 44 | -35 | -84 | |
AUDNZD | -32 | -3 | -45 | 2 | -75 | -64 | -3 | -62 | 8 | -14 | -55 | -70 | -55 | -1 | -8 | -47 | -62 | -53 | -54 | -62 | 81 | -54 | -9 | 52 | -62 | -7 | 2 | |
EURNZD | -54 | -49 | -81 | -63 | -84 | -17 | -26 | -77 | -62 | 45 | 42 | -44 | 13 | -57 | -33 | -31 | -17 | -36 | -27 | -22 | 73 | -21 | -26 | 52 | 0 | 57 | 50 | |
USDJPY | 30 | -1 | 21 | -9 | 23 | 42 | -23 | 41 | -40 | 21 | 66 | 84 | 63 | 4 | 15 | 60 | 96 | 82 | 84 | 92 | -43 | 91 | 44 | -62 | 0 | 28 | -12 | |
USDCHF | -68 | -75 | -72 | -84 | -36 | 12 | -34 | -45 | -62 | 35 | 63 | -19 | 48 | -62 | -43 | -19 | -1 | -24 | -17 | -6 | 14 | -9 | -35 | -7 | 57 | 28 | 80 | |
USDCAD | -89 | -91 | -83 | -92 | -33 | 6 | -37 | -70 | -48 | 14 | 47 | -55 | 45 | -86 | -77 | -61 | -37 | -64 | -60 | -46 | 10 | -52 | -84 | 2 | 50 | -12 | 80 |
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | NZDCHF | AUDCAD | GBPAUD | EURAUD | NZDJPY | EURGBP | AUDCHF | GBPCHF | EURCHF | CHFJPY | AUDJPY | GBPJPY | EURJPY | GBPNZD | CADJPY | CADCHF | AUDNZD | EURNZD | USDJPY | USDCHF | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 98 | 97 | 97 | 94 | 87 | 85 | 94 | 95 | -64 | -82 | 82 | -57 | 93 | 82 | 86 | -36 | 55 | 23 | -3 | -86 | -43 | -45 | -84 | -88 | -79 | -98 | -96 | |
GBPUSD | 98 | 97 | 96 | 95 | 85 | 92 | 95 | 95 | -55 | -83 | 75 | -73 | 93 | 90 | 85 | -48 | 43 | 15 | -16 | -83 | -54 | -43 | -87 | -91 | -86 | -95 | -93 | |
NZDUSD | 97 | 97 | 99 | 99 | 81 | 85 | 99 | 98 | -71 | -91 | 80 | -64 | 96 | 81 | 77 | -47 | 47 | 8 | -18 | -94 | -54 | -46 | -91 | -97 | -86 | -97 | -94 | |
AUDUSD | 97 | 96 | 99 | 96 | 79 | 82 | 97 | 98 | -76 | -93 | 82 | -60 | 98 | 79 | 78 | -42 | 54 | 13 | -13 | -93 | -48 | -40 | -84 | -95 | -83 | -97 | -97 | |
NZDCAD | 94 | 95 | 99 | 96 | 84 | 88 | 99 | 98 | -67 | -89 | 77 | -66 | 95 | 82 | 76 | -51 | 41 | 3 | -23 | -94 | -60 | -54 | -95 | -98 | -87 | -93 | -88 | |
EURCAD | 87 | 85 | 81 | 79 | 84 | 90 | 80 | 83 | -36 | -55 | 70 | -50 | 75 | 79 | 89 | -31 | 42 | 26 | 3 | -68 | -44 | -67 | -79 | -71 | -66 | -79 | -69 | |
GBPCAD | 85 | 92 | 85 | 82 | 88 | 90 | 86 | 85 | -28 | -66 | 59 | -82 | 80 | 95 | 84 | -56 | 23 | 9 | -25 | -67 | -64 | -54 | -85 | -80 | -81 | -78 | -72 | |
NZDCHF | 94 | 95 | 99 | 97 | 99 | 80 | 86 | 98 | -69 | -91 | 78 | -68 | 97 | 84 | 78 | -52 | 44 | 5 | -22 | -94 | -57 | -43 | -93 | -98 | -86 | -92 | -90 | |
AUDCAD | 95 | 95 | 98 | 98 | 98 | 83 | 85 | 98 | -74 | -93 | 79 | -62 | 98 | 80 | 78 | -47 | 49 | 8 | -17 | -93 | -54 | -49 | -86 | -96 | -84 | -93 | -90 | |
GBPAUD | -64 | -55 | -71 | -76 | -67 | -36 | -28 | -69 | -74 | 86 | -70 | 9 | -76 | -25 | -35 | 13 | -61 | -4 | 0 | 85 | 17 | 20 | 49 | 74 | 50 | 71 | 73 | |
EURAUD | -82 | -83 | -91 | -93 | -89 | -55 | -66 | -91 | -93 | 86 | -71 | 59 | -95 | -66 | -56 | 48 | -45 | 5 | 27 | 93 | 50 | 27 | 75 | 94 | 80 | 85 | 87 | |
NZDJPY | 82 | 75 | 80 | 82 | 77 | 70 | 59 | 78 | 79 | -70 | -71 | -26 | 79 | 55 | 70 | 14 | 89 | 61 | 42 | -79 | 6 | -34 | -67 | -74 | -38 | -81 | -80 | |
EURGBP | -57 | -73 | -64 | -60 | -66 | -50 | -82 | -68 | -62 | 9 | 59 | -26 | -63 | -87 | -53 | 72 | 8 | 17 | 54 | 45 | 71 | 20 | 67 | 67 | 77 | 54 | 54 | |
AUDCHF | 93 | 93 | 96 | 98 | 95 | 75 | 80 | 97 | 98 | -76 | -95 | 79 | -63 | 82 | 79 | -46 | 52 | 10 | -16 | -91 | -49 | -30 | -81 | -94 | -82 | -91 | -92 | |
GBPCHF | 82 | 90 | 81 | 79 | 82 | 79 | 95 | 84 | 80 | -25 | -66 | 55 | -87 | 82 | 87 | -57 | 24 | 12 | -24 | -60 | -58 | -26 | -77 | -76 | -78 | -72 | -73 | |
EURCHF | 86 | 85 | 77 | 78 | 76 | 89 | 84 | 78 | 78 | -35 | -56 | 70 | -53 | 79 | 87 | -27 | 50 | 37 | 11 | -60 | -31 | -26 | -67 | -65 | -59 | -72 | -73 | |
CHFJPY | -36 | -48 | -47 | -42 | -51 | -31 | -56 | -52 | -47 | 13 | 48 | 14 | 72 | -46 | -57 | -27 | 52 | 75 | 92 | 40 | 98 | 22 | 55 | 55 | 84 | 36 | 33 | |
AUDJPY | 55 | 43 | 47 | 54 | 41 | 42 | 23 | 44 | 49 | -61 | -45 | 89 | 8 | 52 | 24 | 50 | 52 | 82 | 74 | -48 | 47 | -7 | -24 | -38 | 3 | -53 | -56 | |
GBPJPY | 23 | 15 | 8 | 13 | 3 | 26 | 9 | 5 | 8 | -4 | 5 | 61 | 17 | 10 | 12 | 37 | 75 | 82 | 92 | 1 | 71 | 6 | 5 | 6 | 39 | -15 | -18 | |
EURJPY | -3 | -16 | -18 | -13 | -23 | 3 | -25 | -22 | -17 | 0 | 27 | 42 | 54 | -16 | -24 | 11 | 92 | 74 | 92 | 18 | 89 | 13 | 31 | 31 | 63 | 8 | 5 | |
GBPNZD | -86 | -83 | -94 | -93 | -94 | -68 | -67 | -94 | -93 | 85 | 93 | -79 | 45 | -91 | -60 | -60 | 40 | -48 | 1 | 18 | 48 | 46 | 87 | 97 | 78 | 90 | 87 | |
CADJPY | -43 | -54 | -54 | -48 | -60 | -44 | -64 | -57 | -54 | 17 | 50 | 6 | 71 | -49 | -58 | -31 | 98 | 47 | 71 | 89 | 48 | 43 | 64 | 61 | 87 | 44 | 37 | |
CADCHF | -45 | -43 | -46 | -40 | -54 | -67 | -54 | -43 | -49 | 20 | 27 | -34 | 20 | -30 | -26 | -26 | 22 | -7 | 6 | 13 | 46 | 43 | 59 | 45 | 43 | 49 | 26 | |
AUDNZD | -84 | -87 | -91 | -84 | -95 | -79 | -85 | -93 | -86 | 49 | 75 | -67 | 67 | -81 | -77 | -67 | 55 | -24 | 5 | 31 | 87 | 64 | 59 | 93 | 84 | 84 | 77 | |
EURNZD | -88 | -91 | -97 | -95 | -98 | -71 | -80 | -98 | -96 | 74 | 94 | -74 | 67 | -94 | -76 | -65 | 55 | -38 | 6 | 31 | 97 | 61 | 45 | 93 | 87 | 91 | 88 | |
USDJPY | -79 | -86 | -86 | -83 | -87 | -66 | -81 | -86 | -84 | 50 | 80 | -38 | 77 | -82 | -78 | -59 | 84 | 3 | 39 | 63 | 78 | 87 | 43 | 84 | 87 | 81 | 77 | |
USDCHF | -98 | -95 | -97 | -97 | -93 | -79 | -78 | -92 | -93 | 71 | 85 | -81 | 54 | -91 | -72 | -72 | 36 | -53 | -15 | 8 | 90 | 44 | 49 | 84 | 91 | 81 | 97 | |
USDCAD | -96 | -93 | -94 | -97 | -88 | -69 | -72 | -90 | -90 | 73 | 87 | -80 | 54 | -92 | -73 | -73 | 33 | -56 | -18 | 5 | 87 | 37 | 26 | 77 | 88 | 77 | 97 |
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | NZDCHF | AUDCAD | GBPAUD | EURAUD | NZDJPY | EURGBP | AUDCHF | GBPCHF | EURCHF | CHFJPY | AUDJPY | GBPJPY | EURJPY | GBPNZD | CADJPY | CADCHF | AUDNZD | EURNZD | USDJPY | USDCHF | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 96 | 97 | 96 | 97 | 82 | 88 | 94 | 96 | -42 | -74 | 41 | -55 | 90 | 84 | 88 | -82 | -12 | -59 | -64 | -82 | -85 | -37 | -86 | -90 | -91 | -94 | -83 | |
GBPUSD | 96 | 96 | 93 | 93 | 74 | 92 | 93 | 90 | -26 | -73 | 26 | -76 | 87 | 94 | 83 | -91 | -28 | -66 | -78 | -72 | -92 | -26 | -88 | -90 | -97 | -91 | -85 | |
NZDUSD | 97 | 96 | 99 | 98 | 72 | 83 | 98 | 97 | -51 | -85 | 50 | -60 | 95 | 85 | 84 | -82 | -5 | -58 | -65 | -89 | -82 | -21 | -88 | -98 | -91 | -92 | -88 | |
AUDUSD | 96 | 93 | 99 | 95 | 67 | 77 | 96 | 97 | -60 | -90 | 54 | -55 | 97 | 80 | 80 | -76 | 4 | -53 | -60 | -90 | -75 | -15 | -80 | -96 | -87 | -93 | -91 | |
NZDCAD | 97 | 93 | 98 | 95 | 82 | 88 | 98 | 98 | -46 | -77 | 52 | -55 | 93 | 86 | 91 | -80 | -5 | -52 | -59 | -88 | -82 | -32 | -92 | -95 | -87 | -87 | -77 | |
EURCAD | 82 | 74 | 72 | 67 | 82 | 87 | 72 | 79 | -14 | -32 | 33 | -30 | 63 | 71 | 91 | -62 | -14 | -35 | -36 | -57 | -74 | -71 | -78 | -59 | -66 | -64 | -36 | |
GBPCAD | 88 | 92 | 83 | 77 | 88 | 87 | 83 | 82 | 0 | -47 | 16 | -72 | 72 | 95 | 89 | -87 | -39 | -56 | -70 | -54 | -92 | -47 | -89 | -74 | -88 | -74 | -58 | |
NZDCHF | 94 | 93 | 98 | 96 | 98 | 72 | 83 | 97 | -51 | -85 | 54 | -60 | 97 | 87 | 88 | -80 | -1 | -52 | -62 | -90 | -79 | -14 | -89 | -98 | -87 | -84 | -82 | |
AUDCAD | 96 | 90 | 97 | 97 | 98 | 79 | 82 | 97 | -58 | -83 | 61 | -47 | 97 | 81 | 89 | -72 | 10 | -43 | -50 | -91 | -74 | -28 | -82 | -93 | -82 | -86 | -79 | |
GBPAUD | -42 | -26 | -51 | -60 | -46 | -14 | 0 | -51 | -58 | 77 | -83 | -21 | -65 | -6 | -28 | 1 | -72 | -4 | -12 | 80 | -2 | -18 | 16 | 56 | 18 | 45 | 54 | |
EURAUD | -74 | -73 | -85 | -90 | -77 | -32 | -47 | -85 | -83 | 77 | -63 | 47 | -92 | -61 | -55 | 56 | -28 | 36 | 45 | 88 | 48 | -22 | 57 | 91 | 67 | 76 | 89 | |
NZDJPY | 41 | 26 | 50 | 54 | 52 | 33 | 16 | 54 | 61 | -83 | -63 | 17 | 62 | 16 | 42 | 7 | 81 | 35 | 30 | -76 | 6 | -2 | -30 | -55 | -8 | -34 | -34 | |
EURGBP | -55 | -76 | -60 | -55 | -55 | -30 | -72 | -60 | -47 | -21 | 47 | 17 | -52 | -84 | -46 | 83 | 57 | 61 | 86 | 25 | 77 | -9 | 64 | 62 | 78 | 54 | 62 | |
AUDCHF | 90 | 87 | 95 | 97 | 93 | 63 | 72 | 97 | 97 | -65 | -92 | 62 | -52 | 80 | 83 | -71 | 16 | -42 | -52 | -92 | -67 | -1 | -76 | -96 | -79 | -81 | -84 | |
GBPCHF | 84 | 94 | 85 | 80 | 86 | 71 | 95 | 87 | 81 | -6 | -61 | 16 | -84 | 80 | 86 | -92 | -37 | -59 | -77 | -57 | -90 | -16 | -86 | -81 | -90 | -71 | -68 | |
EURCHF | 88 | 83 | 84 | 80 | 91 | 91 | 89 | 88 | 89 | -28 | -55 | 42 | -46 | 83 | 86 | -74 | -9 | -40 | -47 | -70 | -78 | -36 | -83 | -76 | -76 | -66 | -54 | |
CHFJPY | -82 | -91 | -82 | -76 | -80 | -62 | -87 | -80 | -72 | 1 | 56 | 7 | 83 | -71 | -92 | -74 | 59 | 86 | 94 | 53 | 98 | 16 | 85 | 77 | 97 | 75 | 73 | |
AUDJPY | -12 | -28 | -5 | 4 | -5 | -14 | -39 | -1 | 10 | -72 | -28 | 81 | 57 | 16 | -37 | -9 | 59 | 72 | 73 | -31 | 60 | 21 | 32 | -2 | 45 | 13 | 6 | |
GBPJPY | -59 | -66 | -58 | -53 | -52 | -35 | -56 | -52 | -43 | -4 | 36 | 35 | 61 | -42 | -59 | -40 | 86 | 72 | 93 | 35 | 84 | 12 | 62 | 54 | 83 | 63 | 62 | |
EURJPY | -64 | -78 | -65 | -60 | -59 | -36 | -70 | -62 | -50 | -12 | 45 | 30 | 86 | -52 | -77 | -47 | 94 | 73 | 93 | 34 | 90 | 4 | 70 | 63 | 90 | 66 | 69 | |
GBPNZD | -82 | -72 | -89 | -90 | -88 | -57 | -54 | -90 | -91 | 80 | 88 | -76 | 25 | -92 | -57 | -70 | 53 | -31 | 35 | 34 | 52 | 9 | 72 | 92 | 65 | 77 | 77 | |
CADJPY | -85 | -92 | -82 | -75 | -82 | -74 | -92 | -79 | -74 | -2 | 48 | 6 | 77 | -67 | -90 | -78 | 98 | 60 | 84 | 90 | 52 | 36 | 88 | 74 | 97 | 79 | 67 | |
CADCHF | -37 | -26 | -21 | -15 | -32 | -71 | -47 | -14 | -28 | -18 | -22 | -2 | -9 | -1 | -16 | -36 | 16 | 21 | 12 | 4 | 9 | 36 | 36 | 5 | 24 | 34 | -8 | |
AUDNZD | -86 | -88 | -88 | -80 | -92 | -78 | -89 | -89 | -82 | 16 | 57 | -30 | 64 | -76 | -86 | -83 | 85 | 32 | 62 | 70 | 72 | 88 | 36 | 86 | 87 | 76 | 65 | |
EURNZD | -90 | -90 | -98 | -96 | -95 | -59 | -74 | -98 | -93 | 56 | 91 | -55 | 62 | -96 | -81 | -76 | 77 | -2 | 54 | 63 | 92 | 74 | 5 | 86 | 85 | 86 | 89 | |
USDJPY | -91 | -97 | -91 | -87 | -87 | -66 | -88 | -87 | -82 | 18 | 67 | -8 | 78 | -79 | -90 | -76 | 97 | 45 | 83 | 90 | 65 | 97 | 24 | 87 | 85 | 89 | 84 | |
USDCHF | -94 | -91 | -92 | -93 | -87 | -64 | -74 | -84 | -86 | 45 | 76 | -34 | 54 | -81 | -71 | -66 | 75 | 13 | 63 | 66 | 77 | 79 | 34 | 76 | 86 | 89 | 91 | |
USDCAD | -83 | -85 | -88 | -91 | -77 | -36 | -58 | -82 | -79 | 54 | 89 | -34 | 62 | -84 | -68 | -54 | 73 | 6 | 62 | 69 | 77 | 67 | -8 | 65 | 89 | 84 | 91 |
EURUSD | GBPUSD | NZDUSD | AUDUSD | NZDCAD | EURCAD | GBPCAD | NZDCHF | AUDCAD | GBPAUD | EURAUD | NZDJPY | EURGBP | AUDCHF | GBPCHF | EURCHF | CHFJPY | AUDJPY | GBPJPY | EURJPY | GBPNZD | CADJPY | CADCHF | AUDNZD | EURNZD | USDJPY | USDCHF | USDCAD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 98 | 98 | 98 | 93 | -47 | 17 | 95 | 98 | -95 | -94 | 83 | -80 | 95 | 79 | 1 | -74 | 83 | -48 | -71 | -95 | -67 | 48 | -59 | -94 | -93 | -97 | -93 | |
GBPUSD | 98 | 99 | 99 | 93 | -57 | 12 | 97 | 97 | -96 | -97 | 84 | -89 | 96 | 84 | -7 | -77 | 83 | -49 | -75 | -96 | -65 | 54 | -61 | -97 | -95 | -98 | -96 | |
NZDUSD | 98 | 99 | 99 | 96 | -57 | 11 | 99 | 97 | -96 | -97 | 87 | -88 | 95 | 80 | -11 | -76 | 82 | -50 | -75 | -99 | -65 | 52 | -69 | -99 | -94 | -98 | -95 | |
AUDUSD | 98 | 99 | 99 | 91 | -62 | 3 | 97 | 97 | -99 | -99 | 82 | -88 | 98 | 84 | -5 | -81 | 82 | -54 | -79 | -96 | -65 | 60 | -56 | -97 | -96 | -97 | -98 | |
NZDCAD | 93 | 93 | 96 | 91 | -34 | 35 | 95 | 96 | -87 | -87 | 94 | -79 | 85 | 71 | -13 | -59 | 83 | -34 | -60 | -97 | -63 | 29 | -82 | -95 | -84 | -94 | -83 | |
EURCAD | -47 | -57 | -57 | -62 | -34 | 69 | -59 | -41 | 67 | 71 | -28 | 74 | -68 | -60 | 22 | 79 | -33 | 67 | 81 | 55 | 31 | -91 | 12 | 61 | 68 | 51 | 76 | |
GBPCAD | 17 | 12 | 11 | 3 | 35 | 69 | 8 | 27 | 9 | 7 | 39 | 2 | -6 | 0 | 4 | 38 | 29 | 51 | 37 | -10 | -9 | -67 | -42 | -7 | 10 | -15 | 16 | |
NZDCHF | 95 | 97 | 99 | 97 | 95 | -59 | 8 | 95 | -96 | -97 | 89 | -88 | 96 | 85 | -4 | -76 | 84 | -47 | -73 | -99 | -60 | 58 | -70 | -99 | -92 | -94 | -95 | |
AUDCAD | 98 | 97 | 97 | 97 | 96 | -41 | 27 | 95 | -94 | -93 | 88 | -80 | 93 | 79 | -1 | -68 | 87 | -40 | -65 | -95 | -65 | 41 | -62 | -94 | -89 | -96 | -89 | |
GBPAUD | -95 | -96 | -96 | -99 | -87 | 67 | 9 | -96 | -94 | 99 | -77 | 84 | -99 | -81 | 3 | 84 | -79 | 60 | 81 | 94 | 64 | -66 | 49 | 95 | 96 | 94 | 98 | |
EURAUD | -94 | -97 | -97 | -99 | -87 | 71 | 7 | -97 | -93 | 99 | -78 | 91 | -99 | -85 | 9 | 84 | -80 | 57 | 82 | 95 | 62 | -67 | 53 | 97 | 96 | 94 | 99 | |
NZDJPY | 83 | 84 | 87 | 82 | 94 | -28 | 39 | 89 | 88 | -77 | -78 | -74 | 78 | 72 | -2 | -38 | 93 | -4 | -36 | -89 | -31 | 27 | -81 | -88 | -66 | -82 | -73 | |
EURGBP | -80 | -89 | -88 | -88 | -79 | 74 | 2 | -88 | -80 | 84 | 91 | -74 | -87 | -83 | 26 | 73 | -71 | 44 | 77 | 85 | 50 | -63 | 56 | 91 | 85 | 84 | 90 | |
AUDCHF | 95 | 96 | 95 | 98 | 85 | -68 | -6 | 96 | 93 | -99 | -99 | 78 | -87 | 90 | 8 | -83 | 83 | -53 | -77 | -92 | -57 | 71 | -48 | -94 | -94 | -90 | -98 | |
GBPCHF | 79 | 84 | 80 | 84 | 71 | -60 | 0 | 85 | 79 | -81 | -85 | 72 | -83 | 90 | 32 | -70 | 80 | -28 | -58 | -75 | -33 | 74 | -37 | -79 | -75 | -70 | -83 | |
EURCHF | 1 | -7 | -11 | -5 | -13 | 22 | 4 | -4 | -1 | 3 | 9 | -2 | 26 | 8 | 32 | 4 | 17 | 26 | 31 | 14 | 28 | 22 | 33 | 18 | 15 | 23 | 8 | |
CHFJPY | -74 | -77 | -76 | -81 | -59 | 79 | 38 | -76 | -68 | 84 | 84 | -38 | 73 | -83 | -70 | 4 | -37 | 88 | 96 | 73 | 77 | -77 | 27 | 76 | 92 | 73 | 87 | |
AUDJPY | 83 | 83 | 82 | 82 | 83 | -33 | 29 | 84 | 87 | -79 | -80 | 93 | -71 | 83 | 80 | 17 | -37 | 2 | -31 | -80 | -18 | 40 | -52 | -80 | -63 | -77 | -74 | |
GBPJPY | -48 | -49 | -50 | -54 | -34 | 67 | 51 | -47 | -40 | 60 | 57 | -4 | 44 | -53 | -28 | 26 | 88 | 2 | 91 | 49 | 81 | -55 | 12 | 50 | 74 | 53 | 63 | |
EURJPY | -71 | -75 | -75 | -79 | -60 | 81 | 37 | -73 | -65 | 81 | 82 | -36 | 77 | -77 | -58 | 31 | 96 | -31 | 91 | 74 | 81 | -68 | 34 | 77 | 91 | 76 | 85 | |
GBPNZD | -95 | -96 | -99 | -96 | -97 | 55 | -10 | -99 | -95 | 94 | 95 | -89 | 85 | -92 | -75 | 14 | 73 | -80 | 49 | 74 | 64 | -49 | 76 | 99 | 92 | 95 | 92 | |
CADJPY | -67 | -65 | -65 | -65 | -63 | 31 | -9 | -60 | -65 | 64 | 62 | -31 | 50 | -57 | -33 | 28 | 77 | -18 | 81 | 81 | 64 | -18 | 43 | 63 | 79 | 72 | 62 | |
CADCHF | 48 | 54 | 52 | 60 | 29 | -91 | -67 | 58 | 41 | -66 | -67 | 27 | -63 | 71 | 74 | 22 | -77 | 40 | -55 | -68 | -49 | -18 | 1 | -54 | -62 | -42 | -72 | |
AUDNZD | -59 | -61 | -69 | -56 | -82 | 12 | -42 | -70 | -62 | 49 | 53 | -81 | 56 | -48 | -37 | 33 | 27 | -52 | 12 | 34 | 76 | 43 | 1 | 73 | 51 | 65 | 49 | |
EURNZD | -94 | -97 | -99 | -97 | -95 | 61 | -7 | -99 | -94 | 95 | 97 | -88 | 91 | -94 | -79 | 18 | 76 | -80 | 50 | 77 | 99 | 63 | -54 | 73 | 93 | 96 | 94 | |
USDJPY | -93 | -95 | -94 | -96 | -84 | 68 | 10 | -92 | -89 | 96 | 96 | -66 | 85 | -94 | -75 | 15 | 92 | -63 | 74 | 91 | 92 | 79 | -62 | 51 | 93 | 95 | 97 | |
USDCHF | -97 | -98 | -98 | -97 | -94 | 51 | -15 | -94 | -96 | 94 | 94 | -82 | 84 | -90 | -70 | 23 | 73 | -77 | 53 | 76 | 95 | 72 | -42 | 65 | 96 | 95 | 93 | |
USDCAD | -93 | -96 | -95 | -98 | -83 | 76 | 16 | -95 | -89 | 98 | 99 | -73 | 90 | -98 | -83 | 8 | 87 | -74 | 63 | 85 | 92 | 62 | -72 | 49 | 94 | 97 | 93 |
Corrélation
La corrélation des devises permet de mieux évaluer le risque d'un ensemble de positions. La corrélation mesure le lien existant entre deux paires de devises. Par exemple elle permet de savoir si deux paires de devises vont bouger de façon similaire ou non.
Deux devises corrélées auront un coefficient proche de 100 si elles évoluent dans la même direction et de -100 si elles évoluent dans des directions opposées. Une corrélation proche de 0 montre que les mouvements de deux paires de devises ne sont pas liés.
Comment est-ce calculé ?
Le calcul de la corrélation sur ce site utilise la formule standard dite du "Coefficient de corrélation de Pearson". La longueur des séries est donnée par le champ "Num Period". Pour en savoir plus sur le calcul vous pouvez visiter la page Wikipedia: http://en.wikipedia.org/wiki/Correlation_and_dependence
Comment utiliser les données ?
Gestion des risques
Il peut être important de savoir si les positions ouvertes d'un portefeuille sont corrélées. Si vous avez des trades ouverts sur 3 paires de devises fortement corrélées (par exemple EURUSD, USDCHF et USDNOK) vous devez anticiper le fait que si une des positions atteint son stop loss alors les deux autres ont une grande probabilité d'être aussi perdantes. Dans ce cas il est important d'ajuster la taille des positions pour éviter une sévère perte.
Modification du marché
Une modification de la corrélation, principalement sur le long terme, peut montrer que le marché connait une évolution. Par exemple si EURUSD et GBPUSD sont fortement corrélés pendant plusieurs mois puis se décorrèlent cela peut être un signe que le sentiment du marché sur EUR et/ou GBP est en train d'évoluer, on peut assister à un début ou une fin de tendance sur une des deux devises.
Outils de trading
L'indice des devises représente l'évolution d'une monnaie par rapport à l'ensemble du forex. L'indice est calculé en faisant la moyenne des variations d'une devise par rapport aux autres. Représenté sous forme graphique il permet de visualiser facilement les tendances individuelles de chaque devise.