Forex Correlation

The following tables represents the correlation between the various parities of the foreign exchange market.
The correlation coefficient highlights the similarity of the movements between two parities.

  • If the correlation is high (above 80) and positive then the currencies move in the same way.
  • If the correlation is high (above 80) and negative then the currencies move in the opposite way.
  • If the correlation is low (below 60) then the currencies don't move in the same way.

5 min

  EURUSD GBPUSD USDCHF USDJPY EURGBP EURCHF EURJPY GBPCHF GBPJPY CHFJPY USDCAD EURCAD GBPCAD CADCHF CADJPY AUDCAD AUDUSD EURAUD GBPAUD AUDCHF AUDJPY EURNZD NZDUSD GBPNZD NZDCHF NZDJPY AUDNZD NZDCAD USDTRY EURTRY USDNOK EURNOK USDCNY USDBRL USDINR XAUUSD XAGUSD
EURUSD 100.0 44.2 -14.5 16.8 -48.6 37.3 41.8 60.0 79.7 81.4 59.0 71.4 66.8 -6.8 43.3 53.0 23.9 42.2 67.4 24.9 55.8 73.1 -70.7 84.9 -67.4 11.8 67.1 -4.1 -6.5 23.4 -85.0 -52.4 28.6 -76.5 -72.4 36.0 -16.7
GBPUSD 44.2 100.0 -43.4 85.8 -73.5 8.5 91.2 73.3 76.7 65.8 -4.0 20.0 69.4 73.1 88.8 -6.4 67.2 -17.2 22.9 60.1 84.8 11.4 -47.2 61.8 -6.0 78.9 67.8 -45.1 59.9 26.2 -37.3 -82.7 19.2 -36.9 -80.0 63.4 45.9
USDCHF -14.5 -43.4 100.0 -34.0 37.4 4.5 -40.1 -21.2 -33.1 -35.1 13.0 -7.9 -26.2 -26.3 -47.9 0.5 -26.7 -2.7 -32.5 -11.1 -33.4 -17.9 22.1 -32.6 15.2 -32.5 -33.3 42.9 -20.4 12.9 18.2 42.8 -41.0 12.1 33.8 -37.5 -3.3
USDJPY 16.8 85.8 -34.0 100.0 -58.0 16.3 84.7 72.4 61.1 53.1 -10.7 12.1 66.6 82.3 85.3 -7.1 70.3 -23.0 12.4 61.4 75.9 -2.5 -31.5 42.2 -0.9 73.3 55.5 -43.0 57.1 18.9 -21.6 -69.6 2.6 -26.9 -69.2 62.3 51.6
EURGBP -48.6 -73.5 37.4 -58.0 100.0 0.8 -62.9 -53.9 -74.2 -66.5 -10.8 -15.7 -64.1 -41.8 -66.4 -8.5 -36.1 5.4 -48.0 -31.4 -71.1 -19.4 61.9 -64.8 11.3 -55.3 -53.6 45.8 -62.5 -31.2 50.9 66.7 -19.1 19.5 65.8 -27.1 -28.6
EURCHF 37.3 8.5 4.5 16.3 0.8 100.0 27.9 60.0 38.8 52.4 43.7 70.1 54.8 13.4 30.1 73.9 43.7 50.3 33.2 43.6 32.0 71.8 -36.1 45.6 -42.1 -2.2 35.6 25.3 -49.8 -15.1 -41.8 -9.0 -9.4 -79.6 -44.4 47.8 -26.9
EURJPY 41.8 91.2 -40.1 84.7 -62.9 27.9 100.0 75.2 77.8 65.5 -9.6 19.8 73.6 78.6 93.7 -4.1 82.6 -22.4 10.3 71.5 89.1 19.2 -41.2 65.5 -13.1 73.8 73.6 -50.7 40.6 2.5 -34.1 -81.5 10.8 -51.0 -83.4 76.9 47.8
GBPCHF 60.0 73.3 -21.2 72.4 -53.9 60.0 75.2 100.0 83.7 84.3 31.4 57.8 90.2 46.8 77.6 44.3 65.0 20.7 50.6 55.8 79.6 51.5 -64.7 73.6 -39.4 48.4 66.5 -20.1 15.1 25.6 -63.5 -68.0 13.8 -73.2 -84.5 67.3 12.3
GBPJPY 79.7 76.7 -33.1 61.1 -74.2 38.8 77.8 83.7 100.0 94.3 26.8 51.4 89.5 36.7 80.8 34.0 60.7 12.2 56.9 49.6 89.9 54.6 -81.1 93.4 -47.7 49.1 83.1 -37.9 26.8 21.0 -78.3 -81.4 23.5 -71.2 -93.4 61.3 19.0
CHFJPY 81.4 65.8 -35.1 53.1 -66.5 52.4 65.5 84.3 94.3 100.0 41.1 65.3 92.0 25.5 74.0 51.7 54.4 35.7 72.4 41.0 81.5 69.1 -85.9 94.6 -58.2 33.5 79.9 -25.6 11.9 25.5 -87.7 -73.8 28.6 -77.2 -91.4 59.9 0.0
USDCAD 59.0 -4.0 13.0 -10.7 -10.8 43.7 -9.6 31.4 26.8 41.1 100.0 81.3 33.9 -34.8 -6.6 74.7 -21.0 75.1 63.4 7.8 3.1 61.8 -37.3 33.5 -47.1 -20.7 19.0 53.2 -28.7 26.6 -58.8 -0.4 1.6 -53.3 -26.1 -8.7 -37.6
EURCAD 71.4 20.0 -7.9 12.1 -15.7 70.1 19.8 57.8 51.4 65.3 81.3 100.0 55.7 -8.9 26.3 82.0 16.8 71.1 66.9 33.9 29.9 77.1 -49.2 57.4 -58.8 0.9 42.8 38.8 -30.6 15.7 -66.1 -21.1 8.4 -81.5 -51.7 28.4 -36.5
GBPCAD 66.8 69.4 -26.2 66.6 -64.1 54.8 73.6 90.2 89.5 92.0 33.9 55.7 100.0 36.2 74.8 40.9 64.8 23.3 58.6 42.8 86.1 53.5 -77.1 82.5 -52.6 39.5 80.0 -26.0 17.2 26.4 -77.5 -72.9 21.6 -73.4 -88.7 59.8 18.4
CADCHF -6.8 73.1 -26.3 82.3 -41.8 13.4 78.6 46.8 36.7 25.5 -34.8 -8.9 36.2 100.0 76.5 -25.6 68.8 -38.3 -22.5 72.1 58.6 -16.8 -4.8 23.6 28.6 72.8 35.3 -43.2 50.9 -6.4 11.3 -54.1 -15.8 -10.9 -49.4 62.6 53.9
CADJPY 43.3 88.8 -47.9 85.3 -66.4 30.1 93.7 77.6 80.8 74.0 -6.6 26.3 74.8 76.5 100.0 5.4 78.2 -9.2 26.0 69.3 89.3 26.9 -50.0 71.3 -12.5 72.4 70.5 -51.9 44.4 6.6 -42.6 -85.5 13.1 -49.7 -86.1 78.6 35.0
AUDCAD 53.0 -6.4 0.5 -7.1 -8.5 73.9 -4.1 44.3 34.0 51.7 74.7 82.0 40.9 -25.6 5.4 100.0 2.3 72.7 66.0 12.2 8.3 80.5 -42.3 42.8 -53.5 -17.3 21.9 45.2 -46.7 8.9 -59.3 6.0 0.9 -67.7 -32.3 12.1 -53.5
AUDUSD 23.9 67.2 -26.7 70.3 -36.1 43.7 82.6 65.0 60.7 54.4 -21.0 16.8 64.8 68.8 78.2 2.3 100.0 -22.9 -4.6 61.0 78.3 18.0 -38.2 53.5 -11.0 53.8 67.6 -47.7 22.9 -2.2 -26.2 -65.8 -1.6 -50.3 -70.7 71.5 39.6
EURAUD 42.2 -17.2 -2.7 -23.0 5.4 50.3 -22.4 20.7 12.2 35.7 75.1 71.1 23.3 -38.3 -9.2 72.7 -22.9 100.0 69.8 -10.8 -5.8 60.7 -30.6 24.9 -36.0 -26.5 -2.3 58.2 -40.9 23.1 -46.8 12.5 18.0 -45.1 -11.6 -5.3 -55.9
GBPAUD 67.4 22.9 -32.5 12.4 -48.0 33.2 10.3 50.6 56.9 72.4 63.4 66.9 58.6 -22.5 26.0 66.0 -4.6 69.8 100.0 -4.9 33.0 62.4 -67.9 58.8 -53.0 6.4 30.7 12.6 1.3 40.9 -75.7 -28.7 36.2 -48.6 -47.6 7.6 -40.1
AUDCHF 24.9 60.1 -11.1 61.4 -31.4 43.6 71.5 55.8 49.6 41.0 7.8 33.9 42.8 72.1 69.3 12.2 61.0 -10.8 -4.9 100.0 58.4 24.6 -19.6 45.1 5.7 54.8 47.0 -15.4 20.5 -10.0 -11.8 -49.6 -23.7 -47.5 -61.8 60.2 28.5
AUDJPY 55.8 84.8 -33.4 75.9 -71.1 32.0 89.1 79.6 89.9 81.5 3.1 29.9 86.1 58.6 89.3 8.3 78.3 -5.8 33.0 58.4 100.0 27.1 -69.5 80.3 -24.2 65.0 81.1 -47.2 45.2 21.3 -58.5 -88.6 14.4 -56.5 -89.8 64.1 42.7
EURNZD 73.1 11.4 -17.9 -2.5 -19.4 71.8 19.2 51.5 54.6 69.1 61.8 77.1 53.5 -16.8 26.9 80.5 18.0 60.7 62.4 24.6 27.1 100.0 -53.4 70.2 -68.6 -20.2 49.7 11.9 -50.1 -8.3 -73.5 -20.6 21.2 -81.5 -54.1 41.4 -46.3
NZDUSD -70.7 -47.2 22.1 -31.5 61.9 -36.1 -41.2 -64.7 -81.1 -85.9 -37.3 -49.2 -77.1 -4.8 -50.0 -42.3 -38.2 -30.6 -67.9 -19.6 -69.5 -53.4 100.0 -81.7 44.3 -18.8 -65.5 25.7 -20.1 -38.2 83.5 64.5 -22.5 54.0 72.2 -34.0 0.0
GBPNZD 84.9 61.8 -32.6 42.2 -64.8 45.6 65.5 73.6 93.4 94.6 33.5 57.4 82.5 23.6 71.3 42.8 53.5 24.9 58.8 45.1 80.3 70.2 -81.7 100.0 -58.3 26.8 84.1 -34.4 7.1 12.1 -85.5 -75.0 25.0 -77.2 -90.5 60.5 5.0
NZDCHF -67.4 -6.0 15.2 -0.9 11.3 -42.1 -13.1 -39.4 -47.7 -58.2 -47.1 -58.8 -52.6 28.6 -12.5 -53.5 -11.0 -36.0 -53.0 5.7 -24.2 -68.6 44.3 -58.3 100.0 28.2 -56.9 6.7 47.2 6.8 71.2 18.2 -35.6 68.0 44.9 -28.6 23.9
NZDJPY 11.8 78.9 -32.5 73.3 -55.3 -2.2 73.8 48.4 49.1 33.5 -20.7 0.9 39.5 72.8 72.4 -17.3 53.8 -26.5 6.4 54.8 65.0 -20.2 -18.8 26.8 28.2 100.0 28.8 -30.6 66.8 19.6 0.5 -58.9 -1.2 -10.9 -49.9 43.6 43.4
AUDNZD 67.1 67.8 -33.3 55.5 -53.6 35.6 73.6 66.5 83.1 79.9 19.0 42.8 80.0 35.3 70.5 21.9 67.6 -2.3 30.7 47.0 81.1 49.7 -65.5 84.1 -56.9 28.8 100.0 -43.0 11.5 0.7 -71.4 -76.2 16.7 -70.0 -88.6 61.3 38.0
NZDCAD -4.1 -45.1 42.9 -43.0 45.8 25.3 -50.7 -20.1 -37.9 -25.6 53.2 38.8 -26.0 -43.2 -51.9 45.2 -47.7 58.2 12.6 -15.4 -47.2 11.9 25.7 -34.4 6.7 -30.6 -43.0 100.0 -40.5 14.2 10.4 60.4 -16.0 -8.5 38.0 -39.6 -47.6
USDTRY -6.5 59.9 -20.4 57.1 -62.5 -49.8 40.6 15.1 26.8 11.9 -28.7 -30.6 17.2 50.9 44.4 -46.7 22.9 -40.9 1.3 20.5 45.2 -50.1 -20.1 7.1 47.2 66.8 11.5 -40.5 100.0 44.6 5.0 -50.9 -1.7 36.7 -22.1 -2.8 48.2
EURTRY 23.4 26.2 12.9 18.9 -31.2 -15.1 2.5 25.6 21.0 25.5 26.6 15.7 26.4 -6.4 6.6 8.9 -2.2 23.1 40.9 -10.0 21.3 -8.3 -38.2 12.1 6.8 19.6 0.7 14.2 44.6 100.0 -25.1 -21.8 10.1 7.3 -15.8 -17.1 -5.9
USDNOK -85.0 -37.3 18.2 -21.6 50.9 -41.8 -34.1 -63.5 -78.3 -87.7 -58.8 -66.1 -77.5 11.3 -42.6 -59.3 -26.2 -46.8 -75.7 -11.8 -58.5 -73.5 83.5 -85.5 71.2 0.5 -71.4 10.4 5.0 -25.1 100.0 55.9 -28.9 71.8 73.3 -34.0 13.3
EURNOK -52.4 -82.7 42.8 -69.6 66.7 -9.0 -81.5 -68.0 -81.4 -73.8 -0.4 -21.1 -72.9 -54.1 -85.5 6.0 -65.8 12.5 -28.7 -49.6 -88.6 -20.6 64.5 -75.0 18.2 -58.9 -76.2 60.4 -50.9 -21.8 55.9 100.0 -19.3 41.9 83.2 -60.3 -41.0
USDCNY 28.6 19.2 -41.0 2.6 -19.1 -9.4 10.8 13.8 23.5 28.6 1.6 8.4 21.6 -15.8 13.1 0.9 -1.6 18.0 36.2 -23.7 14.4 21.2 -22.5 25.0 -35.6 -1.2 16.7 -16.0 -1.7 10.1 -28.9 -19.3 100.0 -14.7 -12.2 14.3 -22.9
USDBRL -76.5 -36.9 12.1 -26.9 19.5 -79.6 -51.0 -73.2 -71.2 -77.2 -53.3 -81.5 -73.4 -10.9 -49.7 -67.7 -50.3 -45.1 -48.6 -47.5 -56.5 -81.5 54.0 -77.2 68.0 -10.9 -70.0 -8.5 36.7 7.3 71.8 41.9 -14.7 100.0 74.0 -59.4 13.7
USDINR -72.4 -80.0 33.8 -69.2 65.8 -44.4 -83.4 -84.5 -93.4 -91.4 -26.1 -51.7 -88.7 -49.4 -86.1 -32.3 -70.7 -11.6 -47.6 -61.8 -89.8 -54.1 72.2 -90.5 44.9 -49.9 -88.6 38.0 -22.1 -15.8 73.3 83.2 -12.2 74.0 100.0 -70.1 -27.8
XAUUSD 36.0 63.4 -37.5 62.3 -27.1 47.8 76.9 67.3 61.3 59.9 -8.7 28.4 59.8 62.6 78.6 12.1 71.5 -5.3 7.6 60.2 64.1 41.4 -34.0 60.5 -28.6 43.6 61.3 -39.6 -2.8 -17.1 -34.0 -60.3 14.3 -59.4 -70.1 100.0 18.3
XAGUSD -16.7 45.9 -3.3 51.6 -28.6 -26.9 47.8 12.3 19.0 0.0 -37.6 -36.5 18.4 53.9 35.0 -53.5 39.6 -55.9 -40.1 28.5 42.7 -46.3 0.0 5.0 23.9 43.4 38.0 -47.6 48.2 -5.9 13.3 -41.0 -22.9 13.7 -27.8 18.3 100.0

Hourly

  EURUSD GBPUSD USDCHF USDJPY EURGBP EURCHF EURJPY GBPCHF GBPJPY CHFJPY USDCAD EURCAD GBPCAD CADCHF CADJPY AUDCAD AUDUSD EURAUD GBPAUD AUDCHF AUDJPY EURNZD NZDUSD GBPNZD NZDCHF NZDJPY AUDNZD NZDCAD USDTRY EURTRY USDNOK EURNOK USDCNY USDBRL USDINR XAUUSD XAGUSD
EURUSD 100.0 -44.2 -73.7 -72.4 84.4 56.7 -22.6 -76.2 -69.1 -46.8 66.8 91.6 15.8 -76.7 -77.9 40.3 -18.3 72.3 -22.2 -49.6 -56.9 7.7 57.9 -78.7 20.1 -16.5 -84.1 76.5 16.7 90.4 -35.9 50.6 38.7 24.9 40.5 13.0 0.1
GBPUSD -44.2 100.0 12.4 57.9 -85.5 -49.1 46.5 81.0 81.9 64.8 -32.8 -42.4 62.1 25.5 54.2 28.1 52.2 -62.9 38.5 42.9 62.2 -53.9 15.6 45.6 23.9 55.8 27.8 -3.7 -57.7 -62.2 -41.5 -75.4 21.3 -4.1 -71.4 -48.1 -44.6
USDCHF -73.7 12.4 100.0 61.7 -50.1 13.8 28.5 68.3 48.4 18.2 -66.2 -76.6 -43.7 89.7 70.0 -19.1 36.9 -69.9 -28.3 75.7 58.0 -9.1 -39.7 43.5 14.7 20.5 79.6 -62.3 -3.3 -67.1 57.0 -9.1 -54.6 -54.4 10.7 37.2 45.9
USDJPY -72.4 57.9 61.7 100.0 -76.6 -30.4 83.6 79.1 94.2 88.6 -59.8 -72.5 2.3 66.4 95.0 10.2 58.1 -83.9 -7.9 71.6 93.2 -47.8 -7.3 41.4 27.5 72.8 60.1 -34.2 -47.9 -81.9 -12.6 -72.2 -3.2 -9.5 -52.3 -29.7 -18.8
EURGBP 84.4 -85.5 -50.1 -76.6 100.0 62.2 -41.0 -92.6 -89.1 -65.9 58.4 78.5 -27.9 -59.8 -77.6 6.5 -41.9 79.6 -35.7 -54.5 -70.2 36.8 24.1 -72.8 -2.8 -43.1 -65.3 46.5 44.2 89.6 4.1 74.5 9.6 17.0 66.1 36.3 26.7
EURCHF 56.7 -49.1 13.8 -30.4 62.2 100.0 2.3 -28.0 -41.7 -45.8 17.5 41.1 -29.3 -3.3 -28.7 36.5 18.6 20.5 -66.8 19.9 -12.2 -0.4 36.9 -62.4 47.8 1.5 -26.4 36.7 19.7 50.5 16.6 62.9 -9.3 -29.7 72.1 64.2 55.8
EURJPY -22.6 46.5 28.5 83.6 -41.0 2.3 100.0 51.0 78.0 87.8 -30.8 -29.2 16.1 32.4 71.9 46.6 67.2 -60.7 -28.5 61.4 86.1 -61.2 35.6 -4.1 54.7 89.5 17.7 12.7 -54.6 -43.8 -46.5 -61.8 26.4 6.4 -41.7 -31.8 -26.8
GBPCHF -76.2 81.0 68.3 79.1 -92.6 -28.0 51.0 100.0 88.9 58.4 -63.4 -76.6 19.8 71.9 81.3 9.4 60.3 -87.7 11.6 76.4 80.1 -45.0 -12.1 59.4 26.2 53.2 67.6 -39.6 -44.5 -85.5 3.2 -60.8 -16.7 -35.2 -46.2 -13.3 -5.6
GBPJPY -69.1 81.9 48.4 94.2 -89.1 -41.7 78.0 88.9 100.0 89.1 -55.5 -68.4 27.2 57.2 89.1 18.8 62.4 -84.9 10.3 67.9 91.1 -55.8 1.3 47.9 29.2 74.2 53.6 -25.5 -57.5 -83.2 -26.1 -82.0 6.6 -8.4 -66.2 -40.8 -31.7
CHFJPY -46.8 64.8 18.2 88.6 -65.9 -45.8 87.8 58.4 89.1 100.0 -35.5 -45.2 28.5 30.0 77.3 24.1 50.8 -63.4 6.6 44.7 82.2 -54.3 14.4 25.8 25.9 79.0 27.9 -5.8 -57.9 -62.7 -49.6 -84.9 28.3 20.2 -71.5 -59.2 -50.8
USDCAD 66.8 -32.8 -66.2 -59.8 58.4 17.5 -30.8 -63.4 -55.5 -35.5 100.0 91.0 53.6 -92.5 -81.9 32.5 -52.5 76.5 25.6 -69.9 -63.7 22.6 24.3 -41.8 -11.8 -29.6 -75.3 66.4 -4.0 57.3 -23.6 34.2 43.8 49.8 8.7 -23.8 -34.6
EURCAD 91.6 -42.4 -76.6 -72.5 78.5 41.1 -29.2 -76.6 -68.4 -45.2 91.0 100.0 37.6 -92.5 -87.5 39.9 -38.5 81.5 1.4 -65.2 -66.0 16.6 45.3 -66.4 4.8 -25.2 -87.4 78.3 7.2 81.2 -32.6 46.7 45.0 40.6 27.4 -5.5 -18.5
GBPCAD 15.8 62.1 -43.7 2.3 -27.9 -29.3 16.1 19.8 27.2 28.5 53.6 37.6 100.0 -53.9 -19.4 52.2 3.2 7.2 55.6 -19.6 2.8 -29.5 34.2 6.0 11.7 25.4 -37.7 51.8 -55.1 -8.1 -56.7 -39.1 55.4 37.7 -56.6 -62.8 -68.6
CADCHF -76.7 25.5 89.7 66.4 -59.8 -3.3 32.4 71.9 57.2 30.0 -92.5 -92.5 -53.9 100.0 83.7 -29.0 49.5 -80.4 -29.4 79.5 66.8 -17.7 -34.7 46.8 14.2 27.7 84.9 -70.8 0.8 -67.8 42.9 -24.6 -53.6 -56.8 0.3 32.9 43.7
CADJPY -77.9 54.2 70.0 95.0 -77.6 -28.7 71.9 81.3 89.1 77.3 -81.9 -87.5 -19.4 83.7 100.0 -5.5 62.0 -89.9 -15.6 78.4 91.5 -42.9 -14.9 46.1 24.1 63.6 72.5 -50.5 -32.7 -81.0 0.2 -65.1 -19.4 -26.1 -40.9 -12.0 -0.0
AUDCAD 40.3 28.1 -19.1 10.2 6.5 36.5 46.6 9.4 18.8 24.1 32.5 39.9 52.2 -29.0 -5.5 100.0 63.4 -20.6 -41.9 35.0 35.1 -71.4 84.3 -59.1 79.9 65.9 -42.8 80.4 -27.9 19.5 -48.7 -11.0 56.7 2.8 -2.8 -11.8 -19.1
AUDUSD -18.3 52.2 36.9 58.1 -41.9 18.6 67.2 60.3 62.4 50.8 -52.5 -38.5 3.2 49.5 62.0 63.4 100.0 -81.1 -58.6 88.6 83.7 -82.7 56.0 -19.0 81.5 83.5 23.1 18.1 -21.7 -29.2 -24.6 -37.9 15.3 -38.1 -9.7 8.8 11.0
EURAUD 72.3 -62.9 -69.9 -83.9 79.6 20.5 -60.7 -87.7 -84.9 -63.4 76.5 81.5 7.2 -80.4 -89.9 -20.6 -81.1 100.0 28.1 -91.8 -92.7 62.7 -4.9 -33.5 -45.3 -68.5 -66.3 32.8 25.3 74.4 -4.2 56.6 12.4 41.5 30.9 1.4 -7.8
GBPAUD -22.2 38.5 -28.3 -7.9 -35.7 -66.8 -28.5 11.6 10.3 6.6 25.6 1.4 55.6 -29.4 -15.6 -41.9 -58.6 28.1 100.0 -55.3 -31.5 38.4 -45.7 63.8 -65.6 -37.4 1.3 -23.0 -31.1 -27.2 -12.9 -30.6 3.8 37.4 -57.3 -55.3 -54.3
AUDCHF -49.6 42.9 75.7 71.6 -54.5 19.9 61.4 76.4 67.9 44.7 -69.9 -65.2 -19.6 79.5 78.4 35.0 88.6 -91.8 -55.3 100.0 87.7 -62.7 19.5 8.4 64.6 68.9 55.9 -18.4 -16.9 -54.0 11.1 -31.2 -16.5 -53.9 -1.5 24.7 30.6
AUDJPY -56.9 62.2 58.0 93.2 -70.2 -12.2 86.1 80.1 91.1 82.2 -63.7 -66.0 2.8 66.8 91.5 35.1 83.7 -92.7 -31.5 87.7 100.0 -69.0 20.0 19.4 54.8 86.2 50.8 -15.0 -41.8 -68.2 -19.4 -65.5 4.6 -23.5 -39.4 -15.9 -7.7
EURNZD 7.7 -53.9 -9.1 -47.8 36.8 -0.4 -61.2 -45.0 -55.8 -54.3 22.6 16.6 -29.5 -17.7 -42.9 -71.4 -82.7 62.7 38.4 -62.7 -69.0 100.0 -76.8 36.9 -88.0 -90.0 16.8 -48.4 31.6 22.7 41.4 44.6 -38.1 17.9 21.6 16.0 15.3
NZDUSD 57.9 15.6 -39.7 -7.3 24.1 36.9 35.6 -12.1 1.3 14.4 24.3 45.3 34.2 -34.7 -14.9 84.3 56.0 -4.9 -45.7 19.5 20.0 -76.8 100.0 -80.8 85.0 63.0 -67.7 88.7 -15.2 39.5 -56.9 -4.0 55.9 1.2 8.4 -4.6 -12.3
GBPNZD -78.7 45.6 43.5 41.4 -72.8 -62.4 -4.1 59.4 47.9 25.8 -41.8 -66.4 6.0 46.8 46.1 -59.1 -19.0 -33.5 63.8 8.4 19.4 36.9 -80.8 100.0 -62.1 -23.3 77.8 -82.3 -20.7 -72.7 26.6 -41.4 -37.9 -3.9 -50.0 -24.2 -15.2
NZDCHF 20.1 23.9 14.7 27.5 -2.8 47.8 54.7 26.2 29.2 25.9 -11.8 4.8 11.7 14.2 24.1 79.9 81.5 -45.3 -65.6 64.6 54.8 -88.0 85.0 -62.1 100.0 79.7 -27.2 59.8 -18.1 4.1 -28.5 -9.4 28.9 -30.1 15.3 16.4 13.1
NZDJPY -16.5 55.8 20.5 72.8 -43.1 1.5 89.5 53.2 74.2 79.0 -29.6 -25.2 25.4 27.7 63.6 65.9 83.5 -68.5 -37.4 68.9 86.2 -90.0 63.0 -23.3 79.7 100.0 0.1 34.4 -47.8 -36.7 -49.1 -59.1 36.2 -6.4 -35.1 -26.7 -23.5
AUDNZD -84.1 27.8 79.6 60.1 -65.3 -26.4 17.7 67.6 53.6 27.9 -75.3 -87.4 -37.7 84.9 72.5 -42.8 23.1 -66.3 1.3 55.9 50.8 16.8 -67.7 77.8 -27.2 0.1 100.0 -88.2 -1.3 -72.1 45.2 -28.6 -52.3 -35.5 -18.1 13.8 24.8
NZDCAD 76.5 -3.7 -62.3 -34.2 46.5 36.7 12.7 -39.6 -25.5 -5.8 66.4 78.3 51.8 -70.8 -50.5 80.4 18.1 32.8 -23.0 -18.4 -15.0 -48.4 88.7 -82.3 59.8 34.4 -88.2 100.0 -13.6 57.8 -55.1 13.2 63.9 24.7 10.7 -14.9 -26.0
USDTRY 16.7 -57.7 -3.3 -47.9 44.2 19.7 -54.6 -44.5 -57.5 -57.9 -4.0 7.2 -55.1 0.8 -32.7 -27.9 -21.7 25.3 -31.1 -16.9 -41.8 31.6 -15.2 -20.7 -18.1 -47.8 -1.3 -13.6 100.0 55.6 50.3 60.6 -23.4 -46.5 68.1 56.3 56.1
EURTRY 90.4 -62.2 -67.1 -81.9 89.6 50.5 -43.8 -85.5 -83.2 -62.7 57.3 81.2 -8.1 -67.8 -81.0 19.5 -29.2 74.4 -27.2 -54.0 -68.2 22.7 39.5 -72.7 4.1 -36.7 -72.1 57.8 55.6 100.0 -10.4 66.2 26.0 8.9 58.4 30.2 19.4
USDNOK -35.9 -41.5 57.0 -12.6 4.1 16.6 -46.5 3.2 -26.1 -49.6 -23.6 -32.6 -56.7 42.9 0.2 -48.7 -24.6 -4.2 -12.9 11.1 -19.4 41.4 -56.9 26.6 -28.5 -49.1 45.2 -55.1 50.3 -10.4 100.0 62.3 -74.1 -51.5 55.3 69.7 73.6
EURNOK 50.6 -75.4 -9.1 -72.2 74.5 62.9 -61.8 -60.8 -82.0 -84.9 34.2 46.7 -39.1 -24.6 -65.1 -11.0 -37.9 56.6 -30.6 -31.2 -65.5 44.6 -4.0 -41.4 -9.4 -59.1 -28.6 13.2 60.6 66.2 62.3 100.0 -36.1 -27.0 85.2 75.3 68.1
USDCNY 38.7 21.3 -54.6 -3.2 9.6 -9.3 26.4 -16.7 6.6 28.3 43.8 45.0 55.4 -53.6 -19.4 56.7 15.3 12.4 3.8 -16.5 4.6 -38.1 55.9 -37.9 28.9 36.2 -52.3 63.9 -23.4 26.0 -74.1 -36.1 100.0 46.8 -40.9 -58.6 -63.4
USDBRL 24.9 -4.1 -54.4 -9.5 17.0 -29.7 6.4 -35.2 -8.4 20.2 49.8 40.6 37.7 -56.8 -26.1 2.8 -38.1 41.5 37.4 -53.9 -23.5 17.9 1.2 -3.9 -30.1 -6.4 -35.5 24.7 -46.5 8.9 -51.5 -27.0 46.8 100.0 -51.9 -63.9 -66.0
USDINR 40.5 -71.4 10.7 -52.3 66.1 72.1 -41.7 -46.2 -66.2 -71.5 8.7 27.4 -56.6 0.3 -40.9 -2.8 -9.7 30.9 -57.3 -1.5 -39.4 21.6 8.4 -50.0 15.3 -35.1 -18.1 10.7 68.1 58.4 55.3 85.2 -40.9 -51.9 100.0 85.8 80.9
XAUUSD 13.0 -48.1 37.2 -29.7 36.3 64.2 -31.8 -13.3 -40.8 -59.2 -23.8 -5.5 -62.8 32.9 -12.0 -11.8 8.8 1.4 -55.3 24.7 -15.9 16.0 -4.6 -24.2 16.4 -26.7 13.8 -14.9 56.3 30.2 69.7 75.3 -58.6 -63.9 85.8 100.0 98.2
XAGUSD 0.1 -44.6 45.9 -18.8 26.7 55.8 -26.8 -5.6 -31.7 -50.8 -34.6 -18.5 -68.6 43.7 -0.0 -19.1 11.0 -7.8 -54.3 30.6 -7.7 15.3 -12.3 -15.2 13.1 -23.5 24.8 -26.0 56.1 19.4 73.6 68.1 -63.4 -66.0 80.9 98.2 100.0

Daily

  EURUSD GBPUSD USDCHF USDJPY EURGBP EURCHF EURJPY GBPCHF GBPJPY CHFJPY USDCAD EURCAD GBPCAD CADCHF CADJPY AUDCAD AUDUSD EURAUD GBPAUD AUDCHF AUDJPY EURNZD NZDUSD GBPNZD NZDCHF NZDJPY AUDNZD NZDCAD USDTRY EURTRY USDNOK EURNOK USDCNY USDBRL USDINR XAUUSD XAGUSD
EURUSD 100.0 0.1 -67.1 -56.5 48.6 37.1 0.3 -45.2 -29.6 -15.5 -22.6 34.8 -35.3 -19.9 -19.9 -32.0 9.2 48.8 -14.8 -38.3 -28.3 36.5 20.7 -31.7 -26.4 -22.2 -25.2 -2.3 -35.2 36.7 -66.7 23.8 1.6 -22.3 39.7 75.5 79.4
GBPUSD 0.1 100.0 -56.0 68.9 -87.3 -69.5 83.5 82.8 92.4 92.6 -81.7 -78.6 39.5 52.2 85.2 -11.1 85.1 -74.4 53.0 51.6 84.8 -76.7 80.2 42.2 61.0 89.1 -5.5 -2.4 -65.6 -65.0 -24.6 -31.6 -37.3 -35.1 -69.9 -49.2 -23.0
USDCHF -67.1 -56.0 100.0 11.6 16.3 44.0 -32.0 -0.0 -25.5 -43.0 43.1 3.5 -26.7 18.9 -17.5 7.0 -44.2 0.3 -35.4 24.3 -16.4 24.5 -65.3 7.5 -6.2 -31.5 51.5 -28.1 47.4 -1.3 35.4 -28.5 11.6 37.7 28.4 -14.7 -32.5
USDJPY -56.5 68.9 11.6 100.0 -87.5 -53.3 82.4 90.9 91.3 84.7 -56.0 -85.9 27.1 69.0 88.7 1.7 63.1 -87.4 29.2 76.4 91.5 -69.8 39.8 52.8 61.7 84.2 36.6 -21.3 -42.8 -83.1 0.3 -61.8 -43.9 0.2 -62.4 -77.5 -56.1
EURGBP 48.6 -87.3 16.3 -87.5 100.0 78.8 -72.6 -94.4 -95.1 -88.3 60.3 85.6 -51.8 -55.2 -84.0 -6.4 -70.0 89.0 -53.2 -63.9 -87.9 85.3 -60.5 -51.5 -66.9 -88.9 -6.7 0.2 40.4 75.0 -11.3 38.7 32.4 20.7 81.0 79.7 58.8
EURCHF 37.1 -69.5 44.0 -53.3 78.8 100.0 -38.9 -54.1 -67.2 -72.1 26.2 46.2 -75.9 -0.0 -45.5 -29.8 -43.7 59.0 -62.1 -15.4 -54.2 74.6 -56.4 -28.6 -39.3 -65.8 34.2 -38.1 16.2 42.5 -36.8 -7.3 16.2 20.5 83.3 72.5 55.3
EURJPY 0.3 83.5 -32.0 82.4 -72.6 -38.9 100.0 79.1 90.3 91.9 -83.2 -79.9 8.8 69.7 93.7 -19.7 82.6 -72.2 25.3 66.2 91.3 -59.4 62.4 42.2 56.6 86.7 26.9 -27.2 -75.7 -75.1 -45.3 -58.2 -51.9 -14.7 -48.5 -42.3 -13.8
GBPCHF -45.2 82.8 -0.0 90.9 -94.4 -54.1 79.1 100.0 94.3 82.6 -69.5 -92.6 29.4 75.9 91.0 -8.6 72.9 -89.8 39.9 78.8 91.3 -76.1 52.8 55.8 69.7 86.2 28.1 -21.9 -47.3 -79.5 -5.8 -57.3 -36.9 -17.2 -65.4 -69.2 -49.5
GBPJPY -29.6 92.4 -25.5 91.3 -95.1 -67.2 90.3 94.3 100.0 96.6 -75.3 -89.3 36.5 65.5 94.5 -5.5 80.9 -87.7 45.3 69.0 95.7 -79.6 65.8 51.8 66.4 94.2 16.3 -12.8 -59.3 -80.1 -13.8 -50.3 -44.4 -19.3 -72.0 -68.4 -42.4
CHFJPY -15.5 92.6 -43.0 84.7 -88.3 -72.1 91.9 82.6 96.6 100.0 -73.7 -79.7 39.3 52.3 89.8 -1.9 80.8 -79.5 45.7 56.3 91.8 -76.5 71.1 44.0 59.3 93.3 5.5 -4.1 -63.9 -74.6 -18.5 -40.7 -46.1 -19.8 -72.0 -62.8 -34.0
USDCAD -22.6 -81.7 43.1 -56.0 60.3 26.2 -83.2 -69.5 -75.3 -73.7 100.0 83.4 20.8 -80.4 -87.9 42.1 -90.1 66.2 -9.6 -66.5 -79.8 54.0 -69.6 -28.0 -57.3 -74.8 -26.1 39.2 84.9 68.3 61.2 54.5 39.4 43.2 37.3 10.0 -16.3
EURCAD 34.8 -78.6 3.5 -85.9 85.6 46.2 -79.9 -92.6 -89.3 -79.7 83.4 100.0 -0.1 -88.7 -95.8 22.4 -81.5 91.4 -17.8 -85.7 -92.8 72.6 -55.2 -45.0 -70.1 -84.6 -39.4 36.4 61.7 86.4 21.2 65.9 38.8 28.9 58.4 52.5 29.4
GBPCAD -35.3 39.5 -26.7 27.1 -51.8 -75.9 8.8 29.4 36.5 39.3 20.8 -0.1 100.0 -39.9 4.1 49.2 1.1 -20.8 73.8 -18.3 16.5 -44.8 26.4 25.0 13.5 32.3 -52.6 59.9 23.4 -1.9 56.2 34.4 1.4 7.2 -59.9 -66.8 -64.5
CADCHF -19.9 52.2 18.9 69.0 -55.2 -0.0 69.7 75.9 65.5 52.3 -80.4 -88.7 -39.9 100.0 84.4 -41.7 68.9 -71.9 -12.1 88.1 76.2 -42.3 32.2 36.7 57.5 60.6 63.2 -61.9 -61.0 -75.1 -43.5 -78.6 -36.4 -20.9 -21.8 -21.2 -4.0
CADJPY -19.9 85.2 -17.5 88.7 -84.0 -45.5 93.7 91.0 94.5 89.8 -87.9 -95.8 4.1 84.4 100.0 -23.2 86.1 -86.9 22.8 80.5 96.9 -69.6 61.0 47.1 66.4 89.7 36.4 -35.0 -71.5 -85.4 -34.2 -66.2 -48.2 -22.8 -56.2 -50.3 -23.3
AUDCAD -32.0 -11.1 7.0 1.7 -6.4 -29.8 -19.7 -8.6 -5.5 -1.9 42.1 22.4 49.2 -41.7 -23.2 100.0 1.3 -19.1 -22.4 6.2 1.5 -39.0 23.0 -52.6 35.8 14.8 -44.7 83.4 14.2 -8.6 49.9 29.7 39.9 -5.3 -42.2 -42.2 -44.9
AUDUSD 9.2 85.1 -44.2 63.1 -70.0 -43.7 82.6 72.9 80.9 80.8 -90.1 -81.5 1.1 68.9 86.1 1.3 100.0 -82.4 0.5 76.3 89.0 -78.2 87.5 6.7 79.9 89.7 8.0 -3.8 -86.6 -79.5 -43.7 -46.4 -25.3 -49.2 -61.4 -32.0 -4.1
EURAUD 48.8 -74.4 0.3 -87.4 89.0 59.0 -72.2 -89.8 -87.7 -79.5 66.2 91.4 -20.8 -71.9 -86.9 -19.1 -82.4 100.0 -8.8 -88.8 -94.1 89.2 -64.8 -23.9 -85.2 -91.2 -21.4 2.1 55.9 90.5 0.4 54.2 22.8 30.8 76.3 70.7 48.6
GBPAUD -14.8 53.0 -35.4 29.2 -53.2 -62.1 25.3 39.9 45.3 45.7 -9.6 -17.8 73.8 -12.1 22.8 -22.4 0.5 -8.8 100.0 -25.1 17.6 -20.2 11.9 68.9 -12.4 24.9 -24.1 2.3 15.1 4.4 24.3 15.4 -29.4 12.1 -34.6 -42.3 -37.5
AUDCHF -38.3 51.6 24.3 76.4 -63.9 -15.4 66.2 78.8 69.0 56.3 -66.5 -85.7 -18.3 88.1 80.5 6.2 76.3 -88.8 -25.1 100.0 84.4 -66.8 47.5 12.5 82.0 74.2 45.7 -24.4 -59.7 -86.9 -21.8 -70.6 -18.9 -26.2 -45.9 -45.0 -27.6
AUDJPY -28.3 84.8 -16.4 91.5 -87.9 -54.2 91.3 91.3 95.7 91.8 -79.8 -92.8 16.5 76.2 96.9 1.5 89.0 -94.1 17.6 84.4 100.0 -81.5 68.8 34.7 77.5 96.0 25.7 -14.6 -70.1 -90.0 -22.6 -60.4 -39.2 -25.3 -68.6 -62.1 -35.0
EURNZD 36.5 -76.7 24.5 -69.8 85.3 74.6 -59.4 -76.1 -79.6 -76.5 54.0 72.6 -44.8 -42.3 -69.6 -39.0 -78.2 89.2 -20.2 -66.8 -81.5 100.0 -83.5 0.8 -90.6 -91.6 25.0 -37.5 52.3 78.1 -15.3 20.1 2.6 43.6 91.1 68.6 47.7
NZDUSD 20.7 80.2 -65.3 39.8 -60.5 -56.4 62.4 52.8 65.8 71.1 -69.6 -55.2 26.4 32.2 61.0 23.0 87.5 -64.8 11.9 47.5 68.8 -83.5 100.0 -20.3 79.6 83.1 -41.3 38.8 -75.7 -60.3 -23.2 -6.9 -1.5 -58.7 -72.3 -27.7 -3.4
GBPNZD -31.7 42.2 7.5 52.8 -51.5 -28.6 42.2 55.8 51.8 44.0 -28.0 -45.0 25.0 36.7 47.1 -52.6 6.7 -23.9 68.9 12.5 34.7 0.8 -20.3 100.0 -20.6 20.1 53.8 -62.6 7.4 -15.3 -4.7 -41.2 -58.6 31.3 -5.2 -39.0 -33.1
NZDCHF -26.4 61.0 -6.2 61.7 -66.9 -39.3 56.6 69.7 66.4 59.3 -57.3 -70.1 13.5 57.5 66.4 35.8 79.9 -85.2 -12.4 82.0 77.5 -90.6 79.6 -20.6 100.0 84.2 -13.4 28.6 -61.8 -80.5 -2.0 -31.6 7.4 -47.2 -72.8 -48.4 -30.5
NZDJPY -22.2 89.1 -31.5 84.2 -88.9 -65.8 86.7 86.2 94.2 93.3 -74.8 -84.6 32.3 60.6 89.7 14.8 89.7 -91.2 24.9 74.2 96.0 -91.6 83.1 20.1 84.2 100.0 -2.3 10.1 -70.3 -85.8 -13.3 -41.4 -27.7 -34.2 -80.6 -63.6 -36.3
AUDNZD -25.2 -5.5 51.5 36.6 -6.7 34.2 26.9 28.1 16.3 5.5 -26.1 -39.4 -52.6 63.2 36.4 -44.7 8.0 -21.4 -24.1 45.7 25.7 25.0 -41.3 53.8 -13.4 -2.3 100.0 -86.6 -7.3 -25.4 -34.6 -73.2 -44.0 27.9 33.5 -2.7 -0.5
NZDCAD -2.3 -2.4 -28.1 -21.3 0.2 -38.1 -27.2 -21.9 -12.8 -4.1 39.2 36.4 59.9 -61.9 -35.0 83.4 -3.8 2.1 2.3 -24.4 -14.6 -37.5 38.8 -62.6 28.6 10.1 -86.6 100.0 11.9 10.4 48.9 61.4 49.4 -20.6 -44.6 -21.9 -24.7
USDTRY -35.2 -65.6 47.4 -42.8 40.4 16.2 -75.7 -47.3 -59.3 -63.9 84.9 61.7 23.4 -61.0 -71.5 14.2 -86.6 55.9 15.1 -59.7 -70.1 52.3 -75.7 7.4 -61.8 -70.3 -7.3 11.9 100.0 74.1 62.8 42.6 20.9 45.2 38.7 -2.5 -31.6
EURTRY 36.7 -65.0 -1.3 -83.1 75.0 42.5 -75.1 -79.5 -80.1 -74.6 68.3 86.4 -1.9 -75.1 -85.4 -8.6 -79.5 90.5 4.4 -86.9 -90.0 78.1 -60.3 -15.3 -80.5 -85.8 -25.4 10.4 74.1 100.0 14.6 59.4 21.7 28.8 66.8 51.7 25.6
USDNOK -66.7 -24.6 35.4 0.3 -11.3 -36.8 -45.3 -5.8 -13.8 -18.5 61.2 21.2 56.2 -43.5 -34.2 49.9 -43.7 0.4 24.3 -21.8 -22.6 -15.3 -23.2 -4.7 -2.0 -13.3 -34.6 48.9 62.8 14.6 100.0 56.5 33.8 14.8 -28.5 -46.9 -64.2
EURNOK 23.8 -31.6 -28.5 -61.8 38.7 -7.3 -58.2 -57.3 -50.3 -40.7 54.5 65.9 34.4 -78.6 -66.2 29.7 -46.4 54.2 15.4 -70.6 -60.4 20.1 -6.9 -41.2 -31.6 -41.4 -73.2 61.4 42.6 59.4 56.5 100.0 45.7 -5.1 6.3 22.1 4.1
USDCNY 1.6 -37.3 11.6 -43.9 32.4 16.2 -51.9 -36.9 -44.4 -46.1 39.4 38.8 1.4 -36.4 -48.2 39.9 -25.3 22.8 -29.4 -18.9 -39.2 2.6 -1.5 -58.6 7.4 -27.7 -44.0 49.4 20.9 21.7 33.8 45.7 100.0 -22.2 -5.4 21.2 4.6
USDBRL -22.3 -35.1 37.7 0.2 20.7 20.5 -14.7 -17.2 -19.3 -19.8 43.2 28.9 7.2 -20.9 -22.8 -5.3 -49.2 30.8 12.1 -26.2 -25.3 43.6 -58.7 31.3 -47.2 -34.2 27.9 -20.6 45.2 28.8 14.8 -5.1 -22.2 100.0 38.6 -12.5 -22.3
USDINR 39.7 -69.9 28.4 -62.4 81.0 83.3 -48.5 -65.4 -72.0 -72.0 37.3 58.4 -59.9 -21.8 -56.2 -42.2 -61.4 76.3 -34.6 -45.9 -68.6 91.1 -72.3 -5.2 -72.8 -80.6 33.5 -44.6 38.7 66.8 -28.5 6.3 -5.4 38.6 100.0 73.4 52.9
XAUUSD 75.5 -49.2 -14.7 -77.5 79.7 72.5 -42.3 -69.2 -68.4 -62.8 10.0 52.5 -66.8 -21.2 -50.3 -42.2 -32.0 70.7 -42.3 -45.0 -62.1 68.6 -27.7 -39.0 -48.4 -63.6 -2.7 -21.9 -2.5 51.7 -46.9 22.1 21.2 -12.5 73.4 100.0 90.9
XAGUSD 79.4 -23.0 -32.5 -56.1 58.8 55.3 -13.8 -49.5 -42.4 -34.0 -16.3 29.4 -64.5 -4.0 -23.3 -44.9 -4.1 48.6 -37.5 -27.6 -35.0 47.7 -3.4 -33.1 -30.5 -36.3 -0.5 -24.7 -31.6 25.6 -64.2 4.1 4.6 -22.3 52.9 90.9 100.0

Weekly

  EURUSD GBPUSD USDCHF USDJPY EURGBP EURCHF EURJPY GBPCHF GBPJPY CHFJPY USDCAD EURCAD GBPCAD CADCHF CADJPY AUDCAD AUDUSD EURAUD GBPAUD AUDCHF AUDJPY EURNZD NZDUSD GBPNZD NZDCHF NZDJPY AUDNZD NZDCAD USDTRY EURTRY USDNOK EURNOK USDCNY USDBRL USDINR XAUUSD XAGUSD
EURUSD 100.0 57.2 -68.7 -4.8 22.5 2.3 75.4 -21.0 36.8 53.3 -24.7 18.3 8.7 -28.0 20.5 -39.8 7.9 38.8 29.8 -55.3 5.4 44.8 -14.8 36.3 -53.5 -16.4 38.7 -48.8 12.1 44.9 -43.4 -0.7 33.1 25.4 1.3 35.6 28.7
GBPUSD 57.2 100.0 -66.4 58.4 -66.9 -36.3 83.3 32.1 93.4 81.0 -57.6 -33.7 -0.3 23.2 67.2 -58.1 34.2 -6.6 30.8 -16.9 51.2 20.6 -4.0 44.3 -39.6 12.4 53.8 -68.8 -28.6 -6.2 -55.8 -34.8 33.7 31.9 -38.3 25.0 34.3
USDCHF -68.7 -66.4 100.0 -15.1 16.7 71.0 -64.1 49.5 -51.8 -88.2 77.6 49.0 49.3 -24.8 -73.8 43.6 -66.9 30.2 24.0 5.6 -64.5 17.9 -43.3 12.0 5.6 -48.3 -6.0 26.1 55.7 26.7 87.0 63.9 -55.5 -8.4 61.5 -73.5 -72.0
USDJPY -4.8 58.4 -15.1 100.0 -73.2 -26.0 62.0 48.5 83.5 59.8 -26.6 -29.3 9.0 23.6 53.0 -24.6 15.2 -18.6 21.5 6.7 49.8 13.6 -19.3 40.0 -29.0 8.9 57.5 -54.7 -27.6 -26.7 -13.7 -17.6 2.8 -4.7 -22.0 -15.6 -0.9
EURGBP 22.5 -66.9 16.7 -73.2 100.0 45.3 -30.4 -57.1 -77.4 -47.7 46.9 57.3 9.1 -54.1 -61.6 33.7 -33.9 43.3 -9.3 -30.6 -56.1 16.9 -9.6 -18.9 -2.3 -30.3 -27.7 37.0 44.9 48.0 27.3 41.0 -11.0 -15.3 47.2 2.2 -15.5
EURCHF 2.3 -36.3 71.0 -26.0 45.3 100.0 -15.6 47.3 -36.1 -70.0 83.2 85.5 76.6 -61.9 -82.1 21.4 -84.9 79.6 62.2 -46.5 -84.2 68.0 -73.9 51.5 -44.0 -82.4 28.6 -10.9 88.6 80.6 77.9 87.5 -44.1 13.7 85.8 -66.6 -71.2
EURJPY 75.4 83.3 -64.1 62.0 -30.4 -15.6 100.0 15.0 83.8 81.4 -37.0 -5.0 12.5 -6.5 51.1 -47.4 16.4 18.1 37.3 -39.0 37.2 43.9 -24.1 54.6 -61.0 -6.7 68.1 -74.1 -8.8 17.6 -43.2 -12.3 28.1 16.9 -13.7 17.9 22.1
GBPCHF -21.0 32.1 49.5 48.5 -57.1 47.3 15.0 100.0 42.9 -17.8 30.7 22.2 61.6 -3.7 -15.1 -12.7 -44.8 30.1 66.0 -12.1 -22.1 45.6 -58.6 65.9 -38.0 -46.0 53.7 -46.2 37.1 26.3 45.2 40.0 -30.5 27.0 32.6 -63.9 -50.8
GBPJPY 36.8 93.4 -51.8 83.5 -77.4 -36.1 83.8 42.9 100.0 81.3 -50.5 -35.4 4.0 25.6 68.6 -50.0 29.6 -12.4 30.5 -8.9 56.4 20.2 -11.5 47.8 -40.0 12.0 62.1 -70.8 -31.4 -15.9 -43.7 -31.1 23.9 19.5 -35.6 10.0 22.6
CHFJPY 53.3 81.0 -88.2 59.8 -47.7 -70.0 81.4 -17.8 81.3 100.0 -75.3 -53.5 -36.0 31.1 84.9 -46.6 61.6 -33.5 -9.8 -1.3 76.1 -8.0 25.8 9.1 -18.5 43.3 32.5 -47.1 -58.4 -34.5 -77.0 -60.1 45.5 3.0 -59.8 52.2 57.7
USDCAD -24.7 -57.6 77.6 -26.6 46.9 83.2 -37.0 30.7 -50.5 -75.3 100.0 90.7 81.8 -80.3 -95.7 50.6 -88.4 70.2 51.1 -45.0 -87.2 55.7 -70.4 39.1 -36.5 -78.9 16.8 12.9 81.5 64.7 93.7 92.2 -61.4 -7.7 85.5 -79.1 -86.6
EURCAD 18.3 -33.7 49.0 -29.3 57.3 85.5 -5.0 22.2 -35.4 -53.5 90.7 100.0 86.8 -93.6 -88.3 33.7 -86.5 88.3 65.1 -69.8 -86.4 76.0 -77.8 55.4 -60.2 -87.2 33.6 -8.1 88.0 85.3 76.3 93.3 -47.3 4.1 87.1 -64.6 -75.3
GBPCAD 8.7 -0.3 49.3 9.0 9.1 76.6 12.5 61.6 4.0 -36.0 81.8 86.8 100.0 -80.9 -69.9 20.5 -84.6 81.1 84.7 -66.3 -70.9 82.1 -88.7 78.8 -71.6 -87.5 57.5 -32.2 79.7 74.6 76.1 88.5 -50.8 14.5 77.2 -79.9 -82.1
CADCHF -28.0 23.2 -24.8 23.6 -54.1 -61.9 -6.5 -3.7 25.6 31.1 -80.3 -93.6 -80.9 100.0 76.6 -34.3 73.9 -81.1 -58.9 76.0 73.1 -71.3 69.7 -52.0 64.0 77.3 -34.5 8.3 -73.4 -75.4 -62.3 -82.4 41.7 2.1 -73.7 53.2 65.7
CADJPY 20.5 67.2 -73.8 53.0 -61.6 -82.1 51.1 -15.1 68.6 84.9 -95.7 -88.3 -69.9 76.6 100.0 -50.1 83.2 -68.0 -40.1 41.6 92.3 -45.5 56.7 -23.4 23.4 72.6 2.4 -26.8 -80.5 -65.4 -87.0 -86.8 53.6 2.3 -81.4 65.3 75.9
AUDCAD -39.8 -58.1 43.6 -24.6 33.7 21.4 -47.4 -12.7 -50.0 -46.6 50.6 33.7 20.5 -34.3 -50.1 100.0 -4.6 -14.4 -34.7 35.0 -12.9 -23.2 10.2 -34.7 34.5 3.5 -27.5 71.0 8.0 -6.8 41.3 26.6 -47.3 -52.3 27.2 -36.1 -34.1
AUDUSD 7.9 34.2 -66.9 15.2 -33.9 -84.9 16.4 -44.8 29.6 61.6 -88.4 -86.5 -84.6 73.9 83.2 -4.6 100.0 -88.8 -78.8 70.4 93.3 -77.3 87.5 -64.9 61.1 93.1 -35.2 24.0 -89.6 -78.0 -86.8 -92.7 45.3 -20.4 -83.5 73.1 82.3
EURAUD 38.8 -6.6 30.2 -18.6 43.3 79.6 18.1 30.1 -12.4 -33.5 70.2 88.3 81.1 -81.1 -68.0 -14.4 -88.8 100.0 85.7 -90.5 -84.5 91.4 -86.9 75.5 -80.2 -93.5 48.9 -43.7 88.7 93.1 59.8 84.9 -25.7 30.8 77.9 -50.1 -62.2
GBPAUD 29.8 30.8 24.0 21.5 -9.3 62.2 37.3 66.0 30.5 -9.8 51.1 65.1 84.7 -58.9 -40.1 -34.7 -78.8 85.7 100.0 -82.5 -61.4 91.4 -90.6 94.3 -87.3 -86.0 69.9 -69.3 72.3 75.3 50.7 70.6 -22.7 42.6 59.3 -57.0 -60.2
AUDCHF -55.3 -16.9 5.6 6.7 -30.6 -46.5 -39.0 -12.1 -8.9 -1.3 -45.0 -69.8 -66.3 76.0 41.6 35.0 70.4 -90.5 -82.5 100.0 63.9 -86.8 76.3 -75.5 87.5 79.2 -53.1 57.0 -67.6 -79.7 -33.5 -63.7 9.4 -33.8 -54.7 28.1 42.0
AUDJPY 5.4 51.2 -64.5 49.8 -56.1 -84.2 37.2 -22.1 56.4 76.1 -87.2 -86.4 -70.9 73.1 92.3 -12.9 93.3 -84.5 -61.4 63.9 100.0 -62.6 69.6 -42.3 42.7 84.8 -9.7 1.1 -88.7 -78.1 -81.2 -87.8 40.8 -20.1 -81.3 58.7 71.9
EURNZD 44.8 20.6 17.9 13.6 16.9 68.0 43.9 45.6 20.2 -8.0 55.7 76.0 82.1 -71.3 -45.5 -23.2 -77.3 91.4 91.4 -86.8 -62.6 100.0 -94.9 93.6 -95.6 -92.5 80.0 -70.8 75.9 83.5 46.0 72.3 -19.1 30.8 67.6 -50.7 -60.2
NZDUSD -14.8 -4.0 -43.3 -19.3 -9.6 -73.9 -24.1 -58.6 -11.5 25.8 -70.4 -77.8 -88.7 69.7 56.7 10.2 87.5 -86.9 -90.6 76.3 69.6 -94.9 100.0 -91.2 87.5 96.0 -76.0 61.3 -78.8 -75.8 -66.3 -80.6 35.3 -21.8 -74.5 69.3 76.8
GBPNZD 36.3 44.3 12.0 40.0 -18.9 51.5 54.6 65.9 47.8 9.1 39.1 55.4 78.8 -52.0 -23.4 -34.7 -64.9 75.5 94.3 -75.5 -42.3 93.6 -91.2 100.0 -94.4 -81.3 89.7 -83.6 59.3 65.7 36.3 57.5 -15.6 36.0 50.5 -51.6 -54.7
NZDCHF -53.5 -39.6 5.6 -29.0 -2.3 -44.0 -61.0 -38.0 -40.0 -18.5 -36.5 -60.2 -71.6 64.0 23.4 34.5 61.1 -80.2 -87.3 87.5 42.7 -95.6 87.5 -94.4 100.0 80.6 -87.4 81.8 -57.8 -70.1 -26.8 -55.0 10.3 -27.9 -50.4 37.5 46.6
NZDJPY -16.4 12.4 -48.3 8.9 -30.3 -82.4 -6.7 -46.0 12.0 43.3 -78.9 -87.2 -87.5 77.3 72.6 3.5 93.1 -93.5 -86.0 79.2 84.8 -92.5 96.0 -81.3 80.6 100.0 -60.8 46.7 -87.9 -84.6 -71.2 -86.8 36.6 -24.1 -81.8 66.0 77.7
AUDNZD 38.7 53.8 -6.0 57.5 -27.7 28.6 68.1 53.7 62.1 32.5 16.8 33.6 57.5 -34.5 2.4 -27.5 -35.2 48.9 69.9 -53.1 -9.7 80.0 -76.0 89.7 -87.4 -60.8 100.0 -87.2 31.9 41.6 11.4 30.7 -5.4 18.3 30.8 -35.7 -38.0
NZDCAD -48.8 -68.8 26.1 -54.7 37.0 -10.9 -74.1 -46.2 -70.8 -47.1 12.9 -8.1 -32.2 8.3 -26.8 71.0 24.0 -43.7 -69.3 57.0 1.1 -70.8 61.3 -83.6 81.8 46.7 -87.2 100.0 -20.2 -34.8 12.2 -9.6 -19.1 -39.1 -9.9 8.3 10.9
USDTRY 12.1 -28.6 55.7 -27.6 44.9 88.6 -8.8 37.1 -31.4 -58.4 81.5 88.0 79.7 -73.4 -80.5 8.0 -89.6 88.7 72.3 -67.6 -88.7 75.9 -78.8 59.3 -57.8 -87.9 31.9 -20.2 100.0 94.1 75.6 89.6 -41.1 20.1 90.6 -66.9 -76.7
EURTRY 44.9 -6.2 26.7 -26.7 48.0 80.6 17.6 26.3 -15.9 -34.5 64.7 85.3 74.6 -75.4 -65.4 -6.8 -78.0 93.1 75.3 -79.7 -78.1 83.5 -75.8 65.7 -70.1 -84.6 41.6 -34.8 94.1 100.0 53.1 80.3 -24.7 27.7 81.5 -47.7 -59.0
USDNOK -43.4 -55.8 87.0 -13.7 27.3 77.9 -43.2 45.2 -43.7 -77.0 93.7 76.3 76.1 -62.3 -87.0 41.3 -86.8 59.8 50.7 -33.5 -81.2 46.0 -66.3 36.3 -26.8 -71.2 11.4 12.2 75.6 53.1 100.0 90.4 -64.3 -5.4 77.9 -83.4 -87.2
EURNOK -0.7 -34.8 63.9 -17.6 41.0 87.5 -12.3 40.0 -31.1 -60.1 92.2 93.3 88.5 -82.4 -86.8 26.6 -92.7 84.9 70.6 -63.7 -87.8 72.3 -80.6 57.5 -55.0 -86.8 30.7 -9.6 89.6 80.3 90.4 100.0 -54.9 7.0 86.6 -75.3 -83.0
USDCNY 33.1 33.7 -55.5 2.8 -11.0 -44.1 28.1 -30.5 23.9 45.5 -61.4 -47.3 -50.8 41.7 53.6 -47.3 45.3 -25.7 -22.7 9.4 40.8 -19.1 35.3 -15.6 10.3 36.6 -5.4 -19.1 -41.1 -24.7 -64.3 -54.9 100.0 42.7 -59.6 62.9 59.1
USDBRL 25.4 31.9 -8.4 -4.7 -15.3 13.7 16.9 27.0 19.5 3.0 -7.7 4.1 14.5 2.1 2.3 -52.3 -20.4 30.8 42.6 -33.8 -20.1 30.8 -21.8 36.0 -27.9 -24.1 18.3 -39.1 20.1 27.7 -5.4 7.0 42.7 100.0 -12.3 7.6 3.6
USDINR 1.3 -38.3 61.5 -22.0 47.2 85.8 -13.7 32.6 -35.6 -59.8 85.5 87.1 77.2 -73.7 -81.4 27.2 -83.5 77.9 59.3 -54.7 -81.3 67.6 -74.5 50.5 -50.4 -81.8 30.8 -9.9 90.6 81.5 77.9 86.6 -59.6 -12.3 100.0 -69.8 -79.8
XAUUSD 35.6 25.0 -73.5 -15.6 2.2 -66.6 17.9 -63.9 10.0 52.2 -79.1 -64.6 -79.9 53.2 65.3 -36.1 73.1 -50.1 -57.0 28.1 58.7 -50.7 69.3 -51.6 37.5 66.0 -35.7 8.3 -66.9 -47.7 -83.4 -75.3 62.9 7.6 -69.8 100.0 92.9
XAGUSD 28.7 34.3 -72.0 -0.9 -15.5 -71.2 22.1 -50.8 22.6 57.7 -86.6 -75.3 -82.1 65.7 75.9 -34.1 82.3 -62.2 -60.2 42.0 71.9 -60.2 76.8 -54.7 46.6 77.7 -38.0 10.9 -76.7 -59.0 -87.2 -83.0 59.1 3.6 -79.8 92.9 100.0

The correlation of currencies allows for better evaluation of the risk of a combination of positions. Correlation measures the relationship existing between two currency pairs. For example, it enables us to know whether two currency pairs are going to move in a similar way or not.
Two correlated currencies will have a coefficient close to 100 if they move in the same direction and of -100 if they move in opposite directions. A correlation close to 0 shows that the movements in the two currency pairs are not related.

How is it calculated?

The calculation of the correlation on this site uses the standard formula known as the "Pearson coefficient of correlation". The length of the series is given by the "Num Period" field. For further information about the calculation, you can visit the Wikipedia page: http://en.wikipedia.org/wiki/Correlation_and_dependence

How is the data used?

Management of risks

It may be important to know whether the open positions in a portfolio are correlated. If you have open trades in three currency pairs which are strongly correlated (for example EURUSD, USDCHF and USDNOK), you must anticipate the fact that if one of the positions reaches its stop-loss, then the other two are very likely to also be loss-making positions. In this case, it is important to adjust the size of the positions in order to avoid a serious loss.

Modification of the market

A modification of the correlation, principally over the long-term, may demonstrate that the market is undergoing a change. For example, if EURUSD and GBPUSD are strongly correlated for several months and then de-correlate, that may be a sign that market sentiment concerning the EUR and/or GBP is in the process of changing; one may be seeing the start or end of a trend in one of the two currencies.

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