Correlación Forex

Correlación

Los siguientes cuadros expresan la relación entre las paridades varios sectores del mercado de divisas.

  • Si la correlación es alta (por encima de 80) y positivo, entonces las monedas se mueven en la misma forma.
  • Si la correlación es alta (por encima de 80) y negativo, las monedas se mueven en sentido contrario.
  • Si la correlación es baja (menos de 60) a continuación, las divisas no se mueven en la misma manera.
Num.periods

5min correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
57.5
62.5
35.7
38.5
-88.7
-85
-78.9
AUDUSD
EURJPY57.5
100
23.9
-17.9
63.9
-54.5
-51.5
-53.1
EURJPY
EURUSD62.5
23.9
100
53.2
2.9
-65.6
-56.4
-64.1
EURUSD
GBPUSD35.7
-17.9
53.2
100
-23.7
-34.4
-26.3
-11.4
GBPUSD
NZDUSD38.5
63.9
2.9
-23.7
100
-44.1
-23.2
-43.8
NZDUSD
USDCAD-88.7
-54.5
-65.6
-34.4
-44.1
100
71.6
75.9
USDCAD
USDCHF-85
-51.5
-56.4
-26.3
-23.2
71.6
100
72.2
USDCHF
USDJPY-78.9
-53.1
-64.1
-11.4
-43.8
75.9
72.2
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
70.5
86.1
72.8
67.1
-95.9
-82.9
-91.4
AUDUSD
EURJPY70.5
100
94.2
64.9
33.4
-76.2
-94.3
-71.4
EURJPY
EURUSD86.1
94.2
100
77.9
57.5
-85.7
-96.6
-90.7
EURUSD
GBPUSD72.8
64.9
77.9
100
57.3
-64.3
-69.2
-81
GBPUSD
NZDUSD67.1
33.4
57.5
57.3
100
-51.9
-41.2
-78.1
NZDUSD
USDCAD-95.9
-76.2
-85.7
-64.3
-51.9
100
85.6
83.6
USDCAD
USDCHF-82.9
-94.3
-96.6
-69.2
-41.2
85.6
100
83.5
USDCHF
USDJPY-91.4
-71.4
-90.7
-81
-78.1
83.6
83.5
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
79.5
84.7
86.4
2.1
-82.1
-79.5
-27.7
AUDUSD
EURJPY79.5
100
96.9
85.8
-37.2
-66.6
-86.2
4.1
EURJPY
EURUSD84.7
96.9
100
86.4
-18.4
-75.5
-93
-20.7
EURUSD
GBPUSD86.4
85.8
86.4
100
-29.4
-81.5
-82.3
-9.6
GBPUSD
NZDUSD2.1
-37.2
-18.4
-29.4
100
-14.3
4.5
-73
NZDUSD
USDCAD-82.1
-66.6
-75.5
-81.5
-14.3
100
86.6
42.2
USDCAD
USDCHF-79.5
-86.2
-93
-82.3
4.5
86.6
100
35.1
USDCHF
USDJPY-27.7
4.1
-20.7
-9.6
-73
42.2
35.1
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
35.8
95.9
95.1
94.5
-95.8
-41.3
-92.9
AUDUSD
EURJPY35.8
100
54.3
35.8
27.6
-53.7
20
-5.5
EURJPY
EURUSD95.9
54.3
100
95.5
90.1
-96.5
-34.4
-86.8
EURUSD
GBPUSD95.1
35.8
95.5
100
90.3
-92
-45
-92.2
GBPUSD
NZDUSD94.5
27.6
90.1
90.3
100
-89.1
-42.9
-90.2
NZDUSD
USDCAD-95.8
-53.7
-96.5
-92
-89.1
100
27.1
83.2
USDCAD
USDCHF-41.3
20
-34.4
-45
-42.9
27.1
100
52.6
USDCHF
USDJPY-92.9
-5.5
-86.8
-92.2
-90.2
83.2
52.6
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY