15min correlation
| | EURUSD | GBPUSD | USDCHF | USDJPY | EURGBP | EURCHF | EURJPY | GBPCHF | GBPJPY | USDCAD | AUDUSD | XAUUSDOZ | |
| EURUSD | 100.0 | 53.2 | -61.1 | -71.7 | 54.6 | -7.0 | -25.0 | -46.9 | -56.5 | -73.3 | 46.4 | 51.3 | EURUSD |
| GBPUSD | 53.2 | 100.0 | -42.2 | -32.1 | -0.6 | -0.6 | 5.4 | -2.2 | 1.3 | -60.1 | 43.3 | 31.7 | GBPUSD |
| USDCHF | -61.1 | -42.2 | 100.0 | 88.5 | -4.5 | 74.2 | 70.4 | 88.7 | 76.1 | 10.9 | 16.1 | -19.4 | USDCHF |
| USDJPY | -71.7 | -32.1 | 88.5 | 100.0 | -24.1 | 58.1 | 77.1 | 82.7 | 91.7 | 21.5 | 10.4 | -42.7 | USDJPY |
| EURGBP | 54.6 | -0.6 | -4.5 | -24.1 | 100.0 | 45.4 | 22.9 | -13.4 | -28.8 | -61.0 | 54.3 | 42.6 | EURGBP |
| EURCHF | -7.0 | -0.6 | 74.2 | 58.1 | 45.4 | 100.0 | 87.2 | 80.4 | 59.8 | -48.2 | 66.0 | 63.5 | EURCHF |
| EURJPY | -25.0 | 5.4 | 70.4 | 77.1 | 22.9 | 87.2 | 100.0 | 81.2 | 82.9 | -35.2 | 61.0 | -11.2 | EURJPY |
| GBPCHF | -46.9 | -2.2 | 88.7 | 82.7 | -13.4 | 80.4 | 81.2 | 100.0 | 87.6 | -10.8 | 34.5 | -11.4 | GBPCHF |
| GBPJPY | -56.5 | 1.3 | 76.1 | 91.7 | -28.8 | 59.8 | 82.9 | 87.6 | 100.0 | 1.6 | 25.2 | -35.0 | GBPJPY |
| USDCAD | -73.3 | -60.1 | 10.9 | 21.5 | -61.0 | -48.2 | -35.2 | -10.8 | 1.6 | 100.0 | -75.5 | -53.6 | USDCAD |
| AUDUSD | 46.4 | 43.3 | 16.1 | 10.4 | 54.3 | 66.0 | 61.0 | 34.5 | 25.2 | -75.5 | 100.0 | 20.1 | AUDUSD |
| XAUUSDOZ | 51.3 | 31.7 | -19.4 | -42.7 | 42.6 | 63.5 | -11.2 | -11.4 | -35.0 | -53.6 | 20.1 | 100.0 | XAUUSDOZ |
| | EURUSD | GBPUSD | USDCHF | USDJPY | EURGBP | EURCHF | EURJPY | GBPCHF | GBPJPY | USDCAD | AUDUSD | XAUUSDOZ | |
hourly correlation
| | EURUSD | GBPUSD | USDCHF | USDJPY | EURGBP | EURCHF | EURJPY | GBPCHF | GBPJPY | USDCAD | AUDUSD | XAUUSDOZ | |
| EURUSD | 100.0 | 58.2 | 41.1 | 46.5 | 78.3 | 82.0 | 89.4 | 50.2 | 60.3 | -89.9 | 93.2 | -17.5 | EURUSD |
| GBPUSD | 58.2 | 100.0 | 71.1 | 34.6 | -4.4 | 77.8 | 59.4 | 88.0 | 76.0 | -72.6 | 58.7 | -44.2 | GBPUSD |
| USDCHF | 42.3 | 71.1 | 100.0 | 69.5 | -0.9 | 85.5 | 62.7 | 95.7 | 83.9 | -58.2 | 54.5 | -58.3 | USDCHF |
| USDJPY | 44.7 | 34.6 | 69.3 | 100.0 | 31.8 | 68.8 | 80.8 | 60.8 | 86.5 | -46.2 | 60.6 | -40.7 | USDJPY |
| EURGBP | 78.4 | -4.4 | -3.4 | 27.6 | 100.0 | 43.6 | 65.6 | -5.2 | 15.7 | -57.1 | 72.5 | 12.5 | EURGBP |
| EURCHF | 82.9 | 77.8 | 85.6 | 68.8 | 41.8 | 100.0 | 89.5 | 88.5 | 87.3 | -86.7 | 86.2 | -47.1 | EURCHF |
| EURJPY | 88.7 | 56.5 | 62.7 | 80.6 | 67.5 | 89.8 | 100.0 | 64.5 | 84.6 | -82.3 | 92.1 | -32.5 | EURJPY |
| GBPCHF | 50.2 | 88.0 | 95.7 | 60.8 | -5.1 | 89.6 | 64.5 | 100.0 | 87.6 | -66.5 | 57.6 | -57.8 | GBPCHF |
| GBPJPY | 60.3 | 76.0 | 84.7 | 86.5 | 15.7 | 87.3 | 86.5 | 87.6 | 100.0 | -66.8 | 68.9 | -51.1 | GBPJPY |
| USDCAD | -89.9 | -72.5 | -58.2 | -46.2 | -58.1 | -87.1 | -83.0 | -66.5 | -69.9 | 100.0 | -90.3 | 52.3 | USDCAD |
| AUDUSD | 93.0 | 54.9 | 53.8 | 59.4 | 72.5 | 86.2 | 92.1 | 57.6 | 68.9 | -89.9 | 100.0 | -28.9 | AUDUSD |
| XAUUSDOZ | -17.5 | -44.2 | -58.3 | -40.7 | 12.5 | -47.1 | -32.5 | -57.8 | -51.1 | 52.3 | -28.9 | 100.0 | XAUUSDOZ |
| | EURUSD | GBPUSD | USDCHF | USDJPY | EURGBP | EURCHF | EURJPY | GBPCHF | GBPJPY | USDCAD | AUDUSD | XAUUSDOZ | |
daily correlation
| | EURUSD | GBPUSD | USDCHF | USDJPY | EURGBP | EURCHF | EURJPY | GBPCHF | GBPJPY | USDCAD | AUDUSD | XAUUSDOZ | |
| EURUSD | 100.0 | 82.5 | -37.5 | -34.3 | 47.3 | 71.3 | 66.5 | 50.6 | 56.2 | -67.1 | 79.5 | -56.6 | EURUSD |
| GBPUSD | 82.5 | 100.0 | -43.2 | -59.3 | -10.8 | 49.3 | 30.0 | 62.9 | 48.6 | -57.4 | 84.7 | -21.2 | GBPUSD |
| USDCHF | -37.5 | -43.2 | 100.0 | 82.2 | 0.9 | 38.2 | 29.8 | 42.9 | 40.2 | -8.9 | -56.0 | -31.0 | USDCHF |
| USDJPY | -34.3 | -59.3 | 82.2 | 100.0 | 31.8 | 28.0 | 47.3 | 11.5 | 41.5 | -16.1 | -55.1 | -38.8 | USDJPY |
| EURGBP | 47.3 | -10.8 | 0.9 | 31.8 | 100.0 | 48.3 | 70.0 | -9.4 | 22.9 | -28.5 | 7.8 | -66.6 | EURGBP |
| EURCHF | 71.3 | 49.3 | 38.2 | 28.0 | 48.3 | 100.0 | 89.0 | 82.6 | 86.3 | -73.5 | 36.7 | -80.3 | EURCHF |
| EURJPY | 66.5 | 30.0 | 29.8 | 47.3 | 70.0 | 89.0 | 100.0 | 56.1 | 85.5 | -75.4 | 30.6 | -84.4 | EURJPY |
| GBPCHF | 50.6 | 62.9 | 42.9 | 11.5 | -9.4 | 82.6 | 56.1 | 100.0 | 83.4 | -65.3 | 36.7 | -48.4 | GBPCHF |
| GBPJPY | 56.2 | 48.6 | 40.2 | 41.5 | 22.9 | 86.3 | 85.5 | 83.4 | 100.0 | -82.1 | 35.8 | -66.6 | GBPJPY |
| USDCAD | -67.1 | -57.4 | -8.9 | -16.1 | -28.5 | -73.5 | -75.4 | -65.3 | -82.1 | 100.0 | -65.8 | 47.4 | USDCAD |
| AUDUSD | 79.5 | 84.7 | -56.0 | -55.1 | 7.8 | 36.7 | 30.6 | 36.7 | 35.8 | -65.8 | 100.0 | -13.3 | AUDUSD |
| XAUUSDOZ | -56.6 | -21.2 | -31.0 | -38.8 | -66.6 | -80.3 | -84.4 | -48.4 | -66.6 | 47.4 | -13.3 | 100.0 | XAUUSDOZ |
| | EURUSD | GBPUSD | USDCHF | USDJPY | EURGBP | EURCHF | EURJPY | GBPCHF | GBPJPY | USDCAD | AUDUSD | XAUUSDOZ | |
weekly correlation
| | EURUSD | GBPUSD | USDCHF | USDJPY | EURGBP | EURCHF | EURJPY | GBPCHF | GBPJPY | USDCAD | AUDUSD | XAUUSDOZ | |
| EURUSD | 100.0 | 88.7 | -79.2 | 8.9 | 85.4 | 87.3 | 94.3 | 37.0 | 88.4 | 34.8 | 56.2 | -78.1 | EURUSD |
| GBPUSD | 88.7 | 100.0 | -88.8 | -20.0 | 51.7 | 62.0 | 74.4 | 43.6 | 82.0 | 40.8 | 54.5 | -55.2 | GBPUSD |
| USDCHF | -79.2 | -88.8 | 100.0 | 30.4 | -47.6 | -39.6 | -62.6 | 2.6 | -65.6 | -20.4 | -64.4 | 48.9 | USDCHF |
| USDJPY | 8.9 | -20.0 | 30.4 | 100.0 | 38.5 | 38.5 | 41.2 | 16.2 | 39.5 | -34.2 | 16.3 | -26.7 | USDJPY |
| EURGBP | 85.4 | 51.7 | -47.6 | 38.5 | 100.0 | 91.4 | 90.8 | 18.2 | 71.3 | 17.5 | 44.1 | -82.9 | EURGBP |
| EURCHF | 87.3 | 62.0 | -39.6 | 38.5 | 91.4 | 100.0 | 92.3 | 56.5 | 80.7 | 34.7 | 34.4 | -80.0 | EURCHF |
| EURJPY | 94.3 | 74.4 | -62.6 | 41.2 | 90.8 | 92.3 | 100.0 | 38.7 | 94.0 | 19.4 | 57.1 | -79.7 | EURJPY |
| GBPCHF | 37.0 | 43.6 | 2.6 | 16.2 | 18.2 | 56.5 | 38.7 | 100.0 | 50.1 | 47.4 | -7.0 | -25.1 | GBPCHF |
| GBPJPY | 88.4 | 82.0 | -65.6 | 39.5 | 71.3 | 80.7 | 94.0 | 50.1 | 100.0 | 18.1 | 60.2 | -67.6 | GBPJPY |
| USDCAD | 34.8 | 40.8 | -20.4 | -34.2 | 17.5 | 34.7 | 19.4 | 47.4 | 18.1 | 100.0 | -44.0 | -36.2 | USDCAD |
| AUDUSD | 56.2 | 54.5 | -64.4 | 16.3 | 44.1 | 34.4 | 57.1 | -7.0 | 60.2 | -44.0 | 100.0 | -26.0 | AUDUSD |
| XAUUSDOZ | -78.1 | -55.2 | 48.9 | -26.7 | -82.9 | -80.0 | -79.7 | -25.1 | -67.6 | -36.2 | -26.0 | 100.0 | XAUUSDOZ |
| | EURUSD | GBPUSD | USDCHF | USDJPY | EURGBP | EURCHF | EURJPY | GBPCHF | GBPJPY | USDCAD | AUDUSD | XAUUSDOZ | |