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
60.7
84.1
57.9
68.5
-63.3
-76.5
-53.8
AUDUSD
EURJPY60.7
100
40.5
-1.6
5.9
-53.6
-69.6
7.5
EURJPY
EURUSD84.1
40.5
100
76.3
79.3
-69
-70.1
-69.6
EURUSD
GBPUSD57.9
-1.6
76.3
100
77.1
-22.3
-44.5
-91.2
GBPUSD
NZDUSD68.5
5.9
79.3
77.1
100
-44.5
-53.7
-72.1
NZDUSD
USDCAD-63.3
-53.6
-69
-22.3
-44.5
100
62
17.7
USDCAD
USDCHF-76.5
-69.6
-70.1
-44.5
-53.7
62
100
39.4
USDCHF
USDJPY-53.8
7.5
-69.6
-91.2
-72.1
17.7
39.4
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
73.7
72.4
77.7
81.8
-76.7
-67.9
-52.8
AUDUSD
EURJPY73.7
100
97.7
92
91.9
-86.2
-96.3
-70.4
EURJPY
EURUSD72.4
97.7
100
93.2
93.8
-83.2
-96.4
-83.9
EURUSD
GBPUSD77.7
92
93.2
100
96.9
-87.1
-91.3
-75.9
GBPUSD
NZDUSD81.8
91.9
93.8
96.9
100
-84.8
-92
-78
NZDUSD
USDCAD-76.7
-86.2
-83.2
-87.1
-84.8
100
83.7
57.3
USDCAD
USDCHF-67.9
-96.3
-96.4
-91.3
-92
83.7
100
75.3
USDCHF
USDJPY-52.8
-70.4
-83.9
-75.9
-78
57.3
75.3
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
63.7
67.4
64.6
52.2
-53.4
-53.5
-54.8
AUDUSD
EURJPY63.7
100
97.6
92.4
7.1
-32.3
-77.5
-54.4
EURJPY
EURUSD67.4
97.6
100
90.7
22.1
-46.5
-86.8
-71.2
EURUSD
GBPUSD64.6
92.4
90.7
100
5.5
-37.4
-63.4
-51.9
GBPUSD
NZDUSD52.2
7.1
22.1
5.5
100
-72.5
-42.2
-63.9
NZDUSD
USDCAD-53.4
-32.3
-46.5
-37.4
-72.5
100
63.3
76.3
USDCAD
USDCHF-53.5
-77.5
-86.8
-63.4
-42.2
63.3
100
85.7
USDCHF
USDJPY-54.8
-54.4
-71.2
-51.9
-63.9
76.3
85.7
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
30.8
96.9
95.8
93.9
-96.4
-58.7
-93.8
AUDUSD
EURJPY30.8
100
46.1
27.9
22.3
-49.6
15.2
-1.9
EURJPY
EURUSD96.9
46.1
100
96.6
92
-97.4
-55.2
-89.6
EURUSD
GBPUSD95.8
27.9
96.6
100
94.5
-92.2
-62.8
-94.5
GBPUSD
NZDUSD93.9
22.3
92
94.5
100
-88.8
-64.2
-91.5
NZDUSD
USDCAD-96.4
-49.6
-97.4
-92.2
-88.8
100
44.7
85.2
USDCAD
USDCHF-58.7
15.2
-55.2
-62.8
-64.2
44.7
100
69.3
USDCHF
USDJPY-93.8
-1.9
-89.6
-94.5
-91.5
85.2
69.3
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY