У прыведзеных ніжэй табліцах ўяўляюць сабой суадносіны паміж рознымі суадносінаў валютным рынку. Каэфіцыент карэляцыі сведчыць аб падабенстве паміж двума рухамі парытэт.
- Калі карэляцыя высокая і станоўча, то валюты рухаюцца ў тым жа шляху.
- Калі карэляцыя высокая і адмоўным, то валюты рухаюцца ў адваротным кірунку.
- Калі карэляцыя нізкім валюты не рухацца ў тым жа шляху.
5min correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100.0 | -36.5 | 77.7 | 71.7 | 89.7 | -71.3 | -77.6 | -51.2 | AUDUSD |
| EURJPY | 88.2 | 100.0 | 99.9 | 87.8 | -52.7 | -89.0 | -87.4 | -24.4 | EURJPY |
| EURUSD | 90.6 | 87.1 | 100.0 | 90.9 | 80.1 | -88.3 | -98.6 | -80.7 | EURUSD |
| GBPUSD | 92.2 | 87.8 | 89.8 | 100.0 | 81.5 | -95.0 | -89.9 | -46.4 | GBPUSD |
| NZDUSD | 95.4 | 83.9 | 88.4 | 93.5 | 100.0 | -78.3 | -79.4 | -66.9 | NZDUSD |
| USDCAD | -93.8 | -89.0 | -88.3 | -95.0 | -95.2 | 100.0 | 89.2 | 42.5 | USDCAD |
| USDCHF | -90.5 | -87.4 | -99.7 | -89.9 | -88.6 | 89.2 | 100.0 | 67.4 | USDCHF |
| USDJPY | -47.5 | -24.4 | -67.9 | -46.4 | -49.0 | 42.5 | 67.4 | 100.0 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
hourly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100.0 | 86.6 | 90.5 | 79.2 | 88.4 | -94.8 | -91.3 | -81.1 | AUDUSD |
| EURJPY | 86.6 | 100.0 | 86.6 | 67.9 | 76.2 | -79.7 | -86.2 | -65.0 | EURJPY |
| EURUSD | 90.5 | 86.6 | 100.0 | 90.9 | 95.7 | -91.4 | -100.0 | -94.3 | EURUSD |
| GBPUSD | 80.2 | 67.9 | 90.6 | 100.0 | 97.6 | -90.7 | -90.9 | -93.4 | GBPUSD |
| NZDUSD | 89.2 | 76.7 | 95.6 | 97.6 | 100.0 | -95.0 | -95.8 | -94.9 | NZDUSD |
| USDCAD | -94.8 | -80.3 | -91.2 | -91.1 | -95.0 | 100.0 | 91.7 | 86.3 | USDCAD |
| USDCHF | -91.3 | -86.4 | -100.0 | -90.7 | -95.7 | 91.5 | 100.0 | 94.5 | USDCHF |
| USDJPY | -81.1 | -64.8 | -94.1 | -92.8 | -94.5 | 85.8 | 94.3 | 100.0 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
daily correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100.0 | 80.8 | 72.8 | -49.0 | 87.6 | -59.0 | -62.4 | 68.4 | AUDUSD |
| EURJPY | 80.8 | 100.0 | 78.7 | -52.0 | 74.9 | -36.5 | -66.0 | 91.7 | EURJPY |
| EURUSD | 72.8 | 78.7 | 100.0 | -2.9 | 78.2 | -53.6 | -97.6 | 47.6 | EURUSD |
| GBPUSD | -49.0 | -52.0 | -3.0 | 100.0 | -39.4 | -21.3 | -12.5 | -72.2 | GBPUSD |
| NZDUSD | 87.6 | 74.9 | 78.2 | -39.5 | 100.0 | -49.8 | -74.1 | 56.6 | NZDUSD |
| USDCAD | -59.0 | -36.4 | -53.5 | -21.2 | -49.7 | 100.0 | 53.4 | -17.7 | USDCAD |
| USDCHF | -62.4 | -66.0 | -97.6 | -12.5 | -74.1 | 45.7 | 100.0 | -31.0 | USDCHF |
| USDJPY | 68.4 | 91.7 | 47.6 | -72.2 | 56.6 | -17.7 | -31.0 | 100.0 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
weekly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100.0 | 52.2 | 41.9 | 57.5 | 89.0 | -82.7 | -45.8 | 29.0 | AUDUSD |
| EURJPY | 52.9 | 100.0 | 82.1 | 77.8 | 59.5 | -75.0 | -74.1 | 48.8 | EURJPY |
| EURUSD | 42.0 | 82.1 | 100.0 | 74.5 | 50.8 | -63.7 | -91.0 | -14.7 | EURUSD |
| GBPUSD | 57.5 | 77.8 | 78.9 | 100.0 | 67.1 | -76.9 | -83.0 | 14.8 | GBPUSD |
| NZDUSD | 88.1 | 56.8 | 48.4 | 67.5 | 100.0 | -88.8 | -64.3 | 24.7 | NZDUSD |
| USDCAD | -84.2 | -75.1 | -63.7 | -76.9 | -89.0 | 100.0 | 68.8 | -33.2 | USDCAD |
| USDCHF | -45.8 | -74.1 | -91.0 | -83.0 | -63.4 | 68.8 | 100.0 | 12.1 | USDCHF |
| USDJPY | 29.0 | 48.8 | -9.7 | 16.4 | 26.4 | -34.4 | 9.3 | 100.0 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
