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