Corrélation Forex

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 élevé et positif, les monnaies se déplacent de la même manière.
  • Si la corrélation est forte et négative, les monnaies vont dans le sens inverse
  • Si la corrélation est faible les monnaies ne se déplacent pas de la même manière

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 74.0 59.0 71.4 66.8 -6.8 43.3 53.0 22.6 42.2 67.4 24.9 55.8 73.1 -70.7 83.7 -61.4 11.8 67.1 -4.1 -6.5 23.4 -71.5 -33.3 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 76.1 -4.0 20.0 69.4 73.1 88.8 -6.4 62.6 -17.2 22.9 60.1 84.8 11.4 -47.2 64.0 -15.1 78.9 67.8 -45.1 59.9 26.2 -47.4 -77.0 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 -45.1 13.0 -7.9 -26.2 -26.3 -47.9 0.5 -22.4 -2.7 -32.5 -11.1 -33.4 -17.9 22.1 -35.6 30.0 -32.5 -33.3 42.9 -20.4 12.9 34.8 37.2 -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 66.7 -10.7 12.1 66.6 82.3 85.3 -7.1 64.7 -23.0 12.4 61.4 75.9 -2.5 -31.5 45.2 -6.4 73.3 55.5 -43.0 57.1 18.9 -39.3 -74.2 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 -69.9 -10.8 -15.7 -64.1 -41.8 -66.4 -8.5 -24.7 5.4 -48.0 -31.4 -71.1 -19.4 61.9 -67.6 31.2 -55.3 -53.6 45.8 -62.5 -31.2 59.1 69.8 -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 43.8 43.7 70.1 54.8 13.4 30.1 73.9 41.6 50.3 33.2 43.6 32.0 71.8 -36.1 42.6 -48.8 -2.2 35.6 25.3 -49.8 -15.1 -51.2 -3.9 -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 75.3 -9.6 19.8 73.6 78.6 93.7 -4.1 79.2 -22.4 10.3 71.5 89.1 19.2 -41.2 65.6 -18.0 73.8 73.6 -50.7 40.6 2.5 -44.5 -76.9 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 87.0 31.4 57.8 90.2 46.8 77.6 44.3 63.0 20.7 50.6 55.8 79.6 51.5 -64.7 74.3 -40.5 48.4 66.5 -20.1 15.1 25.6 -71.6 -61.9 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 94.5 26.8 51.4 89.5 36.7 80.8 34.0 57.7 12.2 56.9 49.6 89.9 54.6 -81.1 94.7 -53.0 49.1 83.1 -37.9 26.8 21.0 -81.2 -74.8 23.5 -71.2 -93.4 61.3 19.0
CHFJPY 74.0 76.1 -45.1 66.7 -69.9 43.8 75.3 87.0 94.5 100.0 31.5 57.4 92.0 38.3 83.4 38.5 55.4 25.2 67.0 47.4 87.4 56.3 -79.8 92.0 -57.7 49.1 79.5 -33.9 26.5 21.6 -87.6 -72.0 31.3 -71.3 -92.4 63.1 10.5
USDCAD 59.0 -4.0 13.0 -10.7 -10.8 43.7 -9.6 31.4 26.8 31.5 100.0 81.3 33.9 -34.8 -6.6 74.7 -23.6 75.1 63.4 7.8 3.1 61.8 -37.3 34.4 -48.9 -20.7 19.0 53.2 -28.7 26.6 -46.8 24.4 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 57.4 81.3 100.0 55.7 -8.9 26.3 82.0 14.9 71.1 66.9 33.9 29.9 77.1 -49.2 56.8 -59.7 0.9 42.8 38.8 -30.6 15.7 -64.0 1.7 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 57.5 23.3 58.6 42.8 86.1 53.5 -77.1 83.7 -52.4 39.5 80.0 -26.0 17.2 26.4 -83.8 -66.5 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 38.3 -34.8 -8.9 36.2 100.0 76.5 -25.6 66.2 -38.3 -22.5 72.1 58.6 -16.8 -4.8 23.4 10.5 72.8 35.3 -43.2 50.9 -6.4 -10.9 -58.5 -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 83.4 -6.6 26.3 74.8 76.5 100.0 5.4 75.9 -9.2 26.0 69.3 89.3 26.9 -50.0 73.2 -26.5 72.4 70.5 -51.9 44.4 6.6 -56.5 -78.8 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 38.5 74.7 82.0 40.9 -25.6 5.4 100.0 -3.0 72.7 66.0 12.2 8.3 80.5 -42.3 42.2 -64.9 -17.3 21.9 45.2 -46.7 8.9 -54.8 15.2 0.9 -67.7 -32.3 12.1 -53.5
AUDUSD 22.6 62.6 -22.4 64.7 -24.7 41.6 79.2 63.0 57.7 55.4 -23.6 14.9 57.5 66.2 75.9 -3.0 100.0 -23.9 -7.9 63.5 72.0 18.8 -27.5 48.3 -9.2 53.0 61.3 -46.5 14.2 -2.9 -30.4 -59.7 0.3 -50.0 -66.6 75.0 34.4
EURAUD 42.2 -17.2 -2.7 -23.0 5.4 50.3 -22.4 20.7 12.2 25.2 75.1 71.1 23.3 -38.3 -9.2 72.7 -23.9 100.0 69.8 -10.8 -5.8 60.7 -30.6 26.5 -46.3 -26.5 -2.3 58.2 -40.9 23.1 -43.6 33.5 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 67.0 63.4 66.9 58.6 -22.5 26.0 66.0 -7.9 69.8 100.0 -4.9 33.0 62.4 -67.9 62.8 -64.4 6.4 30.7 12.6 1.3 40.9 -76.4 -18.3 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 47.4 7.8 33.9 42.8 72.1 69.3 12.2 63.5 -10.8 -4.9 100.0 58.4 24.6 -19.6 43.6 -11.4 54.8 47.0 -15.4 20.5 -10.0 -26.5 -43.4 -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 87.4 3.1 29.9 86.1 58.6 89.3 8.3 72.0 -5.8 33.0 58.4 100.0 27.1 -69.5 83.1 -24.1 65.0 81.1 -47.2 45.2 21.3 -67.0 -83.5 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 56.3 61.8 77.1 53.5 -16.8 26.9 80.5 18.8 60.7 62.4 24.6 27.1 100.0 -53.4 65.1 -82.4 -20.2 49.7 11.9 -50.1 -8.3 -69.0 -5.1 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 -79.8 -37.3 -49.2 -77.1 -4.8 -50.0 -42.3 -27.5 -30.6 -67.9 -19.6 -69.5 -53.4 100.0 -85.1 52.2 -18.8 -65.5 25.7 -20.1 -38.2 87.9 59.4 -22.5 54.0 72.2 -34.0 0.0
GBPNZD 83.7 64.0 -35.6 45.2 -67.6 42.6 65.6 74.3 94.7 92.0 34.4 56.8 83.7 23.4 73.2 42.2 48.3 26.5 62.8 43.6 83.1 65.1 -85.1 100.0 -61.3 32.6 82.2 -33.5 14.5 16.9 -86.8 -66.8 28.3 -74.0 -90.8 56.2 6.9
NZDCHF -61.4 -15.1 30.0 -6.4 31.2 -48.8 -18.0 -40.5 -53.0 -57.7 -48.9 -59.7 -52.4 10.5 -26.5 -64.9 -9.2 -46.3 -64.4 -11.4 -24.1 -82.4 52.2 -61.3 100.0 15.8 -50.5 1.1 33.5 12.1 70.5 15.3 -34.3 65.2 52.7 -35.6 33.6
NZDJPY 11.8 78.9 -32.5 73.3 -55.3 -2.2 73.8 48.4 49.1 49.1 -20.7 0.9 39.5 72.8 72.4 -17.3 53.0 -26.5 6.4 54.8 65.0 -20.2 -18.8 32.6 15.8 100.0 28.8 -30.6 66.8 19.6 -12.6 -53.7 -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 79.5 19.0 42.8 80.0 35.3 70.5 21.9 61.3 -2.3 30.7 47.0 81.1 49.7 -65.5 82.2 -50.5 28.8 100.0 -43.0 11.5 0.7 -71.4 -72.1 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 -33.9 53.2 38.8 -26.0 -43.2 -51.9 45.2 -46.5 58.2 12.6 -15.4 -47.2 11.9 25.7 -33.5 1.1 -30.6 -43.0 100.0 -40.5 14.2 19.5 68.9 -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 26.5 -28.7 -30.6 17.2 50.9 44.4 -46.7 14.2 -40.9 1.3 20.5 45.2 -50.1 -20.1 14.5 33.5 66.8 11.5 -40.5 100.0 44.6 -5.4 -53.3 -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 21.6 26.6 15.7 26.4 -6.4 6.6 8.9 -2.9 23.1 40.9 -10.0 21.3 -8.3 -38.2 16.9 12.1 19.6 0.7 14.2 44.6 100.0 -23.1 -14.2 10.1 7.3 -15.8 -17.1 -5.9
USDNOK -71.5 -47.4 34.8 -39.3 59.1 -51.2 -44.5 -71.6 -81.2 -87.6 -46.8 -64.0 -83.8 -10.9 -56.5 -54.8 -30.4 -43.6 -76.4 -26.5 -67.0 -69.0 87.9 -86.8 70.5 -12.6 -71.4 19.5 -5.4 -23.1 100.0 56.1 -27.3 67.3 77.3 -45.1 8.2
EURNOK -33.3 -77.0 37.2 -74.2 69.8 -3.9 -76.9 -61.9 -74.8 -72.0 24.4 1.7 -66.5 -58.5 -78.8 15.2 -59.7 33.5 -18.3 -43.4 -83.5 -5.1 59.4 -66.8 15.3 -53.7 -72.1 68.9 -53.3 -14.2 56.1 100.0 -17.2 26.2 73.8 -53.3 -54.7
USDCNY 28.6 19.2 -41.0 2.6 -19.1 -9.4 10.8 13.8 23.5 31.3 1.6 8.4 21.6 -15.8 13.1 0.9 0.3 18.0 36.2 -23.7 14.4 21.2 -22.5 28.3 -34.3 -1.2 16.7 -16.0 -1.7 10.1 -27.3 -17.2 100.0 -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 -71.3 -53.3 -81.5 -73.4 -10.9 -49.7 -67.7 -50.0 -45.1 -48.6 -47.5 -56.5 -81.5 54.0 -74.0 65.2 -10.9 -70.0 -8.5 36.7 7.3 67.3 26.2 -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 -92.4 -26.1 -51.7 -88.7 -49.4 -86.1 -32.3 -66.6 -11.6 -47.6 -61.8 -89.8 -54.1 72.2 -90.8 52.7 -49.9 -88.6 38.0 -22.1 -15.8 77.3 73.8 -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 63.1 -8.7 28.4 59.8 62.6 78.6 12.1 75.0 -5.3 7.6 60.2 64.1 41.4 -34.0 56.2 -35.6 43.6 61.3 -39.6 -2.8 -17.1 -45.1 -53.3 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 10.5 -37.6 -36.5 18.4 53.9 35.0 -53.5 34.4 -55.9 -40.1 28.5 42.7 -46.3 0.0 6.9 33.6 43.4 38.0 -47.6 48.2 -5.9 8.2 -54.7 -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

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
07:00 German Wholesale Price Index (13th-17th)
00:00 Chinese Market Holiday - Lunar New Year
23:50 GDP
23:50 Key Machinery Orders
00:00 New motor vehicle sales
00:00 Chinese Exports
00:00 Chinese Imports
00:00 Chinese Trade Balance
00:00 Market Holiday - Family Day
00:00 Market Holiday - Presidents' Day