Forex correlation

daily correlation

	EURUSD	GBPUSD	USDCHF	USDJPY	EURJPY	AUDUSD
EURUSD	100.0	83.3	-44.6	-39.1	66.3	79.7	EURUSD
GBPUSD	83.3	100.0	-49.7	-63.4	29.9	85.8	GBPUSD
USDCHF	-44.6	-49.7	100.0	82.4	22.9	-53.5	USDCHF
USDJPY	-39.1	-63.4	82.4	100.0	43.0	-54.0	USDJPY
EURJPY	66.3	29.9	22.9	43.0	100.0	34.1	EURJPY
AUDUSD	79.7	85.8	-53.5	-54.0	34.1	100.0	AUDUSD
	EURUSD	GBPUSD	USDCHF	USDJPY	EURJPY	AUDUSD

weekly correlation

	EURUSD	GBPUSD	USDCHF	USDJPY	EURJPY	AUDUSD
EURUSD	100.0	88.7	-79.2	8.9	94.3	56.2	EURUSD
GBPUSD	88.7	100.0	-88.8	-20.0	74.4	54.5	GBPUSD
USDCHF	-79.2	-88.8	100.0	30.4	-62.6	-64.4	USDCHF
USDJPY	8.9	-20.0	30.4	100.0	41.2	16.3	USDJPY
EURJPY	94.3	74.4	-62.6	41.2	100.0	57.1	EURJPY
AUDUSD	56.2	54.5	-64.4	16.3	57.1	100.0	AUDUSD
	EURUSD	GBPUSD	USDCHF	USDJPY	EURJPY	AUDUSD