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
-25.5
52.6
81.3
75.2
-91.9
40.6
-60.7
AUDUSD
EURJPY-25.5
100
-24.5
-21.3
-47.4
38.2
-32.5
66.1
EURJPY
EURUSD52.6
-24.5
100
56
66.5
-57
-13.4
-43.5
EURUSD
GBPUSD81.3
-21.3
56
100
74
-82.5
20.2
-60.6
GBPUSD
NZDUSD75.2
-47.4
66.5
74
100
-87.3
10.5
-78.5
NZDUSD
USDCAD-91.9
38.2
-57
-82.5
-87.3
100
-27.2
72.5
USDCAD
USDCHF40.6
-32.5
-13.4
20.2
10.5
-27.2
100
-28.8
USDCHF
USDJPY-60.7
66.1
-43.5
-60.6
-78.5
72.5
-28.8
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

hourly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-45.5
58.2
61.6
74.9
-65.7
-68.7
-77.6
AUDUSD
EURJPY-45.5
100
13.8
-53
-60.1
51
62.2
67.5
EURJPY
EURUSD58.2
13.8
100
38.4
34
-58.6
-47.7
-56.3
EURUSD
GBPUSD61.6
-53
38.4
100
78.9
-70.2
-73.7
-68.9
GBPUSD
NZDUSD74.9
-60.1
34
78.9
100
-66.2
-80.9
-76.2
NZDUSD
USDCAD-65.7
51
-58.6
-70.2
-66.2
100
76.4
81.8
USDCAD
USDCHF-68.7
62.2
-47.7
-73.7
-80.9
76.4
100
88.3
USDCHF
USDJPY-77.6
67.5
-56.3
-68.9
-76.2
81.8
88.3
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

daily correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
67.8
78.1
-1.3
88.2
-88.4
26.9
4.4
AUDUSD
EURJPY67.8
100
96.9
50.1
74
-91.3
65.9
63.2
EURJPY
EURUSD78.1
96.9
100
38.4
78.6
-95.6
60.4
42.2
EURUSD
GBPUSD-1.3
50.1
38.4
100
26.8
-28.8
38.5
63.4
GBPUSD
NZDUSD88.2
74
78.6
26.8
100
-89.5
48.1
26.3
NZDUSD
USDCAD-88.4
-91.3
-95.6
-28.8
-89.5
100
-54.4
-35.7
USDCAD
USDCHF26.9
65.9
60.4
38.5
48.1
-54.4
100
52.9
USDCHF
USDJPY4.4
63.2
42.2
63.4
26.3
-35.7
52.9
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 

weekly correlation

 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY 
AUDUSD100
-2.2
96.1
94.7
94.3
-94.8
-56.2
-94
AUDUSD
EURJPY-2.2
100
12.4
-7.8
-0.6
-19.4
46
29
EURJPY
EURUSD96.1
12.4
100
95.5
95
-93.1
-53.9
-91.3
EURUSD
GBPUSD94.7
-7.8
95.5
100
95.5
-88.7
-60.7
-95.1
GBPUSD
NZDUSD94.3
-0.6
95
95.5
100
-87.1
-64.7
-91.1
NZDUSD
USDCAD-94.8
-19.4
-93.1
-88.7
-87.1
100
34.1
82.9
USDCAD
USDCHF-56.2
46
-53.9
-60.7
-64.7
34.1
100
69.1
USDCHF
USDJPY-94
29
-91.3
-95.1
-91.1
82.9
69.1
100
USDJPY
 AUDUSDEURJPYEURUSDGBPUSDNZDUSDUSDCADUSDCHFUSDJPY