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 | AUDCAD | EURCAD | AUDUSD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 91 | 88 | 81 | 81 | 74 | 49 | 47 | 39 | 38 | 37 | 35 | 32 | 28 | 27 | 10 | 9 | 5 | 5 | 2 | -10 | -16 | -16 | -19 | -23 | -44 | -53 | -58 | |
GBPUSD | 91 | 80 | 70 | 76 | 80 | 47 | 42 | 36 | 45 | 47 | 39 | 26 | 41 | -16 | 3 | 4 | 12 | -1 | 8 | 8 | -20 | -3 | -9 | -24 | -58 | -52 | -56 | |
AUDCAD | 88 | 80 | 78 | 84 | 71 | 44 | 29 | 47 | 51 | 20 | 38 | 48 | 32 | 24 | 10 | 23 | 19 | -18 | 3 | -29 | -4 | -9 | -8 | -11 | -50 | -45 | -54 | |
EURCAD | 81 | 70 | 78 | 39 | 92 | 30 | 56 | 13 | 57 | 45 | 67 | 41 | 58 | 30 | 47 | 28 | 30 | 49 | 38 | 28 | 45 | 12 | 26 | 0 | -52 | -9 | -34 | |
AUDUSD | 81 | 76 | 84 | 39 | 35 | 49 | 11 | 59 | 22 | 5 | -2 | 28 | -5 | 14 | -28 | 0 | -8 | -55 | -32 | -58 | -58 | -33 | -46 | -28 | -30 | -72 | -62 | |
GBPCAD | 74 | 80 | 71 | 92 | 35 | 29 | 53 | 10 | 65 | 56 | 73 | 36 | 72 | -10 | 43 | 24 | 37 | 46 | 46 | 47 | 43 | 26 | 36 | -2 | -66 | -8 | -32 | |
AUDNZD | 49 | 47 | 44 | 30 | 49 | 29 | 81 | -41 | -11 | 77 | -14 | -58 | -15 | 6 | -41 | -42 | -60 | -14 | -43 | -16 | -24 | -43 | -42 | -83 | -26 | -65 | -69 | |
EURNZD | 47 | 42 | 29 | 56 | 11 | 53 | 81 | -63 | 1 | 94 | 19 | -53 | 15 | 14 | -1 | -31 | -41 | 48 | -5 | 36 | 24 | -19 | -6 | -65 | -30 | -29 | -48 | |
NZDUSD | 39 | 36 | 47 | 13 | 59 | 10 | -41 | -63 | 32 | -66 | 11 | 83 | 9 | 9 | 9 | 40 | 47 | -45 | 7 | -46 | -38 | 5 | -10 | 48 | -7 | -16 | -1 | |
AUDCHF | 38 | 45 | 51 | 57 | 22 | 65 | -11 | 1 | 32 | 6 | 93 | 57 | 93 | -14 | 65 | 70 | 86 | 17 | 69 | 23 | 38 | 81 | 77 | 49 | -73 | 32 | 22 | |
GBPNZD | 37 | 47 | 20 | 45 | 5 | 56 | 77 | 94 | -66 | 6 | 21 | -57 | 25 | -22 | -6 | -34 | -35 | 43 | 1 | 51 | 20 | -7 | 2 | -65 | -41 | -27 | -44 | |
EURCHF | 35 | 39 | 38 | 67 | -2 | 73 | -14 | 19 | 11 | 93 | 21 | 48 | 98 | -7 | 78 | 65 | 82 | 52 | 81 | 51 | 60 | 82 | 86 | 48 | -68 | 46 | 28 | |
NZDCAD | 32 | 26 | 48 | 41 | 28 | 36 | -58 | -53 | 83 | 57 | -57 | 48 | 43 | 15 | 49 | 62 | 76 | -3 | 45 | -11 | 20 | 33 | 33 | 71 | -20 | 23 | 18 | |
GBPCHF | 28 | 41 | 32 | 58 | -5 | 72 | -15 | 15 | 9 | 93 | 25 | 98 | 43 | -28 | 72 | 60 | 82 | 47 | 81 | 58 | 56 | 86 | 87 | 45 | -72 | 45 | 28 | |
EURGBP | 27 | -16 | 24 | 30 | 14 | -10 | 6 | 14 | 9 | -14 | -22 | -7 | 15 | -28 | 16 | 11 | -15 | 13 | -14 | -42 | 9 | -32 | -22 | 3 | 30 | -3 | -8 | |
EURJPY | 10 | 3 | 10 | 47 | -28 | 43 | -41 | -1 | 9 | 65 | -6 | 78 | 49 | 72 | 16 | 87 | 73 | 60 | 96 | 46 | 65 | 68 | 77 | 77 | -7 | 80 | 68 | |
AUDJPY | 9 | 4 | 23 | 28 | 0 | 24 | -42 | -31 | 40 | 70 | -34 | 65 | 62 | 60 | 11 | 87 | 78 | 12 | 83 | 5 | 34 | 65 | 63 | 86 | -1 | 69 | 69 | |
NZDCHF | 5 | 12 | 19 | 30 | -8 | 37 | -60 | -41 | 47 | 86 | -35 | 82 | 76 | 82 | -15 | 73 | 78 | 20 | 78 | 27 | 42 | 87 | 83 | 82 | -45 | 59 | 53 | |
EURAUD | 5 | -1 | -18 | 49 | -55 | 46 | -14 | 48 | -45 | 17 | 43 | 52 | -3 | 47 | 13 | 60 | 12 | 20 | 56 | 84 | 75 | 32 | 52 | 15 | -12 | 48 | 23 | |
GBPJPY | 2 | 8 | 3 | 38 | -32 | 46 | -43 | -5 | 7 | 69 | 1 | 81 | 45 | 81 | -14 | 96 | 83 | 78 | 56 | 59 | 62 | 78 | 84 | 76 | -16 | 81 | 70 | |
GBPAUD | -10 | 8 | -29 | 28 | -58 | 47 | -16 | 36 | -46 | 23 | 51 | 51 | -11 | 58 | -42 | 46 | 5 | 27 | 84 | 59 | 63 | 47 | 59 | 12 | -28 | 45 | 25 | |
USDCAD | -16 | -20 | -4 | 45 | -58 | 43 | -24 | 24 | -38 | 38 | 20 | 60 | 20 | 56 | 9 | 65 | 34 | 42 | 75 | 62 | 63 | 46 | 72 | 34 | -20 | 65 | 32 | |
CADCHF | -16 | -3 | -9 | 12 | -33 | 26 | -43 | -19 | 5 | 81 | -7 | 82 | 33 | 86 | -32 | 68 | 65 | 87 | 32 | 78 | 47 | 46 | 95 | 64 | -51 | 69 | 63 | |
USDCHF | -19 | -9 | -8 | 26 | -46 | 36 | -42 | -6 | -10 | 77 | 2 | 86 | 33 | 87 | -22 | 77 | 63 | 83 | 52 | 84 | 59 | 72 | 95 | 62 | -47 | 77 | 61 | |
NZDJPY | -23 | -24 | -11 | 0 | -28 | -2 | -83 | -65 | 48 | 49 | -65 | 48 | 71 | 45 | 3 | 77 | 86 | 82 | 15 | 76 | 12 | 34 | 64 | 62 | 14 | 79 | 82 | |
CHFJPY | -44 | -58 | -50 | -52 | -30 | -66 | -26 | -30 | -7 | -73 | -41 | -68 | -20 | -72 | 30 | -7 | -1 | -45 | -12 | -16 | -28 | -20 | -51 | -47 | 14 | 21 | 36 | |
USDJPY | -53 | -52 | -45 | -9 | -72 | -8 | -65 | -29 | -16 | 32 | -27 | 46 | 23 | 45 | -3 | 80 | 69 | 59 | 48 | 81 | 45 | 65 | 69 | 77 | 79 | 21 | 93 | |
CADJPY | -58 | -56 | -54 | -34 | -62 | -32 | -69 | -48 | -1 | 22 | -44 | 28 | 18 | 28 | -8 | 68 | 69 | 53 | 23 | 70 | 25 | 32 | 63 | 61 | 82 | 36 | 93 |
EURUSD | GBPUSD | AUDCAD | EURCAD | AUDUSD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 93 | 91 | 56 | 97 | 51 | -71 | -82 | 93 | 3 | -85 | -75 | 88 | -68 | -26 | -67 | -38 | 63 | -83 | -72 | -70 | -96 | -79 | -94 | 27 | -42 | -87 | -73 | |
GBPUSD | 93 | 86 | 47 | 92 | 75 | -84 | -89 | 95 | -6 | -81 | -79 | 92 | -54 | -59 | -82 | -63 | 69 | -81 | -79 | -49 | -91 | -80 | -92 | 4 | -62 | -94 | -86 | |
AUDCAD | 91 | 86 | 50 | 97 | 50 | -71 | -89 | 94 | 11 | -92 | -81 | 93 | -74 | -27 | -77 | -45 | 68 | -95 | -84 | -81 | -88 | -82 | -92 | 17 | -53 | -90 | -82 | |
EURCAD | 56 | 47 | 50 | 42 | 55 | -18 | -21 | 36 | -35 | -23 | -43 | 37 | -47 | -2 | -18 | -11 | -6 | -22 | -21 | -21 | -31 | -64 | -53 | 4 | 8 | -35 | -34 | |
AUDUSD | 97 | 92 | 97 | 42 | 47 | -75 | -91 | 97 | 13 | -94 | -79 | 94 | -71 | -29 | -76 | -44 | 73 | -95 | -82 | -80 | -97 | -79 | -94 | 24 | -53 | -91 | -80 | |
GBPCAD | 51 | 75 | 50 | 55 | 47 | -66 | -55 | 56 | -38 | -35 | -60 | 62 | -18 | -85 | -68 | -75 | 34 | -37 | -54 | 10 | -41 | -66 | -59 | -38 | -56 | -67 | -74 | |
AUDNZD | -71 | -84 | -71 | -18 | -75 | -66 | 94 | -88 | 12 | 84 | 76 | -92 | 46 | 68 | 89 | 79 | -80 | 74 | 85 | 37 | 75 | 70 | 78 | 1 | 75 | 89 | 88 | |
EURNZD | -82 | -89 | -89 | -21 | -91 | -55 | 94 | -97 | -6 | 96 | 81 | -99 | 60 | 53 | 91 | 68 | -85 | 93 | 92 | 65 | 87 | 75 | 88 | -9 | 74 | 96 | 91 | |
NZDUSD | 93 | 95 | 94 | 36 | 97 | 56 | -88 | -97 | 5 | -96 | -82 | 99 | -66 | -44 | -85 | -59 | 80 | -93 | -88 | -70 | -95 | -80 | -94 | 17 | -64 | -96 | -88 | |
AUDCHF | 3 | -6 | 11 | -35 | 13 | -38 | 12 | -6 | 5 | -15 | 45 | 0 | 37 | 24 | 10 | 33 | 51 | -24 | 5 | -38 | -14 | 48 | 21 | 39 | -22 | 6 | 16 | |
GBPNZD | -85 | -81 | -92 | -23 | -94 | -35 | 84 | 96 | -96 | -15 | 78 | -95 | 71 | 27 | 81 | 50 | -82 | 96 | 88 | 82 | 90 | 73 | 87 | -25 | 60 | 89 | 81 | |
EURCHF | -75 | -79 | -81 | -43 | -79 | -60 | 76 | 81 | -82 | 45 | 78 | -85 | 86 | 44 | 81 | 66 | -39 | 76 | 83 | 52 | 72 | 97 | 93 | 10 | 43 | 86 | 85 | |
NZDCAD | 88 | 92 | 93 | 37 | 94 | 62 | -92 | -99 | 99 | 0 | -95 | -85 | -65 | -51 | -90 | -66 | 80 | -92 | -91 | -65 | -89 | -83 | -92 | 9 | -69 | -97 | -92 | |
GBPCHF | -68 | -54 | -74 | -47 | -71 | -18 | 46 | 60 | -66 | 37 | 71 | 86 | -65 | -8 | 51 | 26 | -18 | 67 | 63 | 72 | 63 | 86 | 82 | -16 | 7 | 62 | 56 | |
EURGBP | -26 | -59 | -27 | -2 | -29 | -85 | 68 | 53 | -44 | 24 | 27 | 44 | -51 | -8 | 70 | 82 | -45 | 30 | 51 | -26 | 29 | 38 | 37 | 48 | 72 | 58 | 67 | |
EURJPY | -67 | -82 | -77 | -18 | -76 | -68 | 89 | 91 | -85 | 10 | 81 | 81 | -90 | 51 | 70 | 90 | -71 | 81 | 97 | 43 | 71 | 74 | 79 | 33 | 88 | 95 | 99 | |
AUDJPY | -38 | -63 | -45 | -11 | -44 | -75 | 79 | 68 | -59 | 33 | 50 | 66 | -66 | 26 | 82 | 90 | -48 | 47 | 81 | 1 | 41 | 59 | 55 | 63 | 85 | 77 | 88 | |
NZDCHF | 63 | 69 | 68 | -6 | 73 | 34 | -80 | -85 | 80 | 51 | -82 | -39 | 80 | -18 | -45 | -71 | -48 | -79 | -71 | -55 | -74 | -32 | -55 | 22 | -78 | -74 | -67 | |
EURAUD | -83 | -81 | -95 | -22 | -95 | -37 | 74 | 93 | -93 | -24 | 96 | 76 | -92 | 67 | 30 | 81 | 47 | -79 | 87 | 85 | 89 | 71 | 85 | -18 | 63 | 89 | 81 | |
GBPJPY | -72 | -79 | -84 | -21 | -82 | -54 | 85 | 92 | -88 | 5 | 88 | 83 | -91 | 63 | 51 | 97 | 81 | -71 | 87 | 60 | 75 | 77 | 83 | 24 | 82 | 95 | 97 | |
GBPAUD | -70 | -49 | -81 | -21 | -80 | 10 | 37 | 65 | -70 | -38 | 82 | 52 | -65 | 72 | -26 | 43 | 1 | -55 | 85 | 60 | 73 | 50 | 66 | -45 | 23 | 58 | 44 | |
USDCAD | -96 | -91 | -88 | -31 | -97 | -41 | 75 | 87 | -95 | -14 | 90 | 72 | -89 | 63 | 29 | 71 | 41 | -74 | 89 | 75 | 73 | 70 | 91 | -29 | 50 | 88 | 73 | |
CADCHF | -79 | -80 | -82 | -64 | -79 | -66 | 70 | 75 | -80 | 48 | 73 | 97 | -83 | 86 | 38 | 74 | 59 | -32 | 71 | 77 | 50 | 70 | 94 | 7 | 35 | 83 | 82 | |
USDCHF | -94 | -92 | -92 | -53 | -94 | -59 | 78 | 88 | -94 | 21 | 87 | 93 | -92 | 82 | 37 | 79 | 55 | -55 | 85 | 83 | 66 | 91 | 94 | -10 | 45 | 92 | 84 | |
NZDJPY | 27 | 4 | 17 | 4 | 24 | -38 | 1 | -9 | 17 | 39 | -25 | 10 | 9 | -16 | 48 | 33 | 63 | 22 | -18 | 24 | -45 | -29 | 7 | -10 | 43 | 11 | 31 | |
CHFJPY | -42 | -62 | -53 | 8 | -53 | -56 | 75 | 74 | -64 | -22 | 60 | 43 | -69 | 7 | 72 | 88 | 85 | -78 | 63 | 82 | 23 | 50 | 35 | 45 | 43 | 76 | 83 | |
USDJPY | -87 | -94 | -90 | -35 | -91 | -67 | 89 | 96 | -96 | 6 | 89 | 86 | -97 | 62 | 58 | 95 | 77 | -74 | 89 | 95 | 58 | 88 | 83 | 92 | 11 | 76 | 97 | |
CADJPY | -73 | -86 | -82 | -34 | -80 | -74 | 88 | 91 | -88 | 16 | 81 | 85 | -92 | 56 | 67 | 99 | 88 | -67 | 81 | 97 | 44 | 73 | 82 | 84 | 31 | 83 | 97 |
EURUSD | GBPUSD | AUDCAD | EURCAD | AUDUSD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 89 | 86 | 69 | 86 | 68 | 5 | -60 | 87 | -8 | -76 | -60 | 87 | -65 | 35 | -42 | -4 | -11 | -59 | -55 | -71 | -66 | -73 | -85 | -6 | 3 | -72 | -66 | |
GBPUSD | 89 | 81 | 37 | 88 | 64 | -3 | -77 | 92 | 9 | -75 | -54 | 85 | -45 | -12 | -69 | -36 | 12 | -71 | -73 | -67 | -84 | -55 | -75 | -37 | -28 | -88 | -80 | |
AUDCAD | 86 | 81 | 49 | 97 | 52 | 27 | -79 | 92 | 21 | -90 | -53 | 93 | -54 | 21 | -67 | -16 | 14 | -86 | -79 | -94 | -68 | -59 | -74 | -31 | -26 | -86 | -83 | |
EURCAD | 69 | 37 | 49 | 33 | 79 | -4 | 0 | 34 | -44 | -29 | -46 | 52 | -63 | 73 | 11 | 17 | -48 | 2 | -7 | -24 | 9 | -74 | -62 | 22 | 44 | -19 | -27 | |
AUDUSD | 86 | 88 | 97 | 33 | 42 | 24 | -87 | 96 | 28 | -92 | -51 | 91 | -48 | 6 | -73 | -20 | 23 | -92 | -82 | -94 | -85 | -51 | -72 | -34 | -33 | -90 | -83 | |
GBPCAD | 68 | 64 | 52 | 79 | 42 | -22 | -24 | 49 | -34 | -32 | -48 | 62 | -48 | 16 | -29 | -33 | -29 | -14 | -35 | -19 | -12 | -68 | -63 | -23 | 7 | -49 | -57 | |
AUDNZD | 5 | -3 | 27 | -4 | 24 | -22 | 9 | -3 | 51 | 3 | 26 | -10 | 19 | 18 | 1 | 40 | 20 | -34 | -4 | -40 | -12 | 22 | 15 | -10 | -18 | -2 | 2 | |
EURNZD | -60 | -77 | -79 | 0 | -87 | -24 | 9 | -92 | -30 | 93 | 48 | -85 | 35 | 28 | 88 | 48 | -38 | 91 | 90 | 81 | 82 | 36 | 58 | 47 | 50 | 92 | 86 | |
NZDUSD | 87 | 92 | 92 | 34 | 96 | 49 | -3 | -92 | 15 | -95 | -59 | 96 | -54 | 0 | -76 | -32 | 19 | -85 | -83 | -86 | -84 | -59 | -78 | -32 | -30 | -92 | -86 | |
AUDCHF | -8 | 9 | 21 | -44 | 28 | -34 | 51 | -30 | 15 | -18 | 64 | 3 | 68 | -34 | -39 | -9 | 94 | -51 | -34 | -39 | -35 | 66 | 46 | -38 | -83 | -27 | -21 | |
GBPNZD | -76 | -75 | -90 | -29 | -92 | -32 | 3 | 93 | -95 | -18 | 57 | -94 | 55 | -10 | 72 | 25 | -22 | 86 | 82 | 91 | 74 | 55 | 72 | 25 | 28 | 85 | 81 | |
EURCHF | -60 | -54 | -53 | -46 | -51 | -48 | 26 | 48 | -59 | 64 | 57 | -65 | 96 | -20 | 32 | 15 | 63 | 33 | 40 | 41 | 35 | 94 | 93 | 1 | -41 | 48 | 48 | |
NZDCAD | 87 | 85 | 93 | 52 | 91 | 62 | -10 | -85 | 96 | 3 | -94 | -65 | -63 | 15 | -70 | -32 | 7 | -76 | -81 | -82 | -65 | -70 | -82 | -29 | -20 | -88 | -87 | |
GBPCHF | -65 | -45 | -54 | -63 | -48 | -48 | 19 | 35 | -54 | 68 | 55 | 96 | -63 | -47 | 14 | -4 | 70 | 25 | 28 | 42 | 24 | 97 | 93 | -16 | -55 | 36 | 37 | |
EURGBP | 35 | -12 | 21 | 73 | 6 | 16 | 18 | 28 | 0 | -34 | -10 | -20 | 15 | -47 | 49 | 64 | -46 | 19 | 28 | -17 | 28 | -44 | -29 | 61 | 62 | 24 | 21 | |
EURJPY | -42 | -69 | -67 | 11 | -73 | -29 | 1 | 88 | -76 | -39 | 72 | 32 | -70 | 14 | 49 | 77 | -45 | 83 | 97 | 66 | 69 | 20 | 40 | 83 | 73 | 93 | 93 | |
AUDJPY | -4 | -36 | -16 | 17 | -20 | -33 | 40 | 48 | -32 | -9 | 25 | 15 | -32 | -4 | 64 | 77 | -26 | 28 | 68 | 5 | 23 | 5 | 12 | 87 | 63 | 61 | 68 | |
NZDCHF | -11 | 12 | 14 | -48 | 23 | -29 | 20 | -38 | 19 | 94 | -22 | 63 | 7 | 70 | -46 | -45 | -26 | -45 | -38 | -29 | -36 | 67 | 46 | -40 | -88 | -31 | -26 | |
EURAUD | -59 | -71 | -86 | 2 | -92 | -14 | -34 | 91 | -85 | -51 | 86 | 33 | -76 | 25 | 19 | 83 | 28 | -45 | 87 | 94 | 83 | 25 | 48 | 49 | 55 | 87 | 80 | |
GBPJPY | -55 | -73 | -79 | -7 | -82 | -35 | -4 | 90 | -83 | -34 | 82 | 40 | -81 | 28 | 28 | 97 | 68 | -38 | 87 | 77 | 69 | 33 | 51 | 75 | 65 | 97 | 97 | |
GBPAUD | -71 | -67 | -94 | -24 | -94 | -19 | -40 | 81 | -86 | -39 | 91 | 41 | -82 | 42 | -17 | 66 | 5 | -29 | 94 | 77 | 73 | 41 | 59 | 27 | 33 | 79 | 73 | |
USDCAD | -66 | -84 | -68 | 9 | -85 | -12 | -12 | 82 | -84 | -35 | 74 | 35 | -65 | 24 | 28 | 69 | 23 | -36 | 83 | 69 | 73 | 23 | 53 | 31 | 41 | 79 | 63 | |
CADCHF | -73 | -55 | -59 | -74 | -51 | -68 | 22 | 36 | -59 | 66 | 55 | 94 | -70 | 97 | -44 | 20 | 5 | 67 | 25 | 33 | 41 | 23 | 95 | -8 | -48 | 44 | 47 | |
USDCHF | -85 | -75 | -74 | -62 | -72 | -63 | 15 | 58 | -78 | 46 | 72 | 93 | -82 | 93 | -29 | 40 | 12 | 46 | 48 | 51 | 59 | 53 | 95 | 4 | -29 | 64 | 61 | |
NZDJPY | -6 | -37 | -31 | 22 | -34 | -23 | -10 | 47 | -32 | -38 | 25 | 1 | -29 | -16 | 61 | 83 | 87 | -40 | 49 | 75 | 27 | 31 | -8 | 4 | 79 | 66 | 72 | |
CHFJPY | 3 | -28 | -26 | 44 | -33 | 7 | -18 | 50 | -30 | -83 | 28 | -41 | -20 | -55 | 62 | 73 | 63 | -88 | 55 | 65 | 33 | 41 | -48 | -29 | 79 | 56 | 55 | |
USDJPY | -72 | -88 | -86 | -19 | -90 | -49 | -2 | 92 | -92 | -27 | 85 | 48 | -88 | 36 | 24 | 93 | 61 | -31 | 87 | 97 | 79 | 79 | 44 | 64 | 66 | 56 | 98 | |
CADJPY | -66 | -80 | -83 | -27 | -83 | -57 | 2 | 86 | -86 | -21 | 81 | 48 | -87 | 37 | 21 | 93 | 68 | -26 | 80 | 97 | 73 | 63 | 47 | 61 | 72 | 55 | 98 |
EURUSD | GBPUSD | AUDCAD | EURCAD | AUDUSD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 97 | 73 | -27 | 80 | 13 | 33 | -70 | 84 | 82 | -71 | 63 | 80 | 82 | -59 | -62 | -43 | 89 | -66 | -62 | -66 | -87 | 85 | -40 | -44 | -76 | -75 | -67 | |
GBPUSD | 97 | 84 | -49 | 90 | -6 | 41 | -84 | 94 | 90 | -85 | 47 | 91 | 74 | -77 | -77 | -55 | 96 | -80 | -76 | -79 | -96 | 84 | -55 | -55 | -86 | -86 | -79 | |
AUDCAD | 73 | 84 | -74 | 99 | -42 | 76 | -94 | 94 | 97 | -94 | 15 | 95 | 47 | -85 | -96 | -72 | 92 | -99 | -96 | -99 | -91 | 68 | -65 | -84 | -97 | -98 | -97 | |
EURCAD | -27 | -49 | -74 | -74 | 86 | -51 | 85 | -73 | -64 | 84 | 42 | -73 | 6 | 87 | 83 | 66 | -61 | 84 | 81 | 82 | 70 | -26 | 80 | 67 | 70 | 76 | 76 | |
AUDUSD | 80 | 90 | 99 | -74 | -40 | 68 | -96 | 98 | 98 | -96 | 19 | 97 | 52 | -88 | -95 | -71 | 96 | -98 | -95 | -98 | -96 | 72 | -68 | -79 | -97 | -98 | -96 | |
GBPCAD | 13 | -6 | -42 | 86 | -40 | -40 | 52 | -35 | -28 | 52 | 67 | -36 | 44 | 51 | 55 | 47 | -21 | 54 | 55 | 54 | 34 | 11 | 64 | 49 | 36 | 44 | 46 | |
AUDNZD | 33 | 41 | 76 | -51 | 68 | -40 | -54 | 52 | 72 | -55 | 7 | 52 | 24 | -46 | -73 | -57 | 52 | -74 | -75 | -77 | -50 | 43 | -30 | -85 | -72 | -69 | -74 | |
EURNZD | -70 | -84 | -94 | 85 | -96 | 52 | -54 | -97 | -90 | 100 | -1 | -98 | -37 | 95 | 94 | 71 | -92 | 97 | 93 | 95 | 94 | -60 | 78 | 72 | 91 | 95 | 92 | |
NZDUSD | 84 | 94 | 94 | -73 | 98 | -35 | 52 | -97 | 94 | -98 | 21 | 99 | 54 | -90 | -91 | -67 | 97 | -94 | -90 | -93 | -99 | 72 | -71 | -68 | -93 | -96 | -91 | |
AUDCHF | 82 | 90 | 97 | -64 | 98 | -28 | 72 | -90 | 94 | -90 | 36 | 93 | 65 | -81 | -92 | -69 | 97 | -94 | -92 | -95 | -93 | 83 | -51 | -79 | -98 | -96 | -94 | |
GBPNZD | -71 | -85 | -94 | 84 | -96 | 52 | -55 | 100 | -98 | -90 | -2 | -98 | -38 | 93 | 94 | 71 | -92 | 97 | 93 | 95 | 94 | -61 | 78 | 72 | 91 | 95 | 92 | |
EURCHF | 63 | 47 | 15 | 42 | 19 | 67 | 7 | -1 | 21 | 36 | -2 | 17 | 92 | 8 | -1 | 2 | 40 | -3 | -3 | -4 | -25 | 77 | 46 | -2 | -27 | -15 | -10 | |
NZDCAD | 80 | 91 | 95 | -73 | 97 | -36 | 52 | -98 | 99 | 93 | -98 | 17 | 50 | -91 | -91 | -68 | 96 | -94 | -90 | -93 | -96 | 69 | -72 | -69 | -92 | -95 | -91 | |
GBPCHF | 82 | 74 | 47 | 6 | 52 | 44 | 24 | -37 | 54 | 65 | -38 | 92 | 50 | -31 | -35 | -23 | 70 | -37 | -35 | -37 | -57 | 94 | 15 | -27 | -57 | -47 | -42 | |
EURGBP | -59 | -77 | -85 | 87 | -88 | 51 | -46 | 95 | -90 | -81 | 93 | 8 | -91 | -31 | 88 | 67 | -84 | 90 | 86 | 87 | 87 | -53 | 75 | 66 | 83 | 88 | 85 | |
EURJPY | -62 | -77 | -96 | 83 | -95 | 55 | -73 | 94 | -91 | -92 | 94 | -1 | -91 | -35 | 88 | 87 | -87 | 98 | 100 | 98 | 88 | -59 | 70 | 91 | 97 | 99 | 99 | |
AUDJPY | -43 | -55 | -72 | 66 | -71 | 47 | -57 | 71 | -67 | -69 | 71 | 2 | -68 | -23 | 67 | 87 | -64 | 74 | 88 | 74 | 65 | -44 | 51 | 92 | 83 | 83 | 87 | |
NZDCHF | 89 | 96 | 92 | -61 | 96 | -21 | 52 | -92 | 97 | 97 | -92 | 40 | 96 | 70 | -84 | -87 | -64 | -89 | -86 | -89 | -96 | 86 | -53 | -67 | -94 | -93 | -88 | |
EURAUD | -66 | -80 | -99 | 84 | -98 | 54 | -74 | 97 | -94 | -94 | 97 | -3 | -94 | -37 | 90 | 98 | 74 | -89 | 97 | 100 | 91 | -61 | 72 | 84 | 95 | 97 | 97 | |
GBPJPY | -62 | -76 | -96 | 81 | -95 | 55 | -75 | 93 | -90 | -92 | 93 | -3 | -90 | -35 | 86 | 100 | 88 | -86 | 97 | 97 | 87 | -59 | 68 | 93 | 97 | 98 | 100 | |
GBPAUD | -66 | -79 | -99 | 82 | -98 | 54 | -77 | 95 | -93 | -95 | 95 | -4 | -93 | -37 | 87 | 98 | 74 | -89 | 100 | 97 | 90 | -61 | 70 | 85 | 95 | 97 | 97 | |
USDCAD | -87 | -96 | -91 | 70 | -96 | 34 | -50 | 94 | -99 | -93 | 94 | -25 | -96 | -57 | 87 | 88 | 65 | -96 | 91 | 87 | 90 | -76 | 70 | 66 | 91 | 94 | 88 | |
CADCHF | 85 | 84 | 68 | -26 | 72 | 11 | 43 | -60 | 72 | 83 | -61 | 77 | 69 | 94 | -53 | -59 | -44 | 86 | -61 | -59 | -61 | -76 | -7 | -49 | -77 | -69 | -64 | |
USDCHF | -40 | -55 | -65 | 80 | -68 | 64 | -30 | 78 | -71 | -51 | 78 | 46 | -72 | 15 | 75 | 70 | 51 | -53 | 72 | 68 | 70 | 70 | -7 | 48 | 55 | 68 | 65 | |
NZDJPY | -44 | -55 | -84 | 67 | -79 | 49 | -85 | 72 | -68 | -79 | 72 | -2 | -69 | -27 | 66 | 91 | 92 | -67 | 84 | 93 | 85 | 66 | -49 | 48 | 88 | 87 | 92 | |
CHFJPY | -76 | -86 | -97 | 70 | -97 | 36 | -72 | 91 | -93 | -98 | 91 | -27 | -92 | -57 | 83 | 97 | 83 | -94 | 95 | 97 | 95 | 91 | -77 | 55 | 88 | 99 | 98 | |
USDJPY | -75 | -86 | -98 | 76 | -98 | 44 | -69 | 95 | -96 | -96 | 95 | -15 | -95 | -47 | 88 | 99 | 83 | -93 | 97 | 98 | 97 | 94 | -69 | 68 | 87 | 99 | 99 | |
CADJPY | -67 | -79 | -97 | 76 | -96 | 46 | -74 | 92 | -91 | -94 | 92 | -10 | -91 | -42 | 85 | 99 | 87 | -88 | 97 | 100 | 97 | 88 | -64 | 65 | 92 | 98 | 99 |
EURUSD | GBPUSD | AUDCAD | EURCAD | AUDUSD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 96 | 43 | 85 | 73 | 89 | -62 | 22 | 80 | 71 | 16 | 87 | 69 | 85 | 25 | 66 | 46 | 79 | 61 | 64 | 65 | -76 | 68 | 41 | 59 | -56 | -46 | 9 | |
GBPUSD | 96 | 49 | 72 | 82 | 87 | -64 | 3 | 88 | 76 | 6 | 84 | 75 | 86 | -3 | 57 | 51 | 84 | 45 | 63 | 57 | -85 | 71 | 39 | 63 | -59 | -53 | 9 | |
AUDCAD | 43 | 49 | 25 | 78 | 39 | -17 | -41 | 65 | 57 | -44 | 35 | 72 | 40 | -18 | -14 | 14 | 54 | -28 | -10 | -27 | -46 | 33 | 14 | 17 | -53 | -70 | -56 | |
EURCAD | 85 | 72 | 25 | 33 | 92 | -48 | 57 | 45 | 44 | 44 | 75 | 48 | 66 | 56 | 82 | 42 | 51 | 86 | 72 | 79 | -30 | 42 | 36 | 49 | -29 | -9 | 19 | |
AUDUSD | 73 | 82 | 78 | 33 | 51 | -44 | -40 | 93 | 79 | -38 | 62 | 79 | 69 | -25 | 6 | 27 | 81 | -9 | 15 | 1 | -91 | 65 | 28 | 39 | -70 | -84 | -31 | |
GBPCAD | 89 | 87 | 39 | 92 | 51 | -58 | 35 | 62 | 55 | 34 | 78 | 64 | 76 | 19 | 79 | 57 | 65 | 70 | 79 | 78 | -48 | 51 | 37 | 63 | -36 | -19 | 21 | |
AUDNZD | -62 | -64 | -17 | -48 | -44 | -58 | 27 | -74 | -34 | 34 | -46 | -81 | -47 | 2 | -61 | -69 | -58 | -38 | -68 | -49 | 53 | -34 | -10 | -92 | 10 | 4 | -47 | |
EURNZD | 22 | 3 | -41 | 57 | -40 | 35 | 27 | -41 | -10 | 93 | 26 | -44 | 14 | 70 | 52 | -10 | -17 | 79 | 35 | 64 | 30 | 2 | 22 | -20 | 7 | 34 | 20 | |
NZDUSD | 80 | 88 | 65 | 45 | 93 | 62 | -74 | -41 | 74 | -42 | 66 | 92 | 71 | -20 | 30 | 49 | 85 | 9 | 39 | 21 | -90 | 64 | 26 | 67 | -57 | -64 | -4 | |
AUDCHF | 71 | 76 | 57 | 44 | 79 | 55 | -34 | -10 | 74 | -10 | 90 | 59 | 94 | -7 | 19 | 21 | 96 | 12 | 23 | 19 | -75 | 96 | 81 | 30 | -94 | -67 | -22 | |
GBPNZD | 16 | 6 | -44 | 44 | -38 | 34 | 34 | 93 | -42 | -10 | 22 | -50 | 16 | 37 | 46 | -6 | -18 | 67 | 38 | 66 | 25 | 4 | 22 | -21 | 7 | 34 | 25 | |
EURCHF | 87 | 84 | 35 | 75 | 62 | 78 | -46 | 26 | 66 | 90 | 22 | 54 | 98 | 23 | 56 | 33 | 91 | 55 | 54 | 58 | -66 | 92 | 80 | 43 | -79 | -43 | 4 | |
NZDCAD | 69 | 75 | 72 | 48 | 79 | 64 | -81 | -44 | 92 | 59 | -50 | 54 | 58 | -14 | 34 | 57 | 74 | 9 | 42 | 18 | -65 | 45 | 16 | 75 | -39 | -45 | -1 | |
GBPCHF | 85 | 86 | 40 | 66 | 69 | 76 | -47 | 14 | 71 | 94 | 16 | 98 | 58 | 5 | 49 | 36 | 94 | 44 | 52 | 53 | -72 | 95 | 80 | 46 | -82 | -48 | 3 | |
EURGBP | 25 | -3 | -18 | 56 | -25 | 19 | 2 | 70 | -20 | -7 | 37 | 23 | -14 | 5 | 41 | -13 | -7 | 65 | 14 | 32 | 24 | -2 | 12 | -9 | 3 | 18 | 2 | |
EURJPY | 66 | 57 | -14 | 82 | 6 | 79 | -61 | 52 | 30 | 19 | 46 | 56 | 34 | 49 | 41 | 73 | 34 | 89 | 96 | 91 | -19 | 27 | 23 | 73 | 7 | 36 | 71 | |
AUDJPY | 46 | 51 | 14 | 42 | 27 | 57 | -69 | -10 | 49 | 21 | -6 | 33 | 57 | 36 | -13 | 73 | 38 | 34 | 84 | 50 | -30 | 20 | 6 | 92 | 14 | 30 | 74 | |
NZDCHF | 79 | 84 | 54 | 51 | 81 | 65 | -58 | -17 | 85 | 96 | -18 | 91 | 74 | 94 | -7 | 34 | 38 | 21 | 39 | 31 | -80 | 93 | 72 | 53 | -84 | -59 | -5 | |
EURAUD | 61 | 45 | -28 | 86 | -9 | 70 | -38 | 79 | 9 | 12 | 67 | 55 | 9 | 44 | 65 | 89 | 34 | 21 | 76 | 93 | -6 | 24 | 27 | 40 | 0 | 29 | 48 | |
GBPJPY | 64 | 63 | -10 | 72 | 15 | 79 | -68 | 35 | 39 | 23 | 38 | 54 | 42 | 52 | 14 | 96 | 84 | 39 | 76 | 89 | -28 | 30 | 21 | 83 | 7 | 33 | 77 | |
GBPAUD | 65 | 57 | -27 | 79 | 1 | 78 | -49 | 64 | 21 | 19 | 66 | 58 | 18 | 53 | 32 | 91 | 50 | 31 | 93 | 89 | -19 | 31 | 28 | 54 | -2 | 27 | 60 | |
USDCAD | -76 | -85 | -46 | -30 | -91 | -48 | 53 | 30 | -90 | -75 | 25 | -66 | -65 | -72 | 24 | -19 | -30 | -80 | -6 | -28 | -19 | -72 | -30 | -45 | 65 | 73 | 6 | |
CADCHF | 68 | 71 | 33 | 42 | 65 | 51 | -34 | 2 | 64 | 96 | 4 | 92 | 45 | 95 | -2 | 27 | 20 | 93 | 24 | 30 | 31 | -72 | 88 | 30 | -90 | -54 | -6 | |
USDCHF | 41 | 39 | 14 | 36 | 28 | 37 | -10 | 22 | 26 | 81 | 22 | 80 | 16 | 80 | 12 | 23 | 6 | 72 | 27 | 21 | 28 | -30 | 88 | 9 | -80 | -25 | -5 | |
NZDJPY | 59 | 63 | 17 | 49 | 39 | 63 | -92 | -20 | 67 | 30 | -21 | 43 | 75 | 46 | -9 | 73 | 92 | 53 | 40 | 83 | 54 | -45 | 30 | 9 | 2 | 14 | 66 | |
CHFJPY | -56 | -59 | -53 | -29 | -70 | -36 | 10 | 7 | -57 | -94 | 7 | -79 | -39 | -82 | 3 | 7 | 14 | -84 | 0 | 7 | -2 | 65 | -90 | -80 | 2 | 78 | 48 | |
USDJPY | -46 | -53 | -70 | -9 | -84 | -19 | 4 | 34 | -64 | -67 | 34 | -43 | -45 | -48 | 18 | 36 | 30 | -59 | 29 | 33 | 27 | 73 | -54 | -25 | 14 | 78 | 73 | |
CADJPY | 9 | 9 | -56 | 19 | -31 | 21 | -47 | 20 | -4 | -22 | 25 | 4 | -1 | 3 | 2 | 71 | 74 | -5 | 48 | 77 | 60 | 6 | -6 | -5 | 66 | 48 | 73 |
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.