Forex Correlación

Táboa de Correlations

As táboas seguintes representan a correlación entre as paridade diferentes do mercado de cambio. O coeficiente de correlación destaca a semellanza entre os movementos entre as dúas paridade.

  • Se a correlación é alta e positiva, entón as moedas están movendo na mesma forma.
  • Se a correlación é alta e negativa, a continuación, as moedas están movendo na dirección oposta.
  • Se a correlación é baixa, as moedas non se moven da mesma maneira.
Num.periods

5min correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
28.9
5.2
18
27.5
-37
27.4
-35.4
AUDUSD
EURJPY28.9
100
43.1
62.7
-10.6
-40.5
-32.9
10.1
EURJPY
EURUSD5.2
43.1
100
80.6
-24.9
-69.1
11.6
-11.9
EURUSD
GBPUSD18
62.7
80.6
100
-3.3
-76.3
12.9
-13
GBPUSD
NZDUSD27.5
-10.6
-24.9
-3.3
100
-2.7
43.1
-4.2
NZDUSD
USDCAD-37
-40.5
-69.1
-76.3
-2.7
100
-23.8
35.2
USDCAD
USDCHF27.4
-32.9
11.6
12.9
43.1
-23.8
100
-12.7
USDCHF
USDJPY-35.4
10.1
-11.9
-13
-4.2
35.2
-12.7
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
56.5
60.9
19.9
86.7
-96.4
-44.5
-54.5
AUDUSD
EURJPY56.5
100
95.9
41.2
66.7
-45.7
-83.7
-64.6
EURJPY
EURUSD60.9
95.9
100
53.5
76.4
-49.9
-91.9
-83.5
EURUSD
GBPUSD19.9
41.2
53.5
100
42
-17
-60.8
-64.3
GBPUSD
NZDUSD86.7
66.7
76.4
42
100
-77.7
-71.6
-76.4
NZDUSD
USDCAD-96.4
-45.7
-49.9
-17
-77.7
100
31.8
46
USDCAD
USDCHF-44.5
-83.7
-91.9
-60.8
-71.6
31.8
100
85.3
USDCHF
USDJPY-54.5
-64.6
-83.5
-64.3
-76.4
46
85.3
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
58.1
64.4
23.6
55.8
-86.3
-80.1
-60.1
AUDUSD
EURJPY58.1
100
95.7
80.8
22.6
-70.7
-75.2
-62.4
EURJPY
EURUSD64.4
95.7
100
73
18.7
-72.8
-85.7
-82.4
EURUSD
GBPUSD23.6
80.8
73
100
21.6
-47.7
-35.1
-38.9
GBPUSD
NZDUSD55.8
22.6
18.7
21.6
100
-60.8
-13.9
-7.3
NZDUSD
USDCAD-86.3
-70.7
-72.8
-47.7
-60.8
100
72
58
USDCAD
USDCHF-80.1
-75.2
-85.7
-35.1
-13.9
72
100
83.7
USDCHF
USDJPY-60.1
-62.4
-82.4
-38.9
-7.3
58
83.7
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
22.3
96.8
95.7
94.6
-96.1
-60
-94.2
AUDUSD
EURJPY22.3
100
37.8
18.4
17.1
-43.4
21.2
5.5
EURJPY
EURUSD96.8
37.8
100
96.3
93.2
-96.9
-56.8
-90.3
EURUSD
GBPUSD95.7
18.4
96.3
100
95.3
-91.6
-63.9
-95
GBPUSD
NZDUSD94.6
17.1
93.2
95.3
100
-88.8
-65.6
-91.7
NZDUSD
USDCAD-96.1
-43.4
-96.9
-91.6
-88.8
100
44.8
84.9
USDCAD
USDCHF-60
21.2
-56.8
-63.9
-65.6
44.8
100
70.4
USDCHF
USDJPY-94.2
5.5
-90.3
-95
-91.7
84.9
70.4
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY