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
54.8
35
77.9
8.9
-12.1
-48.6
12.3
AUDUSD
EURJPY54.8
100
-2.8
48.9
44.6
-55.5
-32.3
-28.3
EURJPY
EURUSD35
-2.8
100
28.8
-28.6
24.4
-56.2
-25
EURUSD
GBPUSD77.9
48.9
28.8
100
-14.6
-24.6
-69.4
28.8
GBPUSD
NZDUSD8.9
44.6
-28.6
-14.6
100
-12.3
26.9
-9.8
NZDUSD
USDCAD-12.1
-55.5
24.4
-24.6
-12.3
100
16.6
23.7
USDCAD
USDCHF-48.6
-32.3
-56.2
-69.4
26.9
16.6
100
13.4
USDCHF
USDJPY12.3
-28.3
-25
28.8
-9.8
23.7
13.4
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
71.4
-40.7
63.3
81.8
18.4
-22.9
74
AUDUSD
EURJPY71.4
100
-11.1
61.3
36.4
5.6
7.6
71.1
EURJPY
EURUSD-40.7
-11.1
100
-14.3
-37.4
-42.3
-36.7
-77.8
EURUSD
GBPUSD63.3
61.3
-14.3
100
61.7
28.8
-40.7
48.9
GBPUSD
NZDUSD81.8
36.4
-37.4
61.7
100
41.3
-51.4
49.6
NZDUSD
USDCAD18.4
5.6
-42.3
28.8
41.3
100
-16.7
33.5
USDCAD
USDCHF-22.9
7.6
-36.7
-40.7
-51.4
-16.7
100
30.7
USDCHF
USDJPY74
71.1
-77.8
48.9
49.6
33.5
30.7
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
15.8
-16.9
40.1
87.7
-90.7
-47.2
31.7
AUDUSD
EURJPY15.8
100
54.6
60.5
23.5
-5.6
-0.9
14.5
EURJPY
EURUSD-16.9
54.6
100
26
0.8
6
-47.7
-75
EURUSD
GBPUSD40.1
60.5
26
100
38.9
-24.4
-30.5
17.6
GBPUSD
NZDUSD87.7
23.5
0.8
38.9
100
-88.4
-57.3
16.7
NZDUSD
USDCAD-90.7
-5.6
6
-24.4
-88.4
100
65.2
-10.5
USDCAD
USDCHF-47.2
-0.9
-47.7
-30.5
-57.3
65.2
100
56.1
USDCHF
USDJPY31.7
14.5
-75
17.6
16.7
-10.5
56.1
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
46.4
88.7
51.7
84.3
-96.5
5.5
-83.1
AUDUSD
EURJPY46.4
100
72.6
58
21.9
-55.4
20.5
-5.7
EURJPY
EURUSD88.7
72.6
100
73
62
-88.4
12
-72.7
EURUSD
GBPUSD51.7
58
73
100
5.8
-53
-1.9
-46
GBPUSD
NZDUSD84.3
21.9
62
5.8
100
-82.6
8.6
-70.3
NZDUSD
USDCAD-96.5
-55.4
-88.4
-53
-82.6
100
-7.9
73.7
USDCAD
USDCHF5.5
20.5
12
-1.9
8.6
-7.9
100
3.4
USDCHF
USDJPY-83.1
-5.7
-72.7
-46
-70.3
73.7
3.4
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY