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
91.8
64.2
48.2
90.2
-87.8
-78.8
15
AUDUSD
EURJPY91.8
100
77.3
59.9
92.5
-94.5
-71.4
11.3
EURJPY
EURUSD64.2
77.3
100
69.8
83.2
-78.6
-40.7
-13.4
EURUSD
GBPUSD48.2
59.9
69.8
100
57.1
-60.8
-56.1
-41
GBPUSD
NZDUSD90.2
92.5
83.2
57.1
100
-91
-63.2
8.3
NZDUSD
USDCAD-87.8
-94.5
-78.6
-60.8
-91
100
71.2
3.8
USDCAD
USDCHF-78.8
-71.4
-40.7
-56.1
-63.2
71.2
100
6.4
USDCHF
USDJPY15
11.3
-13.4
-41
8.3
3.8
6.4
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
40.2
60.9
59.9
64.4
-25.5
-24.2
-73.3
AUDUSD
EURJPY40.2
100
92.6
45.5
33.3
-5.5
-63
-38.7
EURJPY
EURUSD60.9
92.6
100
55.5
43.7
-6.6
-72
-70.7
EURUSD
GBPUSD59.9
45.5
55.5
100
43.1
-9.5
-16.3
-49.8
GBPUSD
NZDUSD64.4
33.3
43.7
43.1
100
-73
18.4
-43.6
NZDUSD
USDCAD-25.5
-5.5
-6.6
-9.5
-73
100
-35.8
5.4
USDCAD
USDCHF-24.2
-63
-72
-16.3
18.4
-35.8
100
58.3
USDCHF
USDJPY-73.3
-38.7
-70.7
-49.8
-43.6
5.4
58.3
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
58.9
64.9
5.9
82.4
-95.6
-83.9
-4.2
AUDUSD
EURJPY58.9
100
88.1
22.5
42.9
-63.3
-75
36.8
EURJPY
EURUSD64.9
88.1
100
35.1
40.9
-72.6
-87
-11.5
EURUSD
GBPUSD5.9
22.5
35.1
100
-39.9
-9.8
-24.2
-21.3
GBPUSD
NZDUSD82.4
42.9
40.9
-39.9
100
-79.1
-57.8
9.4
NZDUSD
USDCAD-95.6
-63.3
-72.6
-9.8
-79.1
100
89.9
9.8
USDCAD
USDCHF-83.9
-75
-87
-24.2
-57.8
89.9
100
13.5
USDCHF
USDJPY-4.2
36.8
-11.5
-21.3
9.4
9.8
13.5
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
44.9
93.8
75.7
85.6
-96.2
-0.8
-89.4
AUDUSD
EURJPY44.9
100
66.5
52.3
26.9
-59.2
19.7
-9.2
EURJPY
EURUSD93.8
66.5
100
83.9
73.7
-95.2
3.9
-80.4
EURUSD
GBPUSD75.7
52.3
83.9
100
38.6
-77.4
-12.9
-68.8
GBPUSD
NZDUSD85.6
26.9
73.7
38.6
100
-82
10.1
-78.2
NZDUSD
USDCAD-96.2
-59.2
-95.2
-77.4
-82
100
-6.3
80.1
USDCAD
USDCHF-0.8
19.7
3.9
-12.9
10.1
-6.3
100
10.2
USDCHF
USDJPY-89.4
-9.2
-80.4
-68.8
-78.2
80.1
10.2
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY