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 85.1 -57.3 29.3 -40.7 -25.2 85.6 -9.7 78.4 78.2 -85.4 -31.1 -6.2 35.4 73.5 82.7 79.9 -69.0 -74.6 50.1 82.0 -65.0 89.3 -28.0 38.7 74.4 57.5 47.6 -74.4 8.4 -69.1 31.0 9.3 -78.6 -68.7 -18.5 60.0
GBPUSD 85.1 100.0 -79.1 22.3 -64.0 -38.0 92.8 -31.3 72.3 93.3 -89.0 -20.6 -16.3 8.1 69.4 92.0 78.8 -62.7 -76.1 26.9 81.7 -72.1 91.5 -51.8 19.2 81.8 44.0 74.9 -81.8 18.3 -82.7 40.8 20.3 -90.4 -78.7 -16.4 53.5
USDCHF -57.3 -79.1 100.0 -5.4 41.0 45.5 -81.7 63.0 -36.2 -83.8 63.7 -9.8 36.5 31.2 -55.9 -69.5 -38.0 12.1 49.1 20.5 -65.3 58.9 -60.1 69.3 33.4 -66.9 4.0 -92.5 78.7 -16.9 75.0 -65.1 -10.5 85.3 58.7 17.1 -13.1
USDJPY 29.3 22.3 -5.4 100.0 -22.9 -6.3 11.5 -18.0 30.4 22.3 -45.4 -70.4 -49.0 62.0 61.4 39.2 5.6 -25.7 -69.6 30.4 55.8 -67.1 19.9 -52.0 11.2 56.9 46.9 15.1 -39.1 -74.3 -48.3 -28.1 17.3 -16.0 -59.0 -76.8 -6.0
EURGBP -40.7 -64.0 41.0 -22.9 100.0 -0.8 -48.5 7.7 -53.9 -45.7 51.3 23.5 -0.3 -4.1 -27.9 -72.4 -49.8 55.8 52.4 -20.7 -53.4 41.3 -54.8 8.4 -35.9 -39.4 -59.3 -27.6 23.5 27.0 53.2 4.6 -23.7 38.6 71.6 13.2 -40.7
EURCHF -25.2 -38.0 45.5 -6.3 -0.8 100.0 -30.2 50.3 -10.8 -53.2 30.3 7.3 32.2 16.8 -31.9 -17.3 -13.0 -1.1 31.2 16.1 -35.0 36.8 -26.2 44.8 7.5 -48.0 22.4 -38.2 43.3 -26.6 33.4 -13.1 -30.5 33.5 18.9 35.5 7.2
EURJPY 85.6 92.8 -81.7 11.5 -48.5 -30.2 100.0 -28.9 69.8 89.1 -85.2 -10.0 -16.3 4.5 71.4 87.4 73.6 -53.6 -66.2 23.0 79.1 -67.8 87.9 -49.3 11.2 78.6 34.6 76.1 -86.8 20.9 -80.2 52.9 9.5 -94.2 -70.2 -14.5 48.6
GBPCHF -9.7 -31.3 63.0 -18.0 7.7 50.3 -28.9 100.0 25.8 -47.7 29.8 10.4 78.4 30.2 -36.9 -17.3 27.3 -35.6 37.9 60.8 -31.5 48.7 -1.8 84.9 57.9 -42.2 35.1 -60.0 47.1 17.8 50.4 -24.8 -15.0 28.0 16.1 35.7 51.4
GBPJPY 78.4 72.3 -36.2 30.4 -53.9 -10.8 69.8 25.8 100.0 59.1 -75.4 -34.8 11.9 47.5 61.9 83.6 83.8 -83.6 -62.8 73.7 73.2 -54.6 85.8 14.2 66.5 44.3 71.3 18.7 -43.7 14.5 -41.6 7.4 10.2 -56.6 -62.7 -7.4 83.7
CHFJPY 78.2 93.3 -83.8 22.3 -45.7 -53.2 89.1 -47.7 59.1 100.0 -88.2 -19.6 -33.7 2.1 72.3 82.2 64.0 -47.3 -73.6 11.3 77.8 -75.5 82.0 -64.3 4.3 85.8 21.9 80.3 -88.3 17.1 -82.6 39.7 22.0 -88.2 -69.0 -27.7 36.9
USDCAD -85.4 -89.0 63.7 -45.4 51.3 30.3 -85.2 29.8 -75.4 -88.2 100.0 50.0 37.7 -38.3 -86.7 -88.5 -68.7 66.4 89.0 -39.8 -85.3 84.8 -85.5 61.7 -26.5 -91.3 -52.3 -63.9 92.3 3.3 87.8 -16.8 -12.7 82.1 83.1 48.1 -43.3
EURCAD -31.1 -20.6 -9.8 -70.4 23.5 7.3 -10.0 10.4 -34.8 -19.6 50.0 100.0 52.2 -71.7 -57.2 -32.6 -10.3 45.4 70.1 -45.2 -47.1 60.3 -23.4 41.4 -43.3 -55.0 -52.8 3.2 40.9 50.5 48.2 54.5 -16.0 7.5 57.8 86.5 3.0
GBPCAD -6.2 -16.3 36.5 -49.0 -0.3 32.2 -16.3 78.4 11.9 -33.7 37.7 52.2 100.0 -12.9 -56.3 -16.4 34.1 -20.1 52.0 32.3 -36.9 60.9 5.5 86.8 34.8 -48.8 13.2 -39.4 50.4 45.0 51.5 9.2 -8.4 17.0 25.3 71.3 51.8
CADCHF 35.4 8.1 31.2 62.0 -4.1 16.8 4.5 30.2 47.5 2.1 -38.3 -71.7 -12.9 100.0 51.5 26.1 27.8 -51.9 -50.1 64.3 36.8 -43.2 27.1 -3.8 55.4 37.2 60.8 -26.7 -23.9 -41.3 -27.3 -41.2 2.4 -4.2 -43.3 -55.3 19.9
CADJPY 73.5 69.4 -55.9 61.4 -27.9 -31.9 71.4 -36.9 61.9 72.3 -86.7 -57.2 -56.3 51.5 100.0 74.5 45.8 -45.7 -86.1 32.0 83.2 -87.3 66.2 -69.7 18.4 88.5 40.7 54.0 -87.1 -25.0 -83.2 12.9 14.2 -70.2 -73.1 -65.4 18.2
AUDCAD 82.7 92.0 -69.5 39.2 -72.4 -17.3 87.4 -17.3 83.6 82.2 -88.5 -32.6 -16.4 26.1 74.5 100.0 76.2 -70.5 -80.2 41.9 88.6 -74.7 89.0 -49.2 25.4 85.5 60.6 70.7 -82.4 -0.8 -86.5 27.4 19.8 -88.7 -89.7 -32.4 53.3
AUDUSD 79.9 78.8 -38.0 5.6 -49.8 -13.0 73.6 27.3 83.8 64.0 -68.7 -10.3 34.1 27.8 45.8 76.2 100.0 -84.5 -50.4 64.9 59.3 -37.3 93.1 5.3 59.6 55.6 61.6 34.7 -54.0 33.6 -50.8 26.7 11.8 -71.4 -65.5 2.4 81.9
EURAUD -69.0 -62.7 12.1 -25.7 55.8 -1.1 -53.6 -35.6 -83.6 -47.3 66.4 45.4 -20.1 -51.9 -45.7 -70.5 -84.5 100.0 60.4 -77.1 -59.7 39.7 -78.8 -4.1 -78.2 -56.2 -78.7 -14.1 47.7 -8.9 52.8 16.7 -22.2 52.4 72.9 25.9 -74.1
GBPAUD -74.6 -76.1 49.1 -69.6 52.4 31.2 -66.2 37.9 -62.8 -73.6 89.0 70.1 52.0 -50.1 -86.1 -80.2 -50.4 60.4 100.0 -38.9 -88.9 88.9 -69.6 46.6 -53.8 -87.2 -59.3 -39.8 77.6 34.3 83.1 5.6 -29.8 64.2 86.0 60.2 -40.6
AUDCHF 50.1 26.9 20.5 30.4 -20.7 16.1 23.0 60.8 73.7 11.3 -39.8 -45.2 32.3 64.3 32.0 41.9 64.9 -77.1 -38.9 100.0 37.6 -19.9 54.9 54.9 80.1 4.4 58.6 -31.3 -0.1 26.6 5.8 -25.3 8.2 -8.3 -26.5 7.6 72.9
AUDJPY 82.0 81.7 -65.3 55.8 -53.4 -35.0 79.1 -31.5 73.2 77.8 -85.3 -47.1 -36.9 36.8 83.2 88.6 59.3 -59.7 -88.9 37.6 100.0 -84.0 76.7 -36.4 49.5 83.5 63.8 47.4 -78.8 4.3 -74.7 7.4 20.9 -77.3 -84.7 -44.4 62.2
EURNZD -65.0 -72.1 58.9 -67.1 41.3 36.8 -67.8 48.7 -54.6 -75.5 84.8 60.3 60.9 -43.2 -87.3 -74.7 -37.3 39.7 88.9 -19.9 -84.0 100.0 -62.0 71.4 -17.3 -94.9 -36.4 -57.3 86.7 24.1 86.3 -13.3 -22.6 69.3 82.9 68.2 -17.7
NZDUSD 89.3 91.5 -60.1 19.9 -54.8 -26.2 87.9 -1.8 85.8 82.0 -85.5 -23.4 5.5 27.1 66.2 89.0 93.1 -78.8 -69.6 54.9 76.7 -62.0 100.0 -26.3 44.9 75.8 57.9 56.2 -76.0 22.7 -72.6 30.5 16.7 -86.3 -78.3 -17.4 70.8
GBPNZD -28.0 -51.8 69.3 -52.0 8.4 44.8 -49.3 84.9 14.2 -64.3 61.7 41.4 86.8 -3.8 -69.7 -49.2 5.3 -4.1 46.6 54.9 -36.4 71.4 -26.3 100.0 39.5 -72.7 4.4 -73.3 72.6 34.7 74.1 -18.6 -15.1 51.3 50.0 61.3 30.2
NZDCHF 38.7 19.2 33.4 11.2 -35.9 7.5 11.2 57.9 66.5 4.3 -26.5 -43.3 34.8 55.4 18.4 25.4 59.6 -78.2 -53.8 80.1 49.5 -17.3 44.9 39.5 100.0 16.2 66.9 -33.8 -9.5 12.4 -11.8 -43.5 11.4 -5.6 -37.1 -21.1 55.6
NZDJPY 74.4 81.8 -66.9 56.9 -39.4 -48.0 78.6 -42.2 44.3 85.8 -91.3 -55.0 -48.8 37.2 88.5 85.5 55.6 -56.2 -87.2 4.4 83.5 -94.9 75.8 -72.7 16.2 100.0 45.6 66.3 -90.7 -14.4 -92.3 14.0 26.5 -79.3 -87.1 -62.5 26.5
AUDNZD 57.5 44.0 4.0 46.9 -59.3 22.4 34.6 35.1 71.3 21.9 -52.3 -52.8 13.2 60.8 40.7 60.6 61.6 -78.7 -59.3 58.6 63.8 -36.4 57.9 4.4 66.9 45.6 100.0 -2.2 -31.5 -19.0 -47.1 -22.3 5.4 -29.3 -72.1 -33.3 50.6
NZDCAD 47.6 74.9 -92.5 15.1 -27.6 -38.2 76.1 -60.0 18.7 80.3 -63.9 3.2 -39.4 -26.7 54.0 70.7 34.7 -14.1 -39.8 -31.3 47.4 -57.3 56.2 -73.3 -33.8 66.3 -2.2 100.0 -73.6 5.6 -69.4 57.1 18.2 -82.1 -54.2 -12.7 12.4
USDTRY -74.4 -81.8 78.7 -39.1 23.5 43.3 -86.8 47.1 -43.7 -88.3 92.3 40.9 50.4 -23.9 -87.1 -82.4 -54.0 47.7 77.6 -0.1 -78.8 86.7 -76.0 72.6 -9.5 -90.7 -31.5 -73.6 100.0 -4.0 88.5 -27.9 -10.4 85.4 73.8 49.9 -27.5
EURTRY 8.4 18.3 -16.9 -74.3 27.0 -26.6 20.9 17.8 14.5 17.1 3.3 50.5 45.0 -41.3 -25.0 -0.8 33.6 -8.9 34.3 26.6 4.3 24.1 22.7 34.7 12.4 -14.4 -19.0 5.6 -4.0 100.0 21.5 32.2 -12.2 -17.1 18.5 47.0 43.6
USDNOK -69.1 -82.7 75.0 -48.3 53.2 33.4 -80.2 50.4 -41.6 -82.6 87.8 48.2 51.5 -27.3 -83.2 -86.5 -50.8 52.8 83.1 5.8 -74.7 86.3 -72.6 74.1 -11.8 -92.3 -47.1 -69.4 88.5 21.5 100.0 -14.9 -24.3 78.8 85.9 55.1 -20.8
EURNOK 31.0 40.8 -65.1 -28.1 4.6 -13.1 52.9 -24.8 7.4 39.7 -16.8 54.5 9.2 -41.2 12.9 27.4 26.7 16.7 5.6 -25.3 7.4 -13.3 30.5 -18.6 -43.5 14.0 -22.3 57.1 -27.9 32.2 -14.9 100.0 -18.7 -54.0 0.4 42.3 10.0
USDCNY 9.3 20.3 -10.5 17.3 -23.7 -30.5 9.5 -15.0 10.2 22.0 -12.7 -16.0 -8.4 2.4 14.2 19.8 11.8 -22.2 -29.8 8.2 20.9 -22.6 16.7 -15.1 11.4 26.5 5.4 18.2 -10.4 -12.2 -24.3 -18.7 100.0 -14.7 -27.6 -25.3 -0.2
USDBRL -78.6 -90.4 85.3 -16.0 38.6 33.5 -94.2 28.0 -56.6 -88.2 82.1 7.5 17.0 -4.2 -70.2 -88.7 -71.4 52.4 64.2 -8.3 -77.3 69.3 -86.3 51.3 -5.6 -79.3 -29.3 -82.1 85.4 -17.1 78.8 -54.0 -14.7 100.0 69.0 16.0 -51.9
USDINR -68.7 -78.7 58.7 -59.0 71.6 18.9 -70.2 16.1 -62.7 -69.0 83.1 57.8 25.3 -43.3 -73.1 -89.7 -65.5 72.9 86.0 -26.5 -84.7 82.9 -78.3 50.0 -37.1 -87.1 -72.1 -54.2 73.8 18.5 85.9 0.4 -27.6 69.0 100.0 54.3 -40.1
XAUUSD -18.5 -16.4 17.1 -76.8 13.2 35.5 -14.5 35.7 -7.4 -27.7 48.1 86.5 71.3 -55.3 -65.4 -32.4 2.4 25.9 60.2 7.6 -44.4 68.2 -17.4 61.3 -21.1 -62.5 -33.3 -12.7 49.9 47.0 55.1 42.3 -25.3 16.0 54.3 100.0 20.8
XAGUSD 60.0 53.5 -13.1 -6.0 -40.7 7.2 48.6 51.4 83.7 36.9 -43.3 3.0 51.8 19.9 18.2 53.3 81.9 -74.1 -40.6 72.9 62.2 -17.7 70.8 30.2 55.6 26.5 50.6 12.4 -27.5 43.6 -20.8 10.0 -0.2 -51.9 -40.1 20.8 100.0

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 -24.8 -97.1 -79.7 86.8 -79.8 -42.4 -88.3 -69.1 -6.2 -24.2 82.4 -55.3 -89.1 -64.4 -62.3 -49.2 87.6 34.4 -88.2 -75.1 86.6 -13.9 -15.0 -88.8 -69.5 -69.7 -41.8 50.4 84.9 -39.9 87.0 -63.2 -64.0 53.3 68.7 73.1
GBPUSD -24.8 100.0 32.5 71.1 -69.7 40.0 87.5 63.8 83.6 81.9 -61.6 -60.0 56.0 57.9 80.5 10.4 51.8 -43.6 27.3 44.4 69.7 -51.9 63.8 51.5 50.8 75.6 14.0 5.1 -88.0 -67.3 -54.6 -56.2 37.2 59.5 -77.6 -69.8 -63.9
USDCHF -97.1 32.5 100.0 83.2 -88.6 91.9 50.0 93.6 74.1 8.6 24.2 -79.5 64.7 92.0 67.5 70.9 58.2 -90.7 -37.7 94.0 80.8 -87.7 20.6 16.8 93.7 74.2 77.2 49.5 -54.9 -86.1 26.8 -90.9 68.1 64.0 -55.0 -70.5 -74.3
USDJPY -79.7 71.1 83.2 100.0 -95.5 77.7 88.5 94.3 98.0 62.3 -26.0 -92.2 58.5 95.2 96.4 49.9 69.4 -86.4 -17.4 87.1 96.9 -92.0 56.8 23.9 92.1 97.6 53.4 35.8 -89.0 -97.5 -3.6 -88.4 66.7 86.2 -88.1 -89.9 -91.6
EURGBP 86.8 -69.7 -88.6 -95.5 100.0 -79.7 -76.2 -98.1 -94.1 -46.5 13.6 91.7 -69.8 -95.6 -88.9 -51.5 -63.0 87.1 11.4 -88.1 -91.3 90.7 -42.9 -37.5 -91.8 -90.2 -58.8 -33.6 82.5 97.4 -1.5 93.3 -66.0 -77.9 79.2 86.6 86.9
EURCHF -79.8 40.0 91.9 77.7 -79.7 100.0 55.1 89.8 71.9 10.3 22.0 -64.1 71.5 84.7 63.2 76.1 65.0 -84.1 -38.8 91.3 79.1 -77.8 28.2 17.6 89.5 71.6 80.0 55.7 -54.3 -76.5 2.2 -85.4 67.1 54.7 -49.9 -63.7 -66.0
EURJPY -42.4 87.5 50.0 88.5 -76.2 55.1 100.0 73.3 93.7 88.7 -57.7 -74.7 45.0 74.1 94.9 26.9 66.3 -62.2 0.2 62.7 87.4 -71.3 74.5 24.2 69.7 92.8 26.6 21.5 -94.4 -80.7 -36.1 -65.4 51.1 79.8 -91.1 -81.9 -81.0
GBPCHF -88.3 63.8 93.6 94.3 -98.1 89.8 73.3 100.0 91.5 37.5 -3.2 -87.1 73.7 96.6 85.0 61.6 66.6 -90.1 -20.5 93.1 91.8 -90.8 40.5 33.0 95.3 88.6 68.0 42.2 -77.6 -95.3 1.4 -95.1 69.4 74.3 -73.7 -83.4 -84.3
GBPJPY -69.1 83.6 74.1 98.0 -94.1 71.9 93.7 91.5 100.0 71.7 -37.6 -88.8 61.4 90.6 97.8 41.8 68.7 -79.6 -5.8 80.4 95.2 -86.4 62.2 33.2 86.2 97.4 45.5 29.4 -94.2 -95.0 -18.2 -84.8 62.5 84.0 -90.6 -89.8 -89.5
CHFJPY -6.2 81.9 8.6 62.3 -46.5 10.3 88.7 37.5 71.7 100.0 -81.1 -53.5 13.5 41.4 78.0 -10.0 43.2 -27.5 21.3 24.2 60.4 -41.8 73.2 18.7 33.5 70.9 -12.4 -5.3 -82.1 -53.5 -44.1 -30.4 23.0 64.9 -80.7 -62.1 -59.8
USDCAD -24.2 -61.6 24.2 -26.0 13.6 22.0 -57.7 -3.2 -37.6 -81.1 100.0 35.1 30.7 -15.6 -50.9 37.9 -26.3 -0.1 -23.1 5.8 -28.1 10.5 -59.1 -9.5 -0.1 -37.2 25.4 41.4 55.3 20.6 51.0 1.1 14.7 -36.0 55.9 37.7 32.2
EURCAD 82.4 -60.0 -79.5 -92.2 91.7 -64.1 -74.7 -87.1 -88.8 -53.5 35.1 100.0 -35.5 -95.1 -91.9 -38.0 -62.9 84.5 19.7 -81.8 -88.9 89.8 -48.0 -24.4 -78.6 -82.0 -52.3 -20.9 76.2 87.2 -15.0 73.6 -50.4 -82.5 85.0 86.5 88.5
GBPCAD -55.3 56.0 64.7 58.5 -69.8 71.5 45.0 73.7 61.4 13.5 30.7 -35.5 100.0 53.5 43.7 52.3 34.8 -52.5 8.9 59.6 54.6 -51.5 14.9 52.3 61.2 52.1 43.5 49.6 -48.1 -59.5 -12.4 -66.7 60.3 34.0 -34.8 -44.6 -43.4
CADCHF -89.1 57.9 92.0 95.2 -95.6 84.7 74.1 96.6 90.6 41.4 -15.6 -95.1 53.5 100.0 89.2 56.9 69.8 -92.3 -29.0 93.4 93.5 -93.5 44.7 21.1 95.5 90.5 68.3 33.6 -78.2 -96.0 6.6 -93.1 63.4 79.6 -78.5 -87.0 -88.6
CADJPY -64.4 80.5 67.5 96.4 -88.9 63.2 94.9 85.0 97.8 78.0 -50.9 -91.9 43.7 89.2 100.0 34.0 69.2 -77.0 -9.2 76.1 94.2 -85.0 66.9 24.0 82.2 97.3 40.6 20.5 -94.6 -92.7 -17.4 -79.1 55.3 86.8 -94.1 -90.6 -90.6
AUDCAD -62.3 10.4 70.9 49.9 -51.5 76.1 26.9 61.6 41.8 -10.0 37.9 -38.0 52.3 56.9 34.0 100.0 79.3 -81.6 -80.2 82.6 63.7 -71.2 42.7 -34.7 76.4 52.5 87.9 89.2 -22.4 -47.4 15.3 -59.4 59.6 16.7 -21.1 -23.2 -28.8
AUDUSD -49.2 51.8 58.2 69.4 -63.0 65.0 66.3 66.6 68.7 43.2 -26.3 -62.9 34.8 69.8 69.2 79.3 100.0 -85.2 -68.1 82.4 85.1 -81.3 83.5 -29.5 79.9 79.5 74.9 65.8 -60.1 -63.3 -17.9 -63.0 52.8 41.4 -59.1 -49.3 -51.4
EURAUD 87.6 -43.6 -90.7 -86.4 87.1 -84.1 -62.2 -90.1 -79.6 -27.5 -0.1 84.5 -52.5 -92.3 -77.0 -81.6 -85.2 100.0 58.7 -98.9 -92.4 97.3 -54.6 7.5 -97.8 -85.8 -83.6 -61.7 63.6 86.2 -14.2 87.3 -67.3 -61.4 64.7 68.6 72.5
GBPAUD 34.4 27.3 -37.7 -17.4 11.4 -38.8 0.2 -20.5 -5.8 21.3 -23.1 19.7 8.9 -29.0 -9.2 -80.2 -68.1 58.7 100.0 -54.8 -36.2 47.3 -39.2 77.1 -46.5 -24.8 -72.4 -69.5 -7.7 13.8 -27.0 22.8 -27.3 4.0 0.3 -4.0 3.5
AUDCHF -88.2 44.4 94.0 87.1 -88.1 91.3 62.7 93.1 80.4 24.2 5.8 -81.8 59.6 93.4 76.1 82.6 82.4 -98.9 -54.8 100.0 92.0 -95.2 49.4 -0.6 98.8 85.0 85.1 62.0 -63.5 -86.6 11.1 -89.7 69.5 62.0 -63.1 -69.8 -73.3
AUDJPY -75.1 69.7 80.8 96.9 -91.3 79.1 87.4 91.8 95.2 60.4 -28.1 -88.9 54.6 93.5 94.2 63.7 85.1 -92.4 -36.2 92.0 100.0 -95.2 70.1 7.2 94.8 98.6 64.8 48.7 -85.6 -93.0 -8.8 -86.2 66.7 77.2 -84.6 -82.6 -84.6
EURNZD 86.6 -51.9 -87.7 -92.0 90.7 -77.8 -71.3 -90.8 -86.4 -41.8 10.5 89.8 -51.5 -93.5 -85.0 -71.2 -81.3 97.3 47.3 -95.2 -95.2 100.0 -61.4 4.9 -97.6 -92.3 -68.7 -58.0 73.1 91.5 -13.2 86.9 -67.4 -72.1 74.4 75.9 80.4
NZDUSD -13.9 63.8 20.6 56.8 -42.9 28.2 74.5 40.5 62.2 73.2 -59.1 -48.0 14.9 44.7 66.9 42.7 83.5 -54.6 -39.2 49.4 70.1 -61.4 100.0 -33.1 53.4 73.4 26.1 48.9 -65.4 -47.4 -37.1 -34.9 33.9 41.8 -63.6 -42.0 -43.9
GBPNZD -14.9 51.5 16.8 23.9 -37.5 17.6 24.2 33.0 33.2 18.7 -9.5 -24.4 52.3 21.1 24.0 -34.7 -29.5 7.5 77.1 -0.6 7.2 4.9 -33.1 100.0 2.8 10.9 -12.0 -48.0 -35.0 -29.6 -25.9 -30.1 8.0 26.2 -24.1 -38.6 -29.2
NZDCHF -88.8 50.8 93.7 92.1 -91.8 89.5 69.7 95.3 86.2 33.5 -0.1 -78.6 61.2 95.5 82.2 76.4 79.9 -97.8 -46.5 98.8 94.8 -97.6 53.4 2.8 100.0 90.2 75.9 60.2 -70.8 -91.3 9.8 -91.0 70.9 70.2 -70.2 -75.8 -79.8
NZDJPY -69.5 75.6 74.2 97.6 -90.2 71.6 92.8 88.6 97.4 70.9 -37.2 -82.0 52.1 90.5 97.3 52.5 79.5 -85.8 -24.8 85.0 98.6 -92.3 73.4 10.9 90.2 100.0 51.0 42.5 -90.8 -93.1 -12.8 -82.2 63.9 82.3 -89.6 -85.4 -87.3
AUDNZD -69.7 14.0 77.2 53.4 -58.8 80.0 26.6 68.0 45.5 -12.4 25.4 -52.3 43.5 68.3 40.6 87.9 74.9 -83.6 -72.4 85.1 64.8 -68.7 26.1 -12.0 75.9 51.0 100.0 56.9 -26.7 -54.0 12.5 -68.8 52.1 22.1 -26.9 -35.6 -36.8
NZDCAD -41.8 5.1 49.5 35.8 -33.6 55.7 21.5 42.2 29.4 -5.3 41.4 -20.9 49.6 33.6 20.5 89.2 65.8 -61.7 -69.5 62.0 48.7 -58.0 48.9 -48.0 60.2 42.5 56.9 100.0 -13.8 -31.1 13.9 -38.0 53.7 8.4 -11.2 -6.7 -15.0
USDTRY 50.4 -88.0 -54.9 -89.0 82.5 -54.3 -94.4 -77.6 -94.2 -82.1 55.3 76.2 -48.1 -78.2 -94.6 -22.4 -60.1 63.6 -7.7 -63.5 -85.6 73.1 -65.4 -35.0 -70.8 -90.8 -26.7 -13.8 100.0 88.4 31.9 71.9 -59.1 -81.4 92.6 88.0 86.0
EURTRY 84.9 -67.3 -86.1 -97.5 97.4 -76.5 -80.7 -95.3 -95.0 -53.5 20.6 87.2 -59.5 -96.0 -92.7 -47.4 -63.3 86.2 13.8 -86.6 -93.0 91.5 -47.4 -29.6 -91.3 -93.1 -54.0 -31.1 88.4 100.0 -1.9 91.1 -70.6 -84.3 85.4 90.9 92.0
USDNOK -39.9 -54.6 26.8 -3.6 -1.5 2.2 -36.1 1.4 -18.2 -44.1 51.0 -15.0 -12.4 6.6 -17.4 15.3 -17.9 -14.2 -27.0 11.1 -8.8 -13.2 -37.1 -25.9 9.8 -12.8 12.5 13.9 31.9 -1.9 100.0 10.4 7.4 0.0 14.0 5.8 -3.8
EURNOK 87.0 -56.2 -90.9 -88.4 93.3 -85.4 -65.4 -95.1 -84.8 -30.4 1.1 73.6 -66.7 -93.1 -79.1 -59.4 -63.0 87.3 22.8 -89.7 -86.2 86.9 -34.9 -30.1 -91.0 -82.2 -68.8 -38.0 71.9 91.1 10.4 100.0 -64.6 -69.4 65.3 77.6 77.2
USDCNY -63.2 37.2 68.1 66.7 -66.0 67.1 51.1 69.4 62.5 23.0 14.7 -50.4 60.3 63.4 55.3 59.6 52.8 -67.3 -27.3 69.5 66.7 -67.4 33.9 8.0 70.9 63.9 52.1 53.7 -59.1 -70.6 7.4 -64.6 100.0 46.8 -51.9 -55.5 -58.9
USDBRL -64.0 59.5 64.0 86.2 -77.9 54.7 79.8 74.3 84.0 64.9 -36.0 -82.5 34.0 79.6 86.8 16.7 41.4 -61.4 4.0 62.0 77.2 -72.1 41.8 26.2 70.2 82.3 22.1 8.4 -81.4 -84.3 0.0 -69.4 46.8 100.0 -86.7 -86.4 -91.5
USDINR 53.3 -77.6 -55.0 -88.1 79.2 -49.9 -91.1 -73.7 -90.6 -80.7 55.9 85.0 -34.8 -78.5 -94.1 -21.1 -59.1 64.7 0.3 -63.1 -84.6 74.4 -63.6 -24.1 -70.2 -89.6 -26.9 -11.2 92.6 85.4 14.0 65.3 -51.9 -86.7 100.0 87.7 87.5
XAUUSD 68.7 -69.8 -70.5 -89.9 86.6 -63.7 -81.9 -83.4 -89.8 -62.1 37.7 86.5 -44.6 -87.0 -90.6 -23.2 -49.3 68.6 -4.0 -69.8 -82.6 75.9 -42.0 -38.6 -75.8 -85.4 -35.6 -6.7 88.0 90.9 5.8 77.6 -55.5 -86.4 87.7 100.0 97.9
XAGUSD 73.1 -63.9 -74.3 -91.6 86.9 -66.0 -81.0 -84.3 -89.5 -59.8 32.2 88.5 -43.4 -88.6 -90.6 -28.8 -51.4 72.5 3.5 -73.3 -84.6 80.4 -43.9 -29.2 -79.8 -87.3 -36.8 -15.0 86.0 92.0 -3.8 77.2 -58.9 -91.5 87.5 97.9 100.0

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 -7.6 -65.0 -43.1 49.3 33.1 20.5 -48.8 -24.7 1.0 11.7 51.0 8.7 -44.1 -28.0 19.2 -4.7 52.1 -7.2 -45.8 -24.8 34.9 18.2 -38.4 -27.1 -12.3 -40.6 33.0 -6.1 49.9 -36.7 44.6 20.3 -20.2 29.4 54.5 49.0
GBPUSD -7.6 100.0 -47.5 79.2 -90.5 -68.2 80.7 84.1 95.8 90.8 -83.5 -75.6 23.6 54.4 86.0 -26.4 86.0 -77.2 50.9 55.9 87.8 -79.3 78.4 47.2 64.5 90.6 6.9 -17.4 -71.4 -66.1 -34.7 -39.3 -32.2 -31.7 -72.1 -60.0 -20.2
USDCHF -65.0 -47.5 100.0 -3.1 13.9 50.1 -47.5 7.8 -29.4 -58.0 12.5 -15.6 -59.8 38.2 -8.0 -31.6 -31.1 -4.7 -40.7 32.0 -18.6 26.2 -63.3 14.8 -4.0 -40.4 60.3 -51.2 23.1 -16.1 9.0 -43.6 -10.0 30.8 39.7 17.7 2.6
USDJPY -43.1 79.2 -3.1 100.0 -87.3 -53.0 79.5 87.5 93.3 83.2 -78.7 -85.9 -3.9 71.8 93.1 -31.5 77.8 -87.3 23.8 75.5 93.9 -71.4 51.1 53.2 63.3 85.2 42.3 -40.4 -70.3 -84.7 -33.2 -66.0 -36.2 -21.8 -57.5 -65.0 -25.0
EURGBP 49.3 -90.5 13.9 -87.3 100.0 73.9 -61.5 -94.0 -94.1 -78.8 77.6 87.5 -17.2 -65.9 -86.8 30.5 -77.1 89.7 -47.2 -68.3 -87.2 84.6 -61.2 -56.7 -68.4 -84.6 -22.5 28.4 59.7 79.0 13.9 52.6 35.9 19.4 76.2 75.7 38.7
EURCHF 33.1 -68.2 50.1 -53.0 73.9 100.0 -35.7 -46.4 -65.0 -71.0 29.6 39.3 -63.9 -3.4 -42.3 -16.5 -44.4 53.7 -59.0 -12.8 -51.7 72.6 -58.1 -25.7 -36.3 -64.4 28.5 -25.5 22.3 37.4 -30.1 -2.9 10.9 15.6 83.0 83.8 58.7
EURJPY 20.5 80.7 -47.5 79.5 -61.5 -35.7 100.0 61.8 84.5 91.1 -76.8 -58.3 2.6 47.5 81.8 -20.3 80.9 -59.4 21.2 50.5 85.0 -54.1 67.7 31.6 50.3 84.2 17.9 -20.7 -79.7 -57.9 -59.9 -40.9 -25.1 -37.0 -42.8 -34.5 5.0
GBPCHF -48.8 84.1 7.8 87.5 -94.0 -46.4 61.8 100.0 90.4 66.9 -86.9 -95.2 -10.2 85.2 92.4 -49.5 78.3 -90.4 32.5 83.1 87.8 -73.8 50.0 62.4 70.7 77.7 44.8 -51.2 -66.8 -84.9 -33.6 -71.3 -42.6 -16.9 -57.5 -57.0 -20.9
GBPJPY -24.7 95.8 -29.4 93.3 -94.1 -65.0 84.5 90.4 100.0 92.3 -85.9 -84.6 12.1 65.6 94.1 -30.5 86.8 -86.1 41.3 68.0 95.5 -79.8 69.8 53.0 67.2 93.0 24.0 -29.3 -74.7 -78.4 -36.0 -54.1 -36.3 -28.5 -69.1 -65.8 -23.5
CHFJPY 1.0 90.8 -58.0 83.2 -78.8 -71.0 91.1 66.9 92.3 100.0 -70.8 -61.1 30.3 37.1 80.2 -7.9 80.4 -68.3 42.1 43.6 86.8 -72.7 76.6 35.1 53.7 91.8 0.8 -4.3 -69.8 -59.9 -31.9 -29.4 -23.7 -34.7 -68.7 -62.9 -22.1
USDCAD 11.7 -83.5 12.5 -78.7 77.6 29.6 -76.8 -86.9 -85.9 -70.8 100.0 91.4 33.8 -86.9 -95.7 55.8 -90.3 82.8 -11.0 -82.2 -89.9 65.0 -61.0 -45.8 -69.1 -79.5 -45.9 55.2 86.1 81.3 63.5 70.4 39.5 39.1 45.8 27.9 -13.6
EURCAD 51.0 -75.6 -15.6 -85.9 87.5 39.3 -58.3 -95.2 -84.6 -61.1 91.4 100.0 32.6 -93.2 -94.4 56.1 -80.2 93.0 -12.6 -89.9 -88.1 70.7 -45.5 -55.4 -70.9 -74.0 -56.2 61.2 72.1 90.8 39.9 79.1 42.5 25.7 51.8 46.6 8.5
GBPCAD 8.7 23.6 -59.8 -3.9 -17.2 -63.9 2.6 -10.2 12.1 30.3 33.8 32.6 100.0 -60.8 -22.1 54.5 -11.8 14.2 66.5 -49.4 -8.5 -21.6 27.9 -2.1 -10.4 15.2 -70.8 69.3 29.3 30.4 53.1 58.3 16.9 13.2 -43.2 -52.5 -57.8
CADCHF -44.1 54.4 38.2 71.8 -65.9 -3.4 47.5 85.2 65.6 37.1 -86.9 -93.2 -60.8 100.0 85.3 -68.3 68.3 -79.5 -9.0 92.3 74.3 -47.3 24.8 51.2 61.7 53.7 73.2 -77.5 -68.4 -83.9 -54.5 -87.8 -43.2 -20.0 -23.0 -18.0 13.5
CADJPY -28.0 86.0 -8.0 93.1 -86.8 -42.3 81.8 92.4 94.1 80.2 -95.7 -94.4 -22.1 85.3 100.0 -48.7 89.1 -89.6 18.1 83.8 96.6 -71.1 58.7 53.2 69.5 86.0 48.0 -52.7 -83.1 -87.6 -53.0 -73.2 -41.8 -31.9 -53.3 -47.1 -3.8
AUDCAD 19.2 -26.4 -31.6 -31.5 30.5 -16.5 -20.3 -49.5 -30.5 -7.9 55.8 56.1 54.5 -68.3 -48.7 100.0 -14.8 21.8 -26.3 -34.9 -24.5 -10.1 22.4 -73.6 4.1 -3.2 -65.6 90.1 24.6 32.2 46.6 60.5 63.0 -7.6 -21.3 -20.7 -35.0
AUDUSD -4.7 86.0 -31.1 77.8 -77.1 -44.4 80.9 78.3 86.8 80.4 -90.3 -80.2 -11.8 68.3 89.1 -14.8 100.0 -87.7 -0.2 80.1 94.6 -82.8 84.0 17.1 84.2 93.1 21.3 -19.5 -89.8 -80.5 -51.6 -53.2 -15.5 -49.7 -65.7 -44.9 -2.6
EURAUD 52.1 -77.2 -4.7 -87.3 89.7 53.7 -59.4 -90.4 -86.1 -68.3 82.8 93.0 14.2 -79.5 -89.6 21.8 -87.7 100.0 -3.3 -90.5 -92.8 87.6 -63.2 -32.9 -85.2 -85.6 -37.5 32.4 73.8 92.7 26.2 66.6 22.4 33.2 70.4 64.4 25.8
GBPAUD -7.2 50.9 -40.7 23.8 -47.2 -59.0 21.2 32.5 41.3 42.1 -11.0 -12.6 66.5 -9.0 18.1 -26.3 -0.2 -3.3 100.0 -25.6 12.3 -16.1 12.3 63.1 -15.4 20.6 -23.1 -0.5 11.7 6.3 19.7 13.2 -36.6 21.8 -31.0 -42.2 -35.6
AUDCHF -45.8 55.9 32.0 75.5 -68.3 -12.8 50.5 83.1 68.0 43.6 -82.2 -89.9 -49.4 92.3 83.8 -34.9 80.1 -90.5 -25.6 100.0 82.5 -66.1 43.9 26.6 81.5 67.3 59.2 -51.8 -75.0 -90.5 -45.6 -80.5 -21.9 -30.1 -40.6 -33.6 -0.8
AUDJPY -24.8 87.8 -18.6 93.9 -87.2 -51.7 85.0 87.8 95.5 86.8 -89.9 -88.1 -8.5 74.3 96.6 -24.5 94.6 -92.8 12.3 82.5 100.0 -81.9 72.1 37.0 78.5 94.6 33.5 -31.6 -85.2 -87.6 -45.3 -63.1 -27.5 -38.1 -65.5 -58.1 -14.3
EURNZD 34.9 -79.3 26.2 -71.4 84.6 72.6 -54.1 -73.8 -79.8 -72.7 65.0 70.7 -21.6 -47.3 -71.1 -10.1 -82.8 87.6 -16.1 -66.1 -81.9 100.0 -85.8 -4.1 -90.4 -90.9 11.8 -12.7 65.6 76.2 2.2 29.7 -4.5 45.1 90.6 71.8 37.2
NZDUSD 18.2 78.4 -63.3 51.1 -61.2 -58.1 67.7 50.0 69.8 76.6 -61.0 -45.5 27.9 24.8 58.7 22.4 84.0 -63.2 12.3 43.9 72.1 -85.8 100.0 -17.6 79.9 88.5 -35.1 32.4 -71.8 -52.2 -22.0 -6.3 16.5 -58.3 -79.0 -45.8 -12.6
GBPNZD -38.4 47.2 14.8 53.2 -56.7 -25.7 31.6 62.4 53.0 35.1 -45.8 -55.4 -2.1 51.2 53.2 -73.6 17.1 -32.9 63.1 26.6 37.0 -4.1 -17.6 100.0 -11.1 18.1 60.9 -73.6 -11.3 -31.0 -23.5 -53.4 -74.4 32.8 -2.5 -30.4 -14.3
NZDCHF -27.1 64.5 -4.0 63.3 -68.4 -36.3 50.3 70.7 67.2 53.7 -69.1 -70.9 -10.4 61.7 69.5 4.1 84.2 -85.2 -15.4 81.5 78.5 -90.4 79.9 -11.1 100.0 82.8 1.4 1.9 -74.8 -79.9 -21.2 -41.9 13.4 -51.3 -71.2 -45.4 -14.2
NZDJPY -12.3 90.6 -40.4 85.2 -84.6 -64.4 84.2 77.7 93.0 91.8 -79.5 -74.0 15.2 53.7 86.0 -3.2 93.1 -85.6 20.6 67.3 94.6 -90.9 88.5 18.1 82.8 100.0 1.3 -1.9 -81.5 -77.5 -31.2 -39.4 -9.6 -47.1 -79.2 -63.4 -21.5
AUDNZD -40.6 6.9 60.3 42.3 -22.5 28.5 17.9 44.8 24.0 0.8 -45.9 -56.2 -70.8 73.2 48.0 -65.6 21.3 -37.5 -23.1 59.2 33.5 11.8 -35.1 60.9 1.4 1.3 100.0 -91.8 -25.8 -44.9 -49.8 -80.4 -56.0 18.8 29.0 5.5 18.6
NZDCAD 33.0 -17.4 -51.2 -40.4 28.4 -25.5 -20.7 -51.2 -29.3 -4.3 55.2 61.2 69.3 -77.5 -52.7 90.1 -19.5 32.4 -0.5 -51.8 -31.6 -12.7 32.4 -73.6 1.9 -1.9 -91.8 100.0 27.2 42.0 52.9 77.5 65.2 -15.1 -28.5 -14.4 -29.2
USDTRY -6.1 -71.4 23.1 -70.3 59.7 22.3 -79.7 -66.8 -74.7 -69.8 86.1 72.1 29.3 -68.4 -83.1 24.6 -89.8 73.8 11.7 -75.0 -85.2 65.6 -71.8 -11.3 -74.8 -81.5 -25.8 27.2 100.0 83.4 63.4 56.0 15.4 54.4 50.8 18.9 -26.2
EURTRY 49.9 -66.1 -16.1 -84.7 79.0 37.4 -57.9 -84.9 -78.4 -59.9 81.3 90.8 30.4 -83.9 -87.6 32.2 -80.5 92.7 6.3 -90.5 -87.6 76.2 -52.2 -31.0 -79.9 -77.5 -44.9 42.0 83.4 100.0 34.8 73.2 24.5 36.2 60.2 46.3 4.2
USDNOK -36.7 -34.7 9.0 -33.2 13.9 -30.1 -59.9 -33.6 -36.0 -31.9 63.5 39.9 53.1 -54.5 -53.0 46.6 -51.6 26.2 19.7 -45.6 -45.3 2.2 -22.0 -23.5 -21.2 -31.2 -49.8 52.9 63.4 34.8 100.0 66.9 38.5 18.2 -14.2 -26.9 -56.6
EURNOK 44.6 -39.3 -43.6 -66.0 52.6 -2.9 -40.9 -71.3 -54.1 -29.4 70.4 79.1 58.3 -87.8 -73.2 60.5 -53.2 66.6 13.2 -80.5 -63.1 29.7 -6.3 -53.4 -41.9 -39.4 -80.4 77.5 56.0 73.2 66.9 100.0 53.2 1.3 9.5 17.2 -15.5
USDCNY 20.3 -32.2 -10.0 -36.2 35.9 10.9 -25.1 -42.6 -36.3 -23.7 39.5 42.5 16.9 -43.2 -41.8 63.0 -15.5 22.4 -36.6 -21.9 -27.5 -4.5 16.5 -74.4 13.4 -9.6 -56.0 65.2 15.4 24.5 38.5 53.2 100.0 -22.2 -6.2 13.8 1.2
USDBRL -20.2 -31.7 30.8 -21.8 19.4 15.6 -37.0 -16.9 -28.5 -34.7 39.1 25.7 13.2 -20.0 -31.9 -7.6 -49.7 33.2 21.8 -30.1 -38.1 45.1 -58.3 32.8 -51.3 -47.1 18.8 -15.1 54.4 36.2 18.2 1.3 -22.2 100.0 34.7 -8.3 -30.9
USDINR 29.4 -72.1 39.7 -57.5 76.2 83.0 -42.8 -57.5 -69.1 -68.7 45.8 51.8 -43.2 -23.0 -53.3 -21.3 -65.7 70.4 -31.0 -40.6 -65.5 90.6 -79.0 -2.5 -71.2 -79.2 29.0 -28.5 50.8 60.2 -14.2 9.5 -6.2 34.7 100.0 73.7 41.4
XAUUSD 54.5 -60.0 17.7 -65.0 75.7 83.8 -34.5 -57.0 -65.8 -62.9 27.9 46.6 -52.5 -18.0 -47.1 -20.7 -44.9 64.4 -42.2 -33.6 -58.1 71.8 -45.8 -30.4 -45.4 -63.4 5.5 -14.4 18.9 46.3 -26.9 17.2 13.8 -8.3 73.7 100.0 80.9
XAGUSD 49.0 -20.2 2.6 -25.0 38.7 58.7 5.0 -20.9 -23.5 -22.1 -13.6 8.5 -57.8 13.5 -3.8 -35.0 -2.6 25.8 -35.6 -0.8 -14.3 37.2 -12.6 -14.3 -14.2 -21.5 18.6 -29.2 -26.2 4.2 -56.6 -15.5 1.2 -30.9 41.4 80.9 100.0

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 22.6 2.3 75.4 -21.0 36.8 53.3 -24.7 18.3 8.7 -28.1 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 -58.0 34.2 -6.6 30.8 -16.9 51.2 20.6 -4.0 44.3 -39.6 12.3 53.8 -68.8 -28.6 -6.2 -55.8 -34.8 33.7 31.9 -38.3 25.1 34.4
USDCHF -68.7 -66.4 100.0 -15.1 16.7 71.0 -64.1 49.5 -51.7 -88.2 77.6 48.9 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 63.8 -55.5 -8.4 61.4 -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 -29.2 9.0 23.6 53.0 -24.6 15.2 -18.6 21.5 6.7 49.8 13.7 -19.4 40.1 -29.0 8.9 57.6 -54.7 -27.6 -26.7 -13.7 -17.5 2.8 -4.7 -22.0 -15.4 -0.9
EURGBP 22.6 -66.9 16.7 -73.2 100.0 45.3 -30.3 -57.1 -77.4 -47.7 46.8 57.3 9.1 -54.1 -61.6 33.6 -33.9 43.4 -9.2 -30.7 -56.1 16.9 -9.6 -18.9 -2.3 -30.3 -27.7 37.0 44.9 48.0 27.3 41.0 -11.1 -15.4 47.2 2.1 -15.5
EURCHF 2.3 -36.3 71.0 -26.0 45.3 100.0 -15.5 47.3 -36.0 -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 87.4 -44.1 13.7 85.8 -66.7 -71.2
EURJPY 75.4 83.3 -64.1 62.0 -30.3 -15.5 100.0 15.0 83.7 81.4 -37.0 -5.0 12.5 -6.5 51.1 -47.4 16.3 18.1 37.3 -39.1 37.1 44.0 -24.2 54.6 -61.0 -6.8 68.1 -74.1 -8.8 17.6 -43.2 -12.2 28.1 16.8 -13.7 18.1 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 22.1 61.6 -3.6 -15.0 -12.7 -44.8 30.0 66.0 -12.0 -22.1 45.6 -58.6 65.9 -38.0 -46.0 53.7 -46.2 37.1 26.2 45.1 40.0 -30.5 27.1 32.6 -63.9 -50.7
GBPJPY 36.8 93.4 -51.7 83.5 -77.4 -36.0 83.7 42.9 100.0 81.2 -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 47.9 -40.0 11.9 62.1 -70.8 -31.5 -15.9 -43.7 -31.1 23.9 19.5 -35.5 10.2 22.7
CHFJPY 53.3 81.0 -88.2 59.8 -47.7 -70.0 81.4 -17.8 81.2 100.0 -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 52.4 57.8
USDCAD -24.7 -57.6 77.6 -26.6 46.8 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 -79.2 -86.6
EURCAD 18.3 -33.7 48.9 -29.2 57.3 85.5 -5.0 22.1 -35.4 -53.5 90.7 100.0 86.8 -93.6 -88.3 33.7 -86.5 88.3 65.1 -69.9 -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 -64.7 -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 -84.5 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 -28.1 23.2 -24.8 23.6 -54.1 -61.9 -6.5 -3.6 25.6 31.1 -80.3 -93.6 -80.9 100.0 76.6 -34.2 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 53.3 65.8
CADJPY 20.5 67.2 -73.8 53.0 -61.6 -82.1 51.1 -15.0 68.6 84.9 -95.7 -88.3 -69.9 76.6 100.0 -50.1 83.2 -68.0 -40.2 41.7 92.3 -45.5 56.7 -23.4 23.4 72.6 2.4 -26.8 -80.5 -65.5 -87.0 -86.8 53.6 2.3 -81.4 65.4 75.9
AUDCAD -39.8 -58.0 43.6 -24.6 33.6 21.4 -47.4 -12.7 -50.0 -46.6 50.6 33.7 20.5 -34.2 -50.1 100.0 -4.6 -14.4 -34.7 35.0 -12.9 -23.2 10.2 -34.7 34.5 3.5 -27.6 71.0 8.0 -6.8 41.3 26.6 -47.3 -52.3 27.1 -36.2 -34.1
AUDUSD 7.9 34.2 -66.9 15.2 -33.9 -84.9 16.3 -44.8 29.6 61.6 -88.4 -86.5 -84.5 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 43.4 79.6 18.1 30.0 -12.4 -33.5 70.2 88.3 81.1 -81.1 -68.0 -14.4 -88.8 100.0 85.7 -90.6 -84.6 91.4 -86.9 75.5 -80.2 -93.5 48.8 -43.7 88.7 93.1 59.8 84.9 -25.7 30.8 77.9 -50.2 -62.2
GBPAUD 29.8 30.8 24.0 21.5 -9.2 62.2 37.3 66.0 30.5 -9.8 51.1 65.1 84.7 -58.9 -40.2 -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 50.8 70.6 -22.7 42.6 59.3 -57.0 -60.2
AUDCHF -55.3 -16.9 5.6 6.7 -30.7 -46.5 -39.1 -12.0 -8.9 -1.3 -45.0 -69.9 -66.3 76.0 41.7 35.0 70.4 -90.6 -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 37.1 -22.1 56.4 76.1 -87.2 -86.4 -70.9 73.1 92.3 -12.9 93.3 -84.6 -61.4 63.9 100.0 -62.7 69.6 -42.3 42.7 84.8 -9.7 1.1 -88.8 -78.2 -81.2 -87.8 40.8 -20.1 -81.3 58.8 72.0
EURNZD 44.8 20.6 17.9 13.7 16.9 68.0 44.0 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 -62.7 100.0 -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 -50.8 -60.2
NZDUSD -14.8 -4.0 -43.3 -19.4 -9.6 -73.9 -24.2 -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 40.1 -18.9 51.5 54.6 65.9 47.9 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 -51.7 -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 37.6 46.6
NZDJPY -16.4 12.3 -48.3 8.9 -30.3 -82.4 -6.8 -46.0 11.9 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 46.8 -87.9 -84.6 -71.2 -86.8 36.6 -24.1 -81.8 66.1 77.8
AUDNZD 38.7 53.8 -6.0 57.6 -27.7 28.6 68.1 53.7 62.1 32.5 16.8 33.6 57.5 -34.5 2.4 -27.6 -35.2 48.8 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 18.4 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 46.8 -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 -31.5 -58.4 81.5 88.0 79.7 -73.4 -80.5 8.0 -89.6 88.7 72.3 -67.6 -88.8 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 -67.0 -76.7
EURTRY 44.9 -6.2 26.7 -26.7 48.0 80.6 17.6 26.2 -15.9 -34.5 64.7 85.3 74.6 -75.4 -65.5 -6.8 -78.0 93.1 75.3 -79.7 -78.2 83.5 -75.8 65.7 -70.1 -84.6 41.6 -34.8 94.1 100.0 53.2 80.3 -24.7 27.7 81.5 -47.8 -59.0
USDNOK -43.4 -55.8 87.0 -13.7 27.3 77.9 -43.2 45.1 -43.7 -77.0 93.7 76.3 76.1 -62.3 -87.0 41.3 -86.8 59.8 50.8 -33.5 -81.2 46.0 -66.3 36.3 -26.8 -71.2 11.4 12.2 75.6 53.2 100.0 90.4 -64.3 -5.4 77.9 -83.5 -87.2
EURNOK -0.7 -34.8 63.8 -17.5 41.0 87.4 -12.2 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 6.9 86.6 -75.4 -83.0
USDCNY 33.1 33.7 -55.5 2.8 -11.1 -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 63.0 59.1
USDBRL 25.4 31.9 -8.4 -4.7 -15.4 13.7 16.8 27.1 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 18.4 -39.1 20.1 27.7 -5.4 6.9 42.7 100.0 -12.3 7.6 3.7
USDINR 1.3 -38.3 61.4 -22.0 47.2 85.8 -13.7 32.6 -35.5 -59.8 85.5 87.1 77.2 -73.7 -81.4 27.1 -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 -69.9 -79.8
XAUUSD 35.6 25.1 -73.5 -15.4 2.1 -66.7 18.1 -63.9 10.2 52.4 -79.2 -64.7 -79.9 53.3 65.4 -36.2 73.1 -50.2 -57.0 28.1 58.8 -50.8 69.3 -51.7 37.6 66.1 -35.7 8.3 -67.0 -47.8 -83.5 -75.4 63.0 7.6 -69.9 100.0 93.0
XAGUSD 28.7 34.4 -72.0 -0.9 -15.5 -71.2 22.1 -50.7 22.7 57.8 -86.6 -75.3 -82.1 65.8 75.9 -34.1 82.3 -62.2 -60.2 42.0 72.0 -60.2 76.8 -54.7 46.6 77.8 -38.0 10.9 -76.7 -59.0 -87.2 -83.0 59.1 3.7 -79.8 93.0 100.0

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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