Les tableaux suivants représentent la corrélation entre les parités différentes du marché des changes.
Le coefficient de corrélation met en évidence la similitude des mouvements entre deux parités.
- Si la corrélation est élevée et positive, les monnaies évoluent de la même manière.
- Si la corrélation est forte et négative, les monnaies vont dans le sens inverse
- Si la corrélation est proche de zéro les monnaies ne se déplacent pas de la même manière
EURUSD
Daily
4 hours
Hourly
15 min
5 min
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 91 | 88 | 81 | 81 | 74 | 49 | 46 | 40 | 38 | 36 | 34 | 32 | 27 | 27 | 9 | 8 | 5 | 4 | 1 | -11 | -16 | -17 | -20 | -23 | -44 | -53 | -58 | |
GBPUSD | 91 | 80 | 77 | 70 | 80 | 47 | 41 | 37 | 44 | 46 | 38 | 27 | 40 | -16 | 2 | 4 | 12 | -2 | 7 | 7 | -21 | -3 | -10 | -24 | -58 | -53 | -56 | |
AUDCAD | 88 | 80 | 84 | 78 | 72 | 44 | 30 | 47 | 52 | 21 | 39 | 47 | 32 | 24 | 10 | 23 | 19 | -17 | 3 | -29 | -4 | -9 | -8 | -11 | -50 | -45 | -54 | |
AUDUSD | 81 | 77 | 84 | 40 | 35 | 49 | 11 | 59 | 22 | 6 | -1 | 28 | -4 | 14 | -27 | 0 | -7 | -55 | -32 | -58 | -58 | -32 | -46 | -28 | -30 | -72 | -62 | |
EURCAD | 81 | 70 | 78 | 40 | 92 | 30 | 56 | 14 | 56 | 44 | 67 | 41 | 58 | 30 | 46 | 28 | 30 | 48 | 38 | 27 | 44 | 12 | 25 | 0 | -52 | -10 | -34 | |
GBPCAD | 74 | 80 | 72 | 35 | 92 | 29 | 52 | 10 | 64 | 55 | 73 | 37 | 72 | -10 | 42 | 25 | 37 | 45 | 45 | 46 | 43 | 25 | 35 | -1 | -66 | -9 | -32 | |
AUDNZD | 49 | 47 | 44 | 49 | 30 | 29 | 81 | -41 | -11 | 77 | -15 | -58 | -16 | 6 | -41 | -42 | -60 | -15 | -43 | -17 | -23 | -43 | -42 | -83 | -25 | -64 | -69 | |
EURNZD | 46 | 41 | 30 | 11 | 56 | 52 | 81 | -63 | 0 | 94 | 17 | -53 | 14 | 14 | -2 | -30 | -42 | 46 | -6 | 35 | 24 | -21 | -7 | -65 | -29 | -29 | -48 | |
NZDUSD | 40 | 37 | 47 | 59 | 14 | 10 | -41 | -63 | 33 | -65 | 12 | 83 | 10 | 9 | 10 | 39 | 48 | -44 | 7 | -45 | -39 | 6 | -9 | 48 | -8 | -16 | -1 | |
AUDCHF | 38 | 44 | 52 | 22 | 56 | 64 | -11 | 0 | 33 | 5 | 93 | 58 | 93 | -14 | 64 | 70 | 86 | 16 | 69 | 22 | 38 | 81 | 77 | 49 | -73 | 32 | 22 | |
GBPNZD | 36 | 46 | 21 | 6 | 44 | 55 | 77 | 94 | -65 | 5 | 20 | -57 | 24 | -22 | -7 | -34 | -36 | 41 | 0 | 50 | 21 | -8 | 1 | -65 | -40 | -28 | -45 | |
EURCHF | 34 | 38 | 39 | -1 | 67 | 73 | -15 | 17 | 12 | 93 | 20 | 50 | 98 | -7 | 78 | 65 | 82 | 51 | 80 | 50 | 60 | 82 | 86 | 48 | -67 | 46 | 28 | |
NZDCAD | 32 | 27 | 47 | 28 | 41 | 37 | -58 | -53 | 83 | 58 | -57 | 50 | 45 | 15 | 50 | 62 | 76 | -2 | 45 | -10 | 20 | 35 | 34 | 71 | -21 | 23 | 19 | |
GBPCHF | 27 | 40 | 32 | -4 | 58 | 72 | -16 | 14 | 10 | 93 | 24 | 98 | 45 | -28 | 72 | 60 | 82 | 46 | 80 | 57 | 56 | 86 | 87 | 46 | -71 | 45 | 28 | |
EURGBP | 27 | -16 | 24 | 14 | 30 | -10 | 6 | 14 | 9 | -14 | -22 | -7 | 15 | -28 | 16 | 11 | -15 | 14 | -14 | -43 | 9 | -33 | -22 | 3 | 30 | -3 | -8 | |
EURJPY | 9 | 2 | 10 | -27 | 46 | 42 | -41 | -2 | 10 | 64 | -7 | 78 | 50 | 72 | 16 | 87 | 73 | 59 | 95 | 45 | 65 | 68 | 77 | 77 | -6 | 80 | 68 | |
AUDJPY | 8 | 4 | 23 | 0 | 28 | 25 | -42 | -30 | 39 | 70 | -34 | 65 | 62 | 60 | 11 | 87 | 78 | 12 | 84 | 5 | 34 | 65 | 64 | 86 | -1 | 69 | 69 | |
NZDCHF | 5 | 12 | 19 | -7 | 30 | 37 | -60 | -42 | 48 | 86 | -36 | 82 | 76 | 82 | -15 | 73 | 78 | 20 | 78 | 26 | 42 | 87 | 83 | 82 | -45 | 59 | 53 | |
EURAUD | 4 | -2 | -17 | -55 | 48 | 45 | -15 | 46 | -44 | 16 | 41 | 51 | -2 | 46 | 14 | 59 | 12 | 20 | 55 | 84 | 75 | 30 | 51 | 15 | -11 | 48 | 23 | |
GBPJPY | 1 | 7 | 3 | -32 | 38 | 45 | -43 | -6 | 7 | 69 | 0 | 80 | 45 | 80 | -14 | 95 | 84 | 78 | 55 | 58 | 62 | 78 | 84 | 76 | -16 | 81 | 70 | |
GBPAUD | -11 | 7 | -29 | -58 | 27 | 46 | -17 | 35 | -45 | 22 | 50 | 50 | -10 | 57 | -43 | 45 | 5 | 26 | 84 | 58 | 63 | 46 | 58 | 12 | -27 | 45 | 25 | |
USDCAD | -16 | -21 | -4 | -58 | 44 | 43 | -23 | 24 | -39 | 38 | 21 | 60 | 20 | 56 | 9 | 65 | 34 | 42 | 75 | 62 | 63 | 46 | 72 | 34 | -20 | 65 | 32 | |
CADCHF | -17 | -3 | -9 | -32 | 12 | 25 | -43 | -21 | 6 | 81 | -8 | 82 | 35 | 86 | -33 | 68 | 65 | 87 | 30 | 78 | 46 | 46 | 95 | 65 | -50 | 68 | 63 | |
USDCHF | -20 | -10 | -8 | -46 | 25 | 35 | -42 | -7 | -9 | 77 | 1 | 86 | 34 | 87 | -22 | 77 | 64 | 83 | 51 | 84 | 58 | 72 | 95 | 63 | -46 | 77 | 61 | |
NZDJPY | -23 | -24 | -11 | -28 | 0 | -1 | -83 | -65 | 48 | 49 | -65 | 48 | 71 | 46 | 3 | 77 | 86 | 82 | 15 | 76 | 12 | 34 | 65 | 63 | 14 | 79 | 82 | |
CHFJPY | -44 | -58 | -50 | -30 | -52 | -66 | -25 | -29 | -8 | -73 | -40 | -67 | -21 | -71 | 30 | -6 | -1 | -45 | -11 | -16 | -27 | -20 | -50 | -46 | 14 | 21 | 36 | |
USDJPY | -53 | -53 | -45 | -72 | -10 | -9 | -64 | -29 | -16 | 32 | -28 | 46 | 23 | 45 | -3 | 80 | 69 | 59 | 48 | 81 | 45 | 65 | 68 | 77 | 79 | 21 | 93 | |
CADJPY | -58 | -56 | -54 | -62 | -34 | -32 | -69 | -48 | -1 | 22 | -45 | 28 | 19 | 28 | -8 | 68 | 69 | 53 | 23 | 70 | 25 | 32 | 63 | 61 | 82 | 36 | 93 |
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 94 | 93 | 97 | 58 | 55 | -71 | -84 | 94 | 20 | -86 | -71 | 89 | -62 | -29 | -71 | -44 | 69 | -86 | -75 | -73 | -97 | -77 | -94 | 15 | -52 | -88 | -77 | |
GBPUSD | 94 | 88 | 93 | 51 | 76 | -84 | -90 | 95 | 11 | -83 | -76 | 93 | -49 | -60 | -84 | -66 | 74 | -83 | -82 | -54 | -92 | -79 | -93 | -5 | -68 | -95 | -88 | |
AUDCAD | 93 | 88 | 98 | 53 | 53 | -71 | -90 | 94 | 30 | -92 | -74 | 94 | -64 | -30 | -80 | -51 | 75 | -96 | -86 | -83 | -90 | -78 | -91 | 5 | -64 | -92 | -85 | |
AUDUSD | 97 | 93 | 98 | 46 | 51 | -75 | -91 | 98 | 30 | -94 | -73 | 94 | -62 | -32 | -79 | -50 | 79 | -95 | -84 | -82 | -97 | -75 | -93 | 12 | -63 | -93 | -83 | |
EURCAD | 58 | 51 | 53 | 46 | 57 | -20 | -25 | 40 | -18 | -27 | -41 | 41 | -43 | -5 | -24 | -16 | 5 | -27 | -27 | -25 | -36 | -64 | -55 | -2 | -6 | -40 | -39 | |
GBPCAD | 55 | 76 | 53 | 51 | 57 | -67 | -58 | 59 | -22 | -39 | -59 | 65 | -16 | -85 | -70 | -76 | 40 | -41 | -57 | 4 | -45 | -67 | -61 | -41 | -59 | -69 | -75 | |
AUDNZD | -71 | -84 | -71 | -75 | -20 | -67 | 93 | -88 | 2 | 84 | 77 | -91 | 45 | 69 | 88 | 79 | -79 | 74 | 84 | 40 | 75 | 71 | 79 | 6 | 73 | 88 | 87 | |
EURNZD | -84 | -90 | -90 | -91 | -25 | -58 | 93 | -97 | -21 | 96 | 79 | -99 | 55 | 54 | 92 | 71 | -87 | 94 | 92 | 67 | 89 | 74 | 88 | -1 | 77 | 96 | 91 | |
NZDUSD | 94 | 95 | 94 | 98 | 40 | 59 | -88 | -97 | 21 | -96 | -79 | 99 | -60 | -46 | -87 | -62 | 83 | -94 | -89 | -72 | -96 | -78 | -94 | 7 | -70 | -96 | -89 | |
AUDCHF | 20 | 11 | 30 | 30 | -18 | -22 | 2 | -21 | 21 | -28 | 38 | 16 | 33 | 15 | -10 | 16 | 60 | -40 | -16 | -50 | -29 | 37 | 6 | 23 | -40 | -15 | -6 | |
GBPNZD | -86 | -83 | -92 | -94 | -27 | -39 | 84 | 96 | -96 | -28 | 75 | -95 | 66 | 30 | 82 | 54 | -85 | 96 | 88 | 83 | 91 | 71 | 88 | -16 | 66 | 90 | 82 | |
EURCHF | -71 | -76 | -74 | -73 | -41 | -59 | 77 | 79 | -79 | 38 | 75 | -81 | 85 | 45 | 77 | 66 | -38 | 70 | 78 | 48 | 69 | 97 | 91 | 12 | 41 | 80 | 80 | |
NZDCAD | 89 | 93 | 94 | 94 | 41 | 65 | -91 | -99 | 99 | 16 | -95 | -81 | -59 | -52 | -91 | -69 | 83 | -93 | -92 | -68 | -90 | -81 | -92 | 0 | -74 | -97 | -93 | |
GBPCHF | -62 | -49 | -64 | -62 | -43 | -16 | 45 | 55 | -60 | 33 | 66 | 85 | -59 | -9 | 44 | 24 | -15 | 58 | 56 | 65 | 58 | 84 | 78 | -16 | 5 | 55 | 49 | |
EURGBP | -29 | -60 | -30 | -32 | -5 | -85 | 69 | 54 | -46 | 15 | 30 | 45 | -52 | -9 | 70 | 82 | -46 | 33 | 52 | -21 | 32 | 40 | 39 | 49 | 68 | 58 | 67 | |
EURJPY | -71 | -84 | -80 | -79 | -24 | -70 | 88 | 92 | -87 | -10 | 82 | 77 | -91 | 44 | 70 | 91 | -76 | 83 | 98 | 48 | 74 | 72 | 79 | 39 | 90 | 96 | 99 | |
AUDJPY | -44 | -66 | -51 | -50 | -16 | -76 | 79 | 71 | -62 | 16 | 54 | 66 | -69 | 24 | 82 | 91 | -54 | 53 | 83 | 10 | 46 | 60 | 58 | 65 | 85 | 79 | 89 | |
NZDCHF | 69 | 74 | 75 | 79 | 5 | 40 | -79 | -87 | 83 | 60 | -85 | -38 | 83 | -15 | -46 | -76 | -54 | -84 | -77 | -62 | -78 | -34 | -60 | 10 | -83 | -79 | -73 | |
EURAUD | -86 | -83 | -96 | -95 | -27 | -41 | 74 | 94 | -94 | -40 | 96 | 70 | -93 | 58 | 33 | 83 | 53 | -84 | 89 | 86 | 90 | 67 | 85 | -6 | 71 | 91 | 83 | |
GBPJPY | -75 | -82 | -86 | -84 | -27 | -57 | 84 | 92 | -89 | -16 | 88 | 78 | -92 | 56 | 52 | 98 | 83 | -77 | 89 | 64 | 78 | 73 | 82 | 32 | 86 | 96 | 97 | |
GBPAUD | -73 | -54 | -83 | -82 | -25 | 4 | 40 | 67 | -72 | -50 | 83 | 48 | -68 | 65 | -21 | 48 | 10 | -62 | 86 | 64 | 76 | 48 | 67 | -33 | 36 | 62 | 50 | |
USDCAD | -97 | -92 | -90 | -97 | -36 | -45 | 75 | 89 | -96 | -29 | 91 | 69 | -90 | 58 | 32 | 74 | 46 | -78 | 90 | 78 | 76 | 69 | 91 | -18 | 58 | 89 | 76 | |
CADCHF | -77 | -79 | -78 | -75 | -64 | -67 | 71 | 74 | -78 | 37 | 71 | 97 | -81 | 84 | 40 | 72 | 60 | -34 | 67 | 73 | 48 | 69 | 93 | 10 | 36 | 80 | 79 | |
USDCHF | -94 | -93 | -91 | -93 | -55 | -61 | 79 | 88 | -94 | 6 | 88 | 91 | -92 | 78 | 39 | 79 | 58 | -60 | 85 | 82 | 67 | 91 | 93 | -4 | 51 | 92 | 84 | |
NZDJPY | 15 | -5 | 5 | 12 | -2 | -41 | 6 | -1 | 7 | 23 | -16 | 12 | 0 | -16 | 49 | 39 | 65 | 10 | -6 | 32 | -33 | -18 | 10 | -4 | 48 | 20 | 38 | |
CHFJPY | -52 | -68 | -64 | -63 | -6 | -59 | 73 | 77 | -70 | -40 | 66 | 41 | -74 | 5 | 68 | 90 | 85 | -83 | 71 | 86 | 36 | 58 | 36 | 51 | 48 | 81 | 86 | |
USDJPY | -88 | -95 | -92 | -93 | -40 | -69 | 88 | 96 | -96 | -15 | 90 | 80 | -97 | 55 | 58 | 96 | 79 | -79 | 91 | 96 | 62 | 89 | 80 | 92 | 20 | 81 | 97 | |
CADJPY | -77 | -88 | -85 | -83 | -39 | -75 | 87 | 91 | -89 | -6 | 82 | 80 | -93 | 49 | 67 | 99 | 89 | -73 | 83 | 97 | 50 | 76 | 79 | 84 | 38 | 86 | 97 |
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 93 | 87 | 91 | 45 | 36 | 27 | -71 | 92 | 24 | -82 | -43 | 87 | -47 | 30 | -62 | -29 | 21 | -71 | -72 | -80 | -73 | -51 | -82 | -35 | -31 | -83 | -80 | |
GBPUSD | 93 | 84 | 93 | 24 | 34 | 27 | -82 | 94 | 39 | -80 | -35 | 84 | -29 | -8 | -79 | -52 | 37 | -81 | -81 | -78 | -81 | -36 | -73 | -54 | -51 | -92 | -88 | |
AUDCAD | 87 | 84 | 93 | 46 | 46 | 44 | -81 | 91 | 35 | -87 | -45 | 96 | -44 | 16 | -72 | -29 | 27 | -85 | -79 | -90 | -58 | -53 | -76 | -42 | -38 | -85 | -90 | |
AUDUSD | 91 | 93 | 93 | 18 | 18 | 43 | -91 | 99 | 49 | -94 | -37 | 89 | -34 | 5 | -85 | -46 | 44 | -94 | -91 | -96 | -84 | -35 | -73 | -56 | -56 | -96 | -93 | |
EURCAD | 45 | 24 | 46 | 18 | 85 | -1 | 7 | 19 | -39 | -13 | -41 | 51 | -52 | 58 | 21 | 37 | -45 | 7 | 10 | -10 | 29 | -74 | -51 | 33 | 44 | -2 | -19 | |
GBPCAD | 36 | 34 | 46 | 18 | 85 | -3 | -4 | 20 | -26 | -6 | -34 | 52 | -32 | 7 | 3 | 10 | -29 | -2 | 2 | -4 | 27 | -63 | -41 | 11 | 23 | -12 | -31 | |
AUDNZD | 27 | 27 | 44 | 43 | -1 | -3 | -22 | 27 | 60 | -24 | 22 | 19 | 18 | 5 | -42 | -17 | 40 | -50 | -46 | -52 | -29 | 17 | 0 | -55 | -52 | -41 | -42 | |
EURNZD | -71 | -82 | -81 | -91 | 7 | -4 | -22 | -93 | -49 | 94 | 38 | -82 | 28 | 20 | 90 | 55 | -50 | 95 | 91 | 90 | 82 | 24 | 62 | 56 | 60 | 92 | 88 | |
NZDUSD | 92 | 94 | 91 | 99 | 19 | 20 | 27 | -93 | 40 | -96 | -43 | 91 | -40 | 4 | -83 | -46 | 39 | -91 | -88 | -92 | -84 | -40 | -77 | -49 | -50 | -95 | -91 | |
AUDCHF | 24 | 39 | 35 | 49 | -39 | -26 | 60 | -49 | 40 | -38 | 59 | 20 | 62 | -33 | -62 | -44 | 97 | -62 | -58 | -52 | -56 | 61 | 25 | -63 | -93 | -54 | -47 | |
GBPNZD | -82 | -80 | -87 | -94 | -13 | -6 | -24 | 94 | -96 | -38 | 47 | -88 | 46 | -15 | 79 | 37 | -37 | 91 | 86 | 95 | 78 | 40 | 74 | 41 | 43 | 88 | 84 | |
EURCHF | -43 | -35 | -45 | -37 | -41 | -34 | 22 | 38 | -43 | 59 | 47 | -56 | 96 | -25 | 19 | 1 | 61 | 26 | 25 | 34 | 15 | 92 | 87 | -9 | -44 | 30 | 35 | |
NZDCAD | 87 | 84 | 96 | 89 | 51 | 52 | 19 | -82 | 91 | 20 | -88 | -56 | -54 | 16 | -66 | -27 | 17 | -78 | -73 | -83 | -54 | -64 | -83 | -29 | -26 | -81 | -86 | |
GBPCHF | -47 | -29 | -44 | -34 | -52 | -32 | 18 | 28 | -40 | 62 | 46 | 96 | -54 | -50 | 7 | -14 | 66 | 19 | 18 | 35 | 10 | 94 | 87 | -21 | -52 | 23 | 28 | |
EURGBP | 30 | -8 | 16 | 5 | 58 | 7 | 5 | 20 | 4 | -33 | -15 | -25 | 16 | -50 | 35 | 54 | -40 | 16 | 15 | -15 | 12 | -44 | -32 | 45 | 47 | 13 | 12 | |
EURJPY | -62 | -79 | -72 | -85 | 21 | 3 | -42 | 90 | -83 | -62 | 79 | 19 | -66 | 7 | 35 | 82 | -60 | 93 | 98 | 82 | 82 | 4 | 45 | 86 | 80 | 95 | 92 | |
AUDJPY | -29 | -52 | -29 | -46 | 37 | 10 | -17 | 55 | -46 | -44 | 37 | 1 | -27 | -14 | 54 | 82 | -47 | 54 | 74 | 37 | 59 | -16 | 16 | 92 | 75 | 69 | 67 | |
NZDCHF | 21 | 37 | 27 | 44 | -45 | -29 | 40 | -50 | 39 | 97 | -37 | 61 | 17 | 66 | -40 | -60 | -47 | -57 | -54 | -45 | -56 | 65 | 28 | -57 | -92 | -51 | -42 | |
EURAUD | -71 | -81 | -85 | -94 | 7 | -2 | -50 | 95 | -91 | -62 | 91 | 26 | -78 | 19 | 16 | 93 | 54 | -57 | 94 | 95 | 81 | 16 | 55 | 66 | 69 | 94 | 90 | |
GBPJPY | -72 | -81 | -79 | -91 | 10 | 2 | -46 | 91 | -88 | -58 | 86 | 25 | -73 | 18 | 15 | 98 | 74 | -54 | 94 | 90 | 84 | 14 | 55 | 81 | 75 | 98 | 95 | |
GBPAUD | -80 | -78 | -90 | -96 | -10 | -4 | -52 | 90 | -92 | -52 | 95 | 34 | -83 | 35 | -15 | 82 | 37 | -45 | 95 | 90 | 78 | 30 | 65 | 52 | 54 | 90 | 87 | |
USDCAD | -73 | -81 | -58 | -84 | 29 | 27 | -29 | 82 | -84 | -56 | 78 | 15 | -54 | 10 | 12 | 82 | 59 | -56 | 81 | 84 | 78 | -2 | 48 | 62 | 67 | 87 | 71 | |
CADCHF | -51 | -36 | -53 | -35 | -74 | -63 | 17 | 24 | -40 | 61 | 40 | 92 | -64 | 94 | -44 | 4 | -16 | 65 | 16 | 14 | 30 | -2 | 87 | -22 | -52 | 23 | 34 | |
USDCHF | -82 | -73 | -76 | -73 | -51 | -41 | 0 | 62 | -77 | 25 | 74 | 87 | -83 | 87 | -32 | 45 | 16 | 28 | 55 | 55 | 65 | 48 | 87 | 12 | -12 | 64 | 65 | |
NZDJPY | -35 | -54 | -42 | -56 | 33 | 11 | -55 | 56 | -49 | -63 | 41 | -9 | -29 | -21 | 45 | 86 | 92 | -57 | 66 | 81 | 52 | 62 | -22 | 12 | 85 | 75 | 74 | |
CHFJPY | -31 | -51 | -38 | -56 | 44 | 23 | -52 | 60 | -50 | -93 | 43 | -44 | -26 | -52 | 47 | 80 | 75 | -92 | 69 | 75 | 54 | 67 | -52 | -12 | 85 | 69 | 63 | |
USDJPY | -83 | -92 | -85 | -96 | -2 | -12 | -41 | 92 | -95 | -54 | 88 | 30 | -81 | 23 | 13 | 95 | 69 | -51 | 94 | 98 | 90 | 87 | 23 | 64 | 75 | 69 | 97 | |
CADJPY | -80 | -88 | -90 | -93 | -19 | -31 | -42 | 88 | -91 | -47 | 84 | 35 | -86 | 28 | 12 | 92 | 67 | -42 | 90 | 95 | 87 | 71 | 34 | 65 | 74 | 63 | 97 |
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 98 | 64 | 81 | 15 | 31 | 35 | -60 | 88 | 84 | -57 | 87 | 66 | 91 | -53 | -61 | -56 | 91 | -55 | -59 | -52 | -75 | 67 | 17 | -52 | -81 | -80 | -70 | |
GBPUSD | 98 | 73 | 86 | 17 | 37 | 38 | -69 | 92 | 86 | -64 | 81 | 76 | 89 | -69 | -67 | -55 | 92 | -63 | -63 | -58 | -72 | 61 | 8 | -53 | -83 | -83 | -76 | |
AUDCAD | 64 | 73 | 90 | 18 | 40 | 73 | -87 | 85 | 80 | -82 | 36 | 93 | 49 | -78 | -83 | -49 | 73 | -89 | -79 | -85 | -43 | 22 | -31 | -65 | -76 | -84 | -93 | |
AUDUSD | 81 | 86 | 90 | -14 | 9 | 75 | -93 | 98 | 97 | -91 | 61 | 78 | 70 | -70 | -93 | -65 | 92 | -94 | -90 | -91 | -79 | 60 | -7 | -77 | -94 | -97 | -92 | |
EURCAD | 15 | 17 | 18 | -14 | 95 | -33 | 24 | -7 | -20 | 35 | 2 | 41 | 5 | -17 | 31 | 25 | -13 | 30 | 36 | 36 | 54 | -51 | -21 | 31 | 22 | 19 | -2 | |
GBPCAD | 31 | 37 | 40 | 9 | 95 | -18 | -2 | 17 | 2 | 11 | 11 | 63 | 19 | -47 | 9 | 13 | 8 | 6 | 16 | 15 | 37 | -41 | -28 | 17 | 3 | -3 | -24 | |
AUDNZD | 35 | 38 | 73 | 75 | -33 | -18 | -68 | 59 | 73 | -71 | 26 | 43 | 31 | -36 | -86 | -63 | 55 | -86 | -88 | -89 | -51 | 39 | -4 | -87 | -75 | -77 | -79 | |
EURNZD | -60 | -69 | -87 | -93 | 24 | -2 | -68 | -91 | -84 | 98 | -34 | -79 | -47 | 77 | 88 | 50 | -80 | 96 | 85 | 93 | 68 | -43 | 26 | 63 | 80 | 87 | 84 | |
NZDUSD | 88 | 92 | 85 | 98 | -7 | 17 | 59 | -91 | 94 | -89 | 66 | 81 | 76 | -74 | -85 | -59 | 95 | -86 | -81 | -82 | -80 | 60 | -7 | -65 | -90 | -94 | -87 | |
AUDCHF | 84 | 86 | 80 | 97 | -20 | 2 | 73 | -84 | 94 | -84 | 76 | 67 | 83 | -62 | -90 | -71 | 97 | -87 | -89 | -86 | -85 | 76 | 19 | -79 | -98 | -96 | -88 | |
GBPNZD | -57 | -64 | -82 | -91 | 35 | 11 | -71 | 98 | -89 | -84 | -33 | -71 | -44 | 65 | 89 | 51 | -78 | 96 | 87 | 95 | 72 | -47 | 24 | 66 | 80 | 87 | 81 | |
EURCHF | 87 | 81 | 36 | 61 | 2 | 11 | 26 | -34 | 66 | 76 | -33 | 34 | 98 | -28 | -46 | -56 | 84 | -34 | -46 | -32 | -73 | 85 | 63 | -48 | -75 | -64 | -50 | |
NZDCAD | 66 | 76 | 93 | 78 | 41 | 63 | 43 | -79 | 81 | 67 | -71 | 34 | 48 | -84 | -63 | -31 | 67 | -71 | -57 | -64 | -30 | 8 | -38 | -40 | -61 | -70 | -81 | |
GBPCHF | 91 | 89 | 49 | 70 | 5 | 19 | 31 | -47 | 76 | 83 | -44 | 98 | 48 | -46 | -55 | -58 | 90 | -45 | -53 | -41 | -75 | 82 | 52 | -52 | -81 | -72 | -60 | |
EURGBP | -53 | -69 | -78 | -70 | -17 | -47 | -36 | 77 | -74 | -62 | 65 | -28 | -84 | -46 | 60 | 30 | -63 | 68 | 52 | 57 | 34 | -15 | 28 | 36 | 56 | 63 | 69 | |
EURJPY | -61 | -67 | -83 | -93 | 31 | 9 | -86 | 88 | -85 | -90 | 89 | -46 | -63 | -55 | 60 | 82 | -81 | 95 | 100 | 95 | 73 | -57 | 4 | 93 | 93 | 97 | 94 | |
AUDJPY | -56 | -55 | -49 | -65 | 25 | 13 | -63 | 50 | -59 | -71 | 51 | -56 | -31 | -58 | 30 | 82 | -65 | 59 | 84 | 61 | 64 | -62 | -25 | 93 | 84 | 81 | 77 | |
NZDCHF | 91 | 92 | 73 | 92 | -13 | 8 | 55 | -80 | 95 | 97 | -78 | 84 | 67 | 90 | -63 | -81 | -65 | -77 | -78 | -74 | -86 | 79 | 25 | -67 | -94 | -91 | -80 | |
EURAUD | -55 | -63 | -89 | -94 | 30 | 6 | -86 | 96 | -86 | -87 | 96 | -34 | -71 | -45 | 68 | 95 | 59 | -77 | 93 | 99 | 67 | -45 | 20 | 78 | 84 | 91 | 89 | |
GBPJPY | -59 | -63 | -79 | -90 | 36 | 16 | -88 | 85 | -81 | -89 | 87 | -46 | -57 | -53 | 52 | 100 | 84 | -78 | 93 | 94 | 74 | -58 | 1 | 95 | 93 | 95 | 92 | |
GBPAUD | -52 | -58 | -85 | -91 | 36 | 15 | -89 | 93 | -82 | -86 | 95 | -32 | -64 | -41 | 57 | 95 | 61 | -74 | 99 | 94 | 68 | -47 | 17 | 80 | 84 | 89 | 87 | |
USDCAD | -75 | -72 | -43 | -79 | 54 | 37 | -51 | 68 | -80 | -85 | 72 | -73 | -30 | -75 | 34 | 73 | 64 | -86 | 67 | 74 | 68 | -91 | -29 | 65 | 84 | 81 | 58 | |
CADCHF | 67 | 61 | 22 | 60 | -51 | -41 | 39 | -43 | 60 | 76 | -47 | 85 | 8 | 82 | -15 | -57 | -62 | 79 | -45 | -58 | -47 | -91 | 65 | -58 | -77 | -65 | -42 | |
USDCHF | 17 | 8 | -31 | -7 | -21 | -28 | -4 | 26 | -7 | 19 | 24 | 63 | -38 | 52 | 28 | 4 | -25 | 25 | 20 | 1 | 17 | -29 | 65 | -14 | -22 | -2 | 12 | |
NZDJPY | -52 | -53 | -65 | -77 | 31 | 17 | -87 | 63 | -65 | -79 | 66 | -48 | -40 | -52 | 36 | 93 | 93 | -67 | 78 | 95 | 80 | 65 | -58 | -14 | 88 | 88 | 86 | |
CHFJPY | -81 | -83 | -76 | -94 | 22 | 3 | -75 | 80 | -90 | -98 | 80 | -75 | -61 | -81 | 56 | 93 | 84 | -94 | 84 | 93 | 84 | 84 | -77 | -22 | 88 | 98 | 90 | |
USDJPY | -80 | -83 | -84 | -97 | 19 | -3 | -77 | 87 | -94 | -96 | 87 | -64 | -70 | -72 | 63 | 97 | 81 | -91 | 91 | 95 | 89 | 81 | -65 | -2 | 88 | 98 | 95 | |
CADJPY | -70 | -76 | -93 | -92 | -2 | -24 | -79 | 84 | -87 | -88 | 81 | -50 | -81 | -60 | 69 | 94 | 77 | -80 | 89 | 92 | 87 | 58 | -42 | 12 | 86 | 90 | 95 |
EURUSD | GBPUSD | AUDCAD | AUDUSD | EURCAD | GBPCAD | AUDNZD | EURNZD | NZDUSD | AUDCHF | GBPNZD | EURCHF | NZDCAD | GBPCHF | EURGBP | EURJPY | AUDJPY | NZDCHF | EURAUD | GBPJPY | GBPAUD | USDCAD | CADCHF | USDCHF | NZDJPY | CHFJPY | USDJPY | CADJPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
EURUSD | 96 | 81 | 81 | 73 | 80 | -72 | -57 | 83 | 28 | -15 | 0 | 85 | 47 | -81 | 4 | 39 | 44 | -41 | 57 | 29 | 49 | -64 | -60 | 56 | 2 | -72 | -79 | |
GBPUSD | 96 | 87 | 87 | 75 | 85 | -78 | -68 | 88 | 36 | -20 | -1 | 91 | 54 | -95 | 5 | 52 | 52 | -54 | 68 | 27 | 52 | -65 | -58 | 67 | 3 | -67 | -80 | |
AUDCAD | 81 | 87 | 73 | 93 | 97 | -57 | -53 | 72 | 19 | -7 | -13 | 99 | 38 | -84 | 28 | 60 | 33 | -43 | 77 | 29 | 83 | -87 | -59 | 66 | 28 | -40 | -92 | |
AUDUSD | 81 | 87 | 73 | 46 | 59 | -79 | -92 | 99 | 55 | -63 | -4 | 78 | 45 | -85 | -15 | 67 | 67 | -86 | 47 | -24 | 22 | -42 | -53 | 79 | -5 | -71 | -56 | |
EURCAD | 73 | 75 | 93 | 46 | 98 | -38 | -20 | 45 | -4 | 28 | -11 | 90 | 30 | -68 | 42 | 38 | 9 | -8 | 76 | 58 | 95 | -92 | -53 | 42 | 35 | -25 | -94 | |
GBPCAD | 80 | 85 | 97 | 59 | 98 | -50 | -35 | 59 | 8 | 16 | -9 | 95 | 39 | -80 | 35 | 46 | 22 | -22 | 79 | 52 | 90 | -90 | -56 | 53 | 29 | -35 | -95 | |
AUDNZD | -72 | -78 | -57 | -79 | -38 | -50 | 82 | -88 | -60 | 56 | -22 | -67 | -62 | 77 | 1 | -55 | -76 | 62 | -51 | 3 | -16 | 24 | 26 | -77 | 20 | 55 | 42 | |
EURNZD | -57 | -68 | -53 | -92 | -20 | -35 | 82 | -93 | -68 | 83 | -3 | -61 | -45 | 74 | 20 | -72 | -78 | 96 | -36 | 47 | 0 | 17 | 32 | -83 | 14 | 56 | 29 | |
NZDUSD | 83 | 88 | 72 | 99 | 45 | 59 | -88 | -93 | 59 | -64 | 3 | 79 | 51 | -86 | -12 | 66 | 73 | -83 | 50 | -19 | 21 | -39 | -48 | 81 | -9 | -70 | -54 | |
AUDCHF | 28 | 36 | 19 | 55 | -4 | 8 | -60 | -68 | 59 | -63 | 73 | 28 | 84 | -42 | -13 | 47 | 97 | -62 | 20 | -37 | -17 | 32 | 41 | 58 | -69 | -29 | 0 | |
GBPNZD | -15 | -20 | -7 | -63 | 28 | 16 | 56 | 83 | -64 | -63 | -5 | -15 | -18 | 25 | 32 | -54 | -66 | 87 | 7 | 84 | 42 | -26 | 5 | -60 | 24 | 34 | -18 | |
EURCHF | 0 | -1 | -13 | -4 | -11 | -9 | -22 | -3 | 3 | 73 | -5 | -8 | 82 | 1 | 7 | -1 | 65 | 8 | 5 | 8 | -15 | 50 | 80 | 8 | -80 | 5 | 15 | |
NZDCAD | 85 | 91 | 99 | 78 | 90 | 95 | -67 | -61 | 79 | 28 | -15 | -8 | 44 | -88 | 25 | 63 | 42 | -49 | 77 | 26 | 77 | -82 | -57 | 72 | 22 | -45 | -89 | |
GBPCHF | 47 | 54 | 38 | 45 | 30 | 39 | -62 | -45 | 51 | 84 | -18 | 82 | 44 | -57 | 9 | 34 | 86 | -29 | 45 | 19 | 17 | 7 | 37 | 48 | -63 | -28 | -29 | |
EURGBP | -81 | -95 | -84 | -85 | -68 | -80 | 77 | 74 | -86 | -42 | 25 | 1 | -88 | -57 | -5 | -60 | -56 | 63 | -71 | -21 | -50 | 60 | 50 | -73 | -4 | 57 | 72 | |
EURJPY | 4 | 5 | 28 | -15 | 42 | 35 | 1 | 20 | -12 | -13 | 32 | 7 | 25 | 9 | -5 | 50 | -9 | 27 | 73 | 38 | 52 | -34 | 3 | 38 | 55 | 67 | -9 | |
AUDJPY | 39 | 52 | 60 | 67 | 38 | 46 | -55 | -72 | 66 | 47 | -54 | -1 | 63 | 34 | -60 | 50 | 54 | -70 | 75 | -28 | 31 | -34 | -25 | 96 | 31 | 5 | -23 | |
NZDCHF | 44 | 52 | 33 | 67 | 9 | 22 | -76 | -78 | 73 | 97 | -66 | 65 | 42 | 86 | -56 | -9 | 54 | -68 | 32 | -30 | -8 | 18 | 26 | 69 | -60 | -39 | -13 | |
EURAUD | -41 | -54 | -43 | -86 | -8 | -22 | 62 | 96 | -83 | -62 | 87 | 8 | -49 | -29 | 63 | 27 | -70 | -68 | -23 | 63 | 9 | 10 | 31 | -75 | 10 | 49 | 18 | |
GBPJPY | 57 | 68 | 77 | 47 | 76 | 79 | -51 | -36 | 50 | 20 | 7 | 5 | 77 | 45 | -71 | 73 | 75 | 32 | -23 | 42 | 71 | -64 | -31 | 76 | 41 | 9 | -56 | |
GBPAUD | 29 | 27 | 29 | -24 | 58 | 52 | 3 | 47 | -19 | -37 | 84 | 8 | 26 | 19 | -21 | 38 | -28 | -30 | 63 | 42 | 61 | -47 | -11 | -22 | 17 | 6 | -49 | |
USDCAD | 49 | 52 | 83 | 22 | 95 | 90 | -16 | 0 | 21 | -17 | 42 | -15 | 77 | 17 | -50 | 52 | 31 | -8 | 9 | 71 | 61 | -89 | -41 | 29 | 44 | 0 | -86 | |
CADCHF | -64 | -65 | -87 | -42 | -92 | -90 | 24 | 17 | -39 | 32 | -26 | 50 | -82 | 7 | 60 | -34 | -34 | 18 | 10 | -64 | -47 | -89 | 78 | -34 | -62 | 24 | 89 | |
USDCHF | -60 | -58 | -59 | -53 | -53 | -56 | 26 | 32 | -48 | 41 | 5 | 80 | -57 | 37 | 50 | 3 | -25 | 26 | 31 | -31 | -11 | -41 | 78 | -28 | -65 | 48 | 60 | |
NZDJPY | 56 | 67 | 66 | 79 | 42 | 53 | -77 | -83 | 81 | 58 | -60 | 8 | 72 | 48 | -73 | 38 | 96 | 69 | -75 | 76 | -22 | 29 | -34 | -28 | 17 | -15 | -33 | |
CHFJPY | 2 | 3 | 28 | -5 | 35 | 29 | 20 | 14 | -9 | -69 | 24 | -80 | 22 | -63 | -4 | 55 | 31 | -60 | 10 | 41 | 17 | 44 | -62 | -65 | 17 | 36 | -19 | |
USDJPY | -72 | -67 | -40 | -71 | -25 | -35 | 55 | 56 | -70 | -29 | 34 | 5 | -45 | -28 | 57 | 67 | 5 | -39 | 49 | 9 | 6 | 0 | 24 | 48 | -15 | 36 | 52 | |
CADJPY | -79 | -80 | -92 | -56 | -94 | -95 | 42 | 29 | -54 | 0 | -18 | 15 | -89 | -29 | 72 | -9 | -23 | -13 | 18 | -56 | -49 | -86 | 89 | 60 | -33 | -19 | 52 |
Corrélation
La corrélation des devises permet de mieux évaluer le risque d'un ensemble de positions. La corrélation mesure le lien existant entre deux paires de devises. Par exemple elle permet de savoir si deux paires de devises vont bouger de façon similaire ou non.
Deux devises corrélées auront un coefficient proche de 100 si elles évoluent dans la même direction et de -100 si elles évoluent dans des directions opposées. Une corrélation proche de 0 montre que les mouvements de deux paires de devises ne sont pas liés.
Comment est-ce calculé ?
Le calcul de la corrélation sur ce site utilise la formule standard dite du "Coefficient de corrélation de Pearson". La longueur des séries est donnée par le champ "Num Period". Pour en savoir plus sur le calcul vous pouvez visiter la page Wikipedia: http://en.wikipedia.org/wiki/Correlation_and_dependence
Comment utiliser les données ?
Gestion des risques
Il peut être important de savoir si les positions ouvertes d'un portefeuille sont corrélées. Si vous avez des trades ouverts sur 3 paires de devises fortement corrélées (par exemple EURUSD, USDCHF et USDNOK) vous devez anticiper le fait que si une des positions atteint son stop loss alors les deux autres ont une grande probabilité d'être aussi perdantes. Dans ce cas il est important d'ajuster la taille des positions pour éviter une sévère perte.
Modification du marché
Une modification de la corrélation, principalement sur le long terme, peut montrer que le marché connait une évolution. Par exemple si EURUSD et GBPUSD sont fortement corrélés pendant plusieurs mois puis se décorrèlent cela peut être un signe que le sentiment du marché sur EUR et/ou GBP est en train d'évoluer, on peut assister à un début ou une fin de tendance sur une des deux devises.
Outils de trading
L'indice des devises représente l'évolution d'une monnaie par rapport à l'ensemble du forex. L'indice est calculé en faisant la moyenne des variations d'une devise par rapport aux autres. Représenté sous forme graphique il permet de visualiser facilement les tendances individuelles de chaque devise.