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 élevé et positif, les monnaies se déplacent de la même manière.
- Si la corrélation est forte et négative, les monnaies vont dans le sens inverse
- Si la corrélation est faible les monnaies ne se déplacent pas de la même manière
5min correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100.0 | 28.9 | 77.8 | 18.9 | -22.4 | -82.3 | 1.6 | -19.8 | AUDUSD |
| EURJPY | 29.6 | 100.0 | 31.8 | 22.1 | -16.7 | -44.7 | 25.0 | 72.5 | EURJPY |
| EURUSD | 76.0 | 31.8 | 100.0 | 40.7 | 3.5 | -62.5 | -8.6 | -20.0 | EURUSD |
| GBPUSD | 8.2 | 22.1 | 40.7 | 100.0 | 67.1 | 9.7 | -76.2 | -13.6 | GBPUSD |
| NZDUSD | -22.4 | -12.3 | 0.9 | 61.8 | 100.0 | 45.3 | -76.4 | -28.8 | NZDUSD |
| USDCAD | -82.3 | -44.9 | -68.5 | -7.9 | 45.3 | 100.0 | -31.8 | -14.2 | USDCAD |
| USDCHF | 20.5 | 25.1 | -8.6 | -76.2 | -81.5 | -44.5 | 100.0 | 46.2 | USDCHF |
| USDJPY | 2.7 | 72.5 | -20.0 | -13.6 | -40.1 | -25.3 | 46.2 | 100.0 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
hourly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100.0 | 92.1 | 93.0 | 54.9 | 95.0 | -89.9 | 53.8 | 59.4 | AUDUSD |
| EURJPY | 92.1 | 100.0 | 88.7 | 56.5 | 92.9 | -82.3 | 62.7 | 80.6 | EURJPY |
| EURUSD | 93.2 | 89.4 | 100.0 | 58.2 | 94.5 | -89.9 | 41.1 | 46.5 | EURUSD |
| GBPUSD | 58.7 | 59.4 | 58.2 | 100.0 | 62.9 | -72.6 | 71.1 | 34.6 | GBPUSD |
| NZDUSD | 95.0 | 92.9 | 94.5 | 62.9 | 100.0 | -91.6 | 54.2 | 59.7 | NZDUSD |
| USDCAD | -90.3 | -83.0 | -89.9 | -72.5 | -91.6 | 100.0 | -58.2 | -46.2 | USDCAD |
| USDCHF | 54.5 | 62.7 | 42.3 | 71.1 | 54.2 | -58.2 | 100.0 | 69.5 | USDCHF |
| USDJPY | 60.6 | 80.8 | 44.7 | 34.6 | 59.7 | -46.2 | 69.3 | 100.0 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
daily correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100.0 | 30.6 | 79.5 | 84.7 | 80.0 | -65.8 | -56.0 | -55.1 | AUDUSD |
| EURJPY | 30.6 | 100.0 | 66.5 | 30.0 | 75.5 | -75.4 | 29.8 | 47.3 | EURJPY |
| EURUSD | 79.5 | 66.5 | 100.0 | 82.5 | 84.9 | -67.1 | -37.5 | -34.3 | EURUSD |
| GBPUSD | 84.7 | 30.0 | 82.5 | 100.0 | 65.8 | -57.4 | -43.2 | -59.3 | GBPUSD |
| NZDUSD | 80.0 | 75.5 | 84.9 | 65.8 | 100.0 | -84.1 | -18.3 | -5.1 | NZDUSD |
| USDCAD | -65.8 | -75.4 | -67.1 | -57.4 | -84.1 | 100.0 | -8.9 | -16.1 | USDCAD |
| USDCHF | -56.0 | 29.8 | -37.5 | -43.2 | -18.3 | -8.9 | 100.0 | 82.2 | USDCHF |
| USDJPY | -55.1 | 47.3 | -34.3 | -59.3 | -5.1 | -16.1 | 82.2 | 100.0 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
weekly correlation
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | | |
| AUDUSD | 100.0 | 57.1 | 56.2 | 54.5 | 71.8 | -44.0 | -64.4 | 16.3 | AUDUSD |
| EURJPY | 57.1 | 100.0 | 94.3 | 74.4 | 56.4 | 19.4 | -62.6 | 41.2 | EURJPY |
| EURUSD | 56.2 | 94.3 | 100.0 | 88.7 | 61.9 | 34.8 | -79.2 | 8.9 | EURUSD |
| GBPUSD | 54.5 | 74.4 | 88.7 | 100.0 | 68.0 | 40.8 | -88.8 | -20.0 | GBPUSD |
| NZDUSD | 71.8 | 56.4 | 61.9 | 68.0 | 100.0 | -9.8 | -73.2 | -1.2 | NZDUSD |
| USDCAD | -44.0 | 19.4 | 34.8 | 40.8 | -9.8 | 100.0 | -20.4 | -34.2 | USDCAD |
| USDCHF | -64.4 | -62.6 | -79.2 | -88.8 | -73.2 | -20.4 | 100.0 | 30.4 | USDCHF |
| USDJPY | 16.3 | 41.2 | 8.9 | -20.0 | -1.2 | -34.2 | 30.4 | 100.0 | USDJPY |
| | AUDUSD | EURJPY | EURUSD | GBPUSD | NZDUSD | USDCAD | USDCHF | USDJPY | |
